Quantimi Research
Quantimi Research
Quant finance, explained with formulas, code and charts.
Free notes that build each idea from first principles: the math written out term by term, Python you can run, and interactive charts on real market behaviour.
- 12
- Articles
- 6
- Topics
- 100%
- Reproducible in Python
Topics
Foundations
4 articlesReturns, volatility, Sharpe ratio, drawdowns and correlation.
Portfolio Theory
1 articleMean-variance optimization and the efficient frontier.
Derivatives
3 articlesBlack-Scholes, the Greeks and dealer gamma exposure.
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Derivatives
Gamma Exposure (GEX)
Gamma exposure estimates how much stock dealers must buy or sell to stay hedged as the market moves. We build it from the ground up: gamma, dealer positioning, the GEX formula, per-strike walls, the gamma profile and the zero-gamma flip.
Foundations
Sharpe Ratio
The Sharpe ratio measures excess return per unit of risk, enabling comparison across investments with different risk profiles.
Foundations
Drawdowns
Drawdown analysis measures the decline from peak value, a critical risk metric for understanding worst-case scenarios.
Foundations
Correlation
Correlation measures how assets move together, fundamental to portfolio diversification and risk management.
Interactive by design
Every chart can be explored: drag to rotate, scroll to zoom, hover for values. This implied-volatility surface shows the smile and the term structure that drive option prices.
- Formulas, term by term. Every equation comes with what each symbol means.
- Runnable Python. The code behind every number and chart is part of the article.
- Built for practitioners. Concepts are tied to how markets actually trade.
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