nexus-quant-terminal/README.md

⚛ NEXUS TERMINAL

Institutional-Grade FX Options Analytics Platform

Three orbital rings. One terminal. Every market.

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What is NEXUS?

NEXUS TERMINAL is a Bloomberg-style web application for professional forex options analysis. It combines Garman-Kohlhagen options pricing, Goldman Sachs gs-quant signals, live global data feeds, and a real-time world map — all in one free, no-account-required platform.

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Features

Options Analytics

Module	Description
Greeks Dashboard	Δ Delta · Γ Gamma · ν Vega · Θ Theta · ρ Rho · φ Phi — per leg and portfolio total via Garman-Kohlhagen (1983)
Volatility Surfaces	Interactive 3D surface plots (Delta, Gamma, Vega, Theta, P&L) across full spot × vol grid
Breakeven Profile	Payoff curve at expiry with breakeven strikes, max profit/loss, net premium
Scenario Analysis	Stress tests across spot ±5%/±10% and vol ±1pp/±2pp shocks
Monte Carlo	GBM path simulation — up to 5,000 paths, terminal P&L distribution, probability of profit
Strategy Library	Pre-built multi-leg strategies: straddle, strangle, bull/bear spreads, iron condor, butterfly
Vol Smile (Vanna-Volga)	Builds the FX smile from ATM / 25Δ risk reversal / 25Δ butterfly quotes (Castagna-Mercurio) and reprices each leg off the smile vs flat vol
Vol Lab	Live Deribit BTC/ETH surface with a raw-SVI fit per expiry (Durrleman butterfly-arb check), ATM / 25Δ RR / 25Δ BF term structure, DVOL, vol risk premium, and a Burghardt-Lane realised-vol cone for every pair. Tests: cd backend && python -m pytest tests
Vol Forecast & Regime (AI)	HAR-RV (weekend-aware for crypto), GJR-GARCH and gradient-boosting forecasts of 1D/1W/1M vol, rolling out-of-sample QLIKE leaderboard with an inverse-QLIKE ensemble, 2-state HMM regime detection, and a forecast-vs-Deribit-implied rich/cheap signal
Hedge Lab	Monte Carlo delta-hedging / gamma-scalping P&L of your portfolio: realised vs implied vol, GBM / Merton jumps / historical block bootstrap, weekend gaps for 24/5 markets, time or delta-band hedging, transaction costs and carry, with Derman-Kamal and Leland benchmarks and a hedge-frequency risk-vs-cost sweep
Risk Desk	Market risk of the portfolio option book with full revaluation on joint spot × implied-vol history (Deribit DVOL, Cboe GVZ / VXSLV, else EWMA proxy): VaR 99% / ES 97.5% (FRTB) by historical, filtered-historical (EWMA-scaled), delta-gamma Cornish-Fisher, Student-t Monte Carlo and delta-normal; 1- and 10-day horizons; stressed window (worst 250 days); rolling backtest with Kupiec / Christoffersen tests and Basel traffic light; spot × vol ladder; worst-day and what-if P&L explain by Greek (Δ, Γ, vega, vanna, volga, θ, unexplained)
Margin Desk	Exchange margin for the option book: CME SPAN-style 16-scenario scan risk (price / vol scan, ±3× extreme at 33 %, short-option minimum; COMEX %-of-notional defaults) and Deribit-style portfolio margin (±16 % × vol-shock matrix, dampened extended table, delta contingency, MM = 0.8 × IM); margin-hike shock and cash call; equity-vs-maintenance ladder with call levels; Monte-Carlo margin-call and liquidation probabilities with jumps and spot-vol co-movement
RV Scanner	Deribit BTC / ETH carry and relative value: dated-futures basis curve, perpetual funding (8h × 3 × 365) and options-implied forwards vs listed futures; raw-SVI fit per expiry with each option's residual netted against half its bid/ask in vol (coin premiums inverted with Black-76) → rich / cheap ideas ranked by USD edge; coin-settled put-call parity C − P = (F − K)/F with executable edge at the touch; vertical and butterfly static-arbitrage checks on marks and at the touch; ATM vol vs 30-day realised (VRP) per expiry
