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CallCulator

Option Curator
(Phone-like device detected - CallCulator is best on Desktop)
πŸ”’ In Development
Company: ... | Ticker: ...
Price: $... | FIGI: ...

Search Parameters i
Configure the parameters for the option strategy search. These settings determine how thoroughly the algorithm will search for the optimal spread (combination of options) to maximize expected profit while meeting your risk tolerance.

Grid Search Gradient Descent
Grid Search Gradient Descent
Brute force
Mathematical construction
Starting at optimally placed (Sobol) starting points/seeds, the algorithm performs gradient descent ("hill-climbing") in all directions (high-dimensional space), walking downhill with the right step size (Powell-Wolfe) to find the optimal strategy. Does this in parallel for all starting seeds and compares the results to find the best strategy.
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Dynamic
Number of seeds: i
The number of Sobol quasi-random starting points for the gradient descent search. More seeds provide better global coverage but increase calculation time.
Estimated calculation time: -
ETA: - Cost: - Strategies to compare: -
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