Now live on RapidAPI — Financial Intelligence API

Build Trading Intelligence
Without Quant Teams

Options pricing, Greeks, risk analytics & strategy APIs — designed for AI agents and developer-first financial systems.

quantforge — api call

● LIVE

Request

POST https://api.quantforge.io/v2/option-price

{
  "underlying": "AAPL",
  "spot":       185.50,
  "strike":     190.00,
  "expiry":     "2024-04-19",
  "vol":        0.28,
  "type":       "call",
  "model":      "black_scholes"
}

Response 200 OK

{
  "price":        4.82,
  "greeks": {
    "delta":  0.3847,
    "gamma":  0.0291,
    "theta":  -0.124,
    "vega":   0.2183,
    "rho":    0.0847
  },
  "iv":          0.2812,
  "latency_ms":  12
}

⚡ 12ms latency

99.9% uptime

Supported instruments & models

Vanilla Options· Black-Scholes· Exotic Options· Binomial Tree· FX Derivatives· Monte Carlo· Interest Rate Swaps· Heston Model· Bond Pricing· SABR Vol· Equity Options· Local Volatility· Commodities· VaR / CVaR· Portfolio Greeks· Stress Testing· Vanilla Options· Black-Scholes· Exotic Options· Binomial Tree· FX Derivatives· Monte Carlo· Interest Rate Swaps· Heston Model· Bond Pricing· SABR Vol· Equity Options· Local Volatility· Commodities· VaR / CVaR· Portfolio Greeks· Stress Testing

The Problem

Quant finance is powerful.
But brutally painful.

📐

Brutal Math

Stochastic calculus, PDEs, and numerical methods — months to implement correctly.

👨‍🔬

Quant Bottleneck

Every feature blocked on PhD quants. Build cycles measured in quarters, not days.

📊

Excel Doesn't Scale

Spreadsheets break at volume, can't be called by AI agents, and fail in production.

🔌

No Decision APIs

Libraries exist, but nothing that returns structured decisions ready for automation.

QuantForge solves this

Capabilities

Everything you need to build
financial intelligence

A complete quant finance toolkit, accessible through clean REST APIs. No PhDs required.

Options Engine

Full Black-Scholes, Binomial Tree, Monte Carlo, and Heston model pricing with all Greeks computed in a single call.

Delta Gamma Vega Theta Rho

Strategy Builder

Analyze any multi-leg options strategy — payoff diagrams, breakeven points, max profit/loss, and probability of profit.

Spreads Straddles Butterflies Condors

Risk Analytics

Value-at-Risk, Expected Shortfall, stress testing, and scenario analysis for portfolios of any size or complexity.

VaR CVaR / ES Stress Tests

Volatility Surface

Construct and query implied volatility surfaces. Calibrate SABR, SVI, and Heston models to market data.

SABR SVI IV Smile

Multi-Asset Coverage

Equities, FX, fixed income, commodities, and crypto. Unified API surface across all asset classes.

Equities FX Bonds Crypto

Fixed Income

Bond pricing, yield-to-maturity, duration, convexity, and interest rate sensitivity analytics.

Duration YTM Convexity

API Reference

Powerful endpoints.
Simple interface.

Available Endpoints

POST /v2/option-price BSM · Binomial · MC

POST /v2/greeks Δ Γ Θ ν ρ

POST /v2/strategy/analyze Multi-leg

POST /v2/risk/portfolio VaR · ES

POST /v2/volatility/surface SABR · SVI

POST /v2/bond/price Fixed income

POST /v2/implied-vol IV solver

GET /v2/health Status

POST /v2/option-price

// Option Pricing Request

POST /v2/option-price
Authorization: Bearer YOUR_API_KEY

{
  "spot": 185.50,
  "strike": 190.00,
  "expiry": "2024-04-19",
  "vol": 0.28,
  "rate": 0.053,
  "type": "call",
  "model": "black_scholes"
}

// → { "price": 4.82, "delta": 0.38, ... }

AI-First Design

The computation engine for
AI Trading Agents

QuantForge is built from the ground up to be called by AI agents. Structured JSON in, structured decisions out. No ambiguity, no hallucination — deterministic quantitative finance.

Agent calls pricing API

Get real-time option prices and Greeks without writing any math.

Evaluate strategy outcomes

Simulate payoffs, breakevens, and probabilities across scenarios.

Assess portfolio risk

Compute VaR, exposure, and stress tests before execution.

Execute with confidence

AI agent makes a data-driven, quantitatively-backed decision.

trading-agent.py — live

[09:31:02] → Agent initialized: AAPL options session

[09:31:03] ↑ POST /v2/option-price {spot: 185.50, ...}

[09:31:03] ✓ price: 4.82, delta: 0.384 [12ms]

[09:31:04] ↑ POST /v2/strategy/analyze {type: "bull_call_spread"}

[09:31:04] ✓ max_profit: $840, breakeven: $191.30

[09:31:05] ↑ POST /v2/risk/portfolio {positions: [...]}

[09:31:05] ✓ 95% VaR: $1,240, ES: $1,890

[09:31:06] 🤖 Agent decision: BUY 5x Apr-19 190C

[09:31:06] risk within limits · strategy positive EV

█_

⬡ LangChain

◈ OpenAI Agents

✦ Claude

⚙ AutoGen

▶ CrewAI

Use Cases

Built for builders in finance

🤖

Algorithmic Trading

Power systematic trading strategies with real-time pricing, Greeks, and risk checks in every tick loop.

Options market making
Delta hedging automation
Spread trading signals

🏦

Fintech Platforms

Embed institutional-grade quant analytics into retail-facing apps without building a quant team.

Options analytics dashboards
Portfolio risk monitoring
Strategy education tools

🔬

Quant Research

Accelerate research workflows by offloading computation to the API and focusing on alpha generation.

Backtesting infrastructure
Model calibration
Scenario analysis

Pricing

Simple. Transparent. Scalable.

Start free. Pay as you grow.

Starter

Free

500 calls / month

Options pricing (BSM)
Basic Greeks
Community support
RapidAPI access

Get Started Free

Build Trading Intelligence Without Quant Teams

Quant finance is powerful.But brutally painful.