AI Hedger	Deep hedging of a short option under proportional transaction costs and jumps, trained server-side in pure numpy (no GPU, no API key): a No-Transaction-Band network (Imaki et al. 2021, back-propagation through time) and a feed-forward deep hedge (Buehler et al. 2019) minimising CVaR, benchmarked out of sample against BS delta and a tuned Whalley-Wilmott band; regime-shift tests (vol +50%, crash jumps); learned band vs Whalley-Wilmott, P&L distributions, turnover, risk-adjusted price, training curves
Cross-Asset Desk	Gold · silver · BTC · ETH · EURUSD · DXY · US10Y · WTI correlation matrices (30D/90D/1Y/EWMA) with a correlation-break monitor; gold/silver ratio z-scores, OU half-life, Engle-Granger cointegration and Kalman hedge ratio; Margrabe outperformance-option pricer with correlation sensitivity
Jump Lab	Merton and Bates (Heston + jumps, COS pricing) calibrated to every live Deribit BTC/ETH expiry: model-vs-market smiles, fit RMSE, jump intensity/size, jump share of variance, crash-jump odds, 30-day risk-neutral density vs lognormal; manual Merton for metals/FX event and gap risk; one-click hand-off of jump parameters to Hedge Lab
Event Vol	Event & weekend "vol time" term structure: strips FOMC / CPI / NFP variance lumps and the weekend weight out of the ATM curve (live Deribit fit for BTC/ETH; assumptions or pasted broker quotes for XAU/XAG/EUR/any pair), event-implied moves and straddle breakevens, forward vols and calendar-arbitrage flags, fair vol for any expiry incl. 0DTE/1-day, built-in 2026 FOMC/CPI/NFP calendar merged with live Forex Factory events, realised day-of-week / weekend-weight / FOMC-lump study
Positioning	Live BTC / ETH options positioning from Deribit open interest: dealer gamma exposure (USD per 1% move) with switchable dealer-side convention, gamma profile across spot and gamma-flip level, call / put walls, vanna and charm flows, dealer delta, put/call, and per-expiry max pain, ATM IV and implied 1σ move
Smile Dynamics	SABR (Hagan 2002 + Obłój 2008) fitted per live Deribit expiry or to ATM / RR / BF quotes for any pair; hedge ratios under sticky strike, sticky delta, SABR and Bartlett (variance-optimal) dynamics at 10Δ–10Δ; model backbones (ATM vol change per 1% spot) vs the realised spot-vol beta from DVOL / GVZ / VXSLV with rolling correlation, and a regime call; ρ / ν term structure
Exotics Desk	Structured-products pricer: all eight single barriers (Reiner-Rubinstein/Haug, rebates) with Broadie-Glasserman-Kou discrete-monitoring correction, barrier price/delta profile through the barrier, touch ladder of hit probabilities, smile-consistent digitals (−∂C/∂K on the vanna-volga smile); Dual Currency Investment / crypto "Dual Investment" fair-APR ladder with an offer audit (platform margin, implied vol you are paid); KO accumulator Monte Carlo with zero-cost strike, KO odds and geared-loss tail, optional Merton jumps
TARF Desk	Target redemption forwards (importer buys / exporter sells, leverage, full / exact / no-payout target) priced side by side under flat vol, Dupire local vol from an arbitrage-free SSVI surface calibrated to ATM / RR / BF, and Merton jumps: zero-cost strike, model-risk spread, knock-out timing and survival, expected cash flows per fixing, client P&L distribution and ES vs the capped gain, delta / vega

