Live educational modules
- Options Greeks — Black–Scholes–Merton Δ Γ Θ Vega Rho (ATM educational)
- Portfolio optimisation — Markowitz MV + inverse-vol risk-parity blend
- Graph network — correlation degree centrality (multi-asset when provided)
- RL-lite — contextual bandit / soft-Q paper sizing (NOT Deep RL)
- Hawkes lite — self-exciting shock intensity
- Rough volatility — Hurst of |returns| roughness (NOT full rBergomi)
- Market making — Avellaneda–Stoikov lite bid/ask quotes (paper only)
Engine stack
TRAMSE-369 (regime) → MARP-RX (liquidity/risk/costs) → RAUCL-MI (uncertainty) → ADV-369 (research)
Disclaimer
Educational research approximations. Not Deep RL, not production market making, not a calibrated options desk. No guaranteed returns. No auto trading.