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Quick analysis with an adaptive diffusion multi-model

QQQ Chart

Commodities

65.23 -0.45%
Crude Oil
443.23 -1.21%
ZC Corn Futures
[System] GreshamTerminal v2.4.0
[Info] Connected to market data feed
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Usage History

Date Analysis Model Runs
May 22, 2025 AAPL Options Jump Diffusion -10
June 21, 2025 NVDA Analysis LittleNoah -15

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Standard GBM
0.8 Runs
Geometric Brownian Motion model for basic options pricing. Perfect for European options and standard volatility scenarios.
European Options Support
Constant Volatility
Fast Execution
Jump Diffusion
1.2 Runs
Merton Jump Diffusion model incorporating sudden price jumps. Ideal for earnings announcements and market events.
Price Jump Modeling
Event Risk Analysis
Higher Accuracy
LittleNoah
1.2 Runs
Advanced sub-diffusion model with memory effects. Captures market microstructure and mean-reverting behavior.
Memory Effects
Sub-diffusion Process
Market Microstructure
Super Diffusion
1.5 Runs
Fractional Brownian Motion with Hurst exponent > 0.5. Captures trending behavior and momentum in volatile markets.
Trending Behavior
Momentum Detection
Long-range Dependence
Adaptive Diffusion
2.0 Runs
Real-time adaptive model that automatically selects the best diffusion process based on current market regime.
Auto Regime Detection
Model Selection
Multi-timeframe Analysis
Ballistic Motion
2.5 Runs
Momentum-based model with regime switching. Captures persistent directional movement and autocorrelation effects.
Momentum Persistence
Regime Switching
Autocorrelation
Lévy Stable
2 Runs
Parameterised Lévy Stable Random walks (Heavy-tailed super-diffusion)
Heavy tails and asymmetry
Lévy alpha-stable distributions
Drift calculation

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Opportunities: | Columns:

Profit/Loss Distribution
Profit Probability Distribution

Risk Metrics

All Opportunities

Analyzing Options Data

Processing opportunities and calculating risk metrics...

Initializing analysis...

Strategy Backtesting

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Entry Date

When were these options purchased?

90-95% Tier Contracts

Number of contracts for 90-95% probability trades

>95% Tier Contracts

Number of contracts for >95% probability trades

Backtest Results

Model Accuracy Analysis

Pricing

Junior

$89/month
  • access to basic models
  • limited usage
  • basic comunity features

Senior POPULAR

$149/month
  • access to more models
  • more usage per month
  • limited premium community features

Executive

$349/month
  • access to any model
  • daily use, custom parameters, faster run time
  • access to Portal

BETA

$49/month
  • early access and perks
  • lock in BETA rate for 6 months
  • access to most features
  • email support

Contact Us

Get in Touch

Questions about our platform? We're here to help.

[email protected]

+1 (312) 555-5555

West Loop, Chicago IL

Documentation

Getting Started

Automate your trading with Gresham's models!

Complete documentation is available to executive users.

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