The quant engine, explained
Gravitas is built quant-first, real-time VaR, Greeks, Monte Carlo, forward-curve construction, and scenario analysis on live positions. These pages explain how each number is actually calculated in an ETRM, each with an animated walkthrough.
Quant methods, step by step
How Value at Risk is calculated
Historical, parametric, and Monte Carlo VaR, from positions to a loss number.
How the Greeks are calculated
Delta, gamma, vega, theta, rho, and cross-gamma, as sensitivities of value.
How Monte Carlo simulation works
Simulating thousands of market paths to price and risk complex positions.
How scenario & stress testing works
Revaluing the book under grids of price and volatility shocks.
Quant formulas + calculator
The core ETRM formulas written out, valuation, Black-76, Greeks, VaR, with a live demo calculator.
Transparent methods on live positions
Quant output is only trustworthy when it is transparent and runs on the same live positions the desk trades. Gravitas treats quant as a first-class part of the platform, not a spreadsheet on the side, so valuation, risk, and P&L attribution all tie out. For the reader-friendly concepts, see the quant finance explainer.
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A walkthrough of the methods on your own positions and commodities.