Live Intelligence

Module	Description
AI Quant Signals	9 signals: RSI, MACD, Bollinger Bands, Hurst exponent, mean reversion (OU), momentum, carry, volatility regime — powered by gs-quant
Institutional Flow	CFTC COT positioning — Asset Managers, Hedge Funds, Dealers — with Volume Profile, POC, VAH, VAL
Economic Calendar	Forex Factory events (120+ per week) with impact levels, forecasts, countdowns, and currency filters

Live World Map

Layer	Source	Refresh
✈ Aircraft positions	OpenSky Network (free, anonymous)	30s
🔴 Earthquake markers	USGS GeoJSON feed (M4.5+, 7 days)	5min
🌦 Weather radar	RainViewer animated tiles	on-demand
📍 Forex events	Forex Factory via backend cache	with calendar

Live Feeds

• Crypto prices — Top 12 by market cap via CoinGecko free API, 60s refresh
• Global webcams — Windy.com live camera feeds for 6 financial centers: New York · London · Tokyo · Frankfurt · Singapore · Dubai

Economic Calendar

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Tech Stack

NEXUS TERMINAL
├── backend/                  FastAPI (Python 3.11+)
│   └── app/
│       ├── core/             Garman-Kohlhagen · Greeks · Monte Carlo · Quant Analysis
│       └── routers/          REST API endpoints
│           ├── greeks.py     Options pricing & Greeks
│           ├── surface.py    Volatility surface grid
│           ├── montecarlo.py GBM simulation
│           ├── scenarios.py  Stress testing
│           ├── forex.py      Live FX rates
│           ├── institutional.py  CFTC COT data
│           ├── news.py       Forex Factory calendar
│           └── livedata.py   Aircraft & earthquake proxy
│
└── frontend/                 React 18 + Vite 5
    └── src/
        ├── components/
        │   ├── GreeksDashboard.jsx
        │   ├── QuantSignals.jsx    (gs-quant AI signals)
        │   ├── WorldMap.jsx        (Leaflet + live layers)
        │   ├── LiveFeeds.jsx       (Crypto + Webcams)
        │   ├── EconomicCalendar.jsx
        │   ├── InstitutionalFlow.jsx
        │   └── NexusLogo.jsx       (animated SVG + canvas favicon)
        └── pages/
            ├── LandingPage.jsx
            └── Dashboard.jsx

Key Libraries

Backend

• fastapi — REST API framework
• gs-quant — Goldman Sachs quant library (RSI, MACD, Bollinger, volatility)
• numpy / scipy — Monte Carlo, OU process, Hurst exponent
• httpx — Async HTTP client for proxying live data

Frontend

• react-leaflet + leaflet — Interactive world map with live layers
• plotly.js — 3D volatility surface plots
• zustand — Global portfolio state management
• JetBrains Mono — Bloomberg-terminal monospace font

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Getting Started

Prerequisites

• Python 3.11+
• Node.js 18+

Backend

cd backend
python -m venv .venv

# Windows
.venv\Scripts\activate
# macOS/Linux
source .venv/bin/activate

pip install -r requirements.txt
uvicorn app.main:app --reload --port 8000

API available at http://localhost:8000 · Docs at http://localhost:8000/docs

Frontend

cd frontend
npm install
npm run dev

App available at http://localhost:5173

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API Endpoints

Method	Endpoint	Description
POST	/api/greeks	Compute portfolio Greeks (Garman-Kohlhagen)
POST	/api/surface	Generate volatility surface grid
POST	/api/montecarlo	Run GBM Monte Carlo simulation
POST	/api/scenarios	Stress-test scenario matrix
GET	/api/forex/rates	Live FX spot rates
GET	/api/news/calendar	Forex Factory economic calendar
GET	/api/institutional/{pair}	CFTC COT positioning data
GET	/api/signals/{pair}	AI quant signals (gs-quant)
GET	/api/live/aircraft	Live aircraft positions (OpenSky proxy)
GET	/api/live/earthquakes	USGS earthquake feed proxy

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Design System

NEXUS uses a Bloomberg terminal-inspired design:

• Colors — Navy dark (#080e1a) base, cyan (#00c8f0) accent, semantic red/green/amber/purple
• Typography — JetBrains Mono for all data panels, tabular-nums for price columns
• Panels — 3px left-border accent system (worldmonitor-style)
• Tokens — color-mix(in srgb, ...) for semi-transparent semantic backgrounds

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Data Sources

Source	Data	Cost
Goldman Sachs gs-quant	RSI, MACD, Bollinger, volatility	Free (open-source)
OpenSky Network	Live aircraft positions	Free, anonymous
USGS Earthquake API	M4.5+ seismic events	Free
RainViewer	Weather radar tiles	Free
Forex Factory	Economic calendar (120+ events/week)	Free
CoinGecko	Crypto prices (top 12)	Free
Windy.com	Global webcam feeds	Free embed
Yahoo Finance (via yfinance)	FX historical rates	Free

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License

MIT © 2026 — Built with ⚛ NEXUS TERMINAL