QUANTORA

The world's capital
markets, quantified.

Capital Markets Intelligence Infrastructure · Live
255+ Analytical Engines 11 Asset Classes Now in Private Preview <1ms Computation FRED · Equities · Digital Assets
Provenance01 / 05

Built for the analysis that cannot be wrong.

Quantora is the AI that does the work of an entire desk — it prices the instrument, runs the risk, and drafts the decision. What makes it trusted isn't a chat box guessing; it's what runs underneath. When a CLO tranche is priced through Quantora, you get the answer and the memo — and beneath them sit the OC ratio, the waterfall, and the correlation matrix, every number verified against independent mathematics before it surfaces. The intelligence on top; the infrastructure underneath.

Coverage02 / 05
255+
Analytical engines
11
Asset classes
$80T+
Addressable market
<1ms
Per computation
Global

One infrastructure, every market on Earth.

Live computation feed03 / 05

Real-time engine output.

Engine output All engines nominal
Methods04 / 05

Grounded in the literature.

Black-Scholes · Options pricing Nelson-Siegel · Yield curve Basel III · Capital framework Almgren-Chriss · Optimal execution Faustmann LEV · Real assets Estrella-Mishkin · Recession probability PBKDF2-SHA256 · Authentication
Engine architecture05 / 05

The analytical layer the market never sees.

01
Options & Derivatives
42 engines
Vanilla Black-Scholes through exotic structures. Delta, Gamma, Theta, Vega, Rho computed analytically. Implied volatility surface via SVI and SABR. Variance swaps, calendar spreads, skew dynamics.
02
Fixed Income & Yield Curve
38 engines
Modified duration, convexity, DV01, key rate durations. Curve construction via Nelson-Siegel and Svensson. OAS decomposition, Z-spread, MBS/PSA prepayment, TIPS linkage, bond futures basis.
03
Global Macro Intelligence
31 engines
Real-time macro via FRED. GDP bridge equation with uncertainty bands. Estrella-Mishkin recession probability. Taylor Rule neutral rate. PMI diffusion. Regime classification across four states.
04
Private Credit & CLO
28 engines
CLO tranche pricing with OC/IC ratios and sequential waterfall. Direct lending all-in yield. Leveraged loan discount margin via bisection. Distressed recovery. PIK toggle accretion schedules.
05
Real Assets Underwriting
24 engines
Real estate NOI build-up, cap rate, levered IRR, DSCR stress, preferred return waterfall. Infrastructure RAB return, greenfield IRR. Timberland Faustmann land value. Farmland flex rent.
06
Risk & Portfolio Construction
92 engines
Historical and parametric VaR, CVaR, Expected Shortfall. Illiquidity-adjusted VaR via Geltner smoothing. Black-Litterman with views. Almgren-Chriss execution. Risk parity across asset classes.
Platform

One question. Every engine.

Ask Quantora anything. It pulls the data, runs the right engines, and returns a cited, audit-grade answer — the analyst's whole workflow in one line.

Computation governance

Every result is verified before it surfaces.

QUANTORA does not return an answer and trust it. Every computation passes through a layered validation architecture: the mathematics is verified, the inputs are bounded, and the output is cross-referenced against independent numerical methods before delivery.

Input validation12 layers
Boundary sanitization. Domain checks, type coercion, outlier rejection, and parameter range enforcement before any computation begins.
Numerical precision1×10⁻¹⁰
IEEE 754 double-precision throughout. Root-finding via bisection and Newton-Raphson with a tolerance floor. No floating-point shortcuts.
Cross-engine verification3 paths
High-stakes results — CLO tranches, derivatives, VaR — verified against a minimum of three independent computation paths before the primary result is accepted.
Audit trailFull graph
The full computation graph is retained per request — inputs, intermediate values, validation flags, and final result. Available for institutional audit on demand.
Intelligence API

Pure mathematics, delivered via HTTP.

All 255 engines via a clean REST interface. Every request is type-validated, computation-verified, and returns a full audit trail. API keys provisioned on Pro and Institutional plans.

ProtocolREST · JSON · HTTP/2
Computation P50 / P99<1ms / 4ms
Live data endpoints15+ · Stocks · Macro · Crypto
AuthHMAC-SHA256 · API key
// QUANTORA Intelligence API
import { QuantoraClient } from '@quantora/intelligence-sdk';

const client = new QuantoraClient({
  apiKey: 'qk_live_...',
  endpoint: 'https://api.quantora.io',
});

// Black-Scholes options pricing
const price = await client.options.blackScholes({
  S: 541.23, K: 545.00, T: 0.0822,
  r: 0.0531, sigma: 0.148, type: 'call',
});

console.log(price.value);        // → 8.49
console.log(price.greeks.delta); // → 0.48
Representative analyses

Computations run through the infrastructure.

Computation verified
$842M
CLO Tranche Valuation
EngineCLO · Waterfall
TranchesAAA → Equity · 6
Time<1ms
Computation verified
$1.14B
Real Estate Portfolio Underwrite
EngineNOI · DSCR · IRR
Properties14 · Multifamily
Time<1ms
Computation verified
$3.2B
Options Book Risk Attribution
EngineGreeks · Vol · VaR
PositionsS&P 500 · 12 expiries
Time<1ms
Doctrine

Intelligence is not a feature. It is the infrastructure.

Global sessions

Always on.

07 — Market Intelligence Global market headlines.
The Intelligence Desk

If you are reading this, you already understand why.

Coverage is extended to qualified participants. There is no trial, no demo reel, no sales call.

Evaluation
Qualified participants · Full platform · 7-day window
Pro
API access · Data export · Full engine suite
Institutional
Dedicated infrastructure · 10 seats · White-label · SLA
By approval only · Pro and Institutional
Received.
The desk will be in touch.
QUANTORA
Capital Markets Intelligence Infrastructure