Quant Tools · quantitativetrading.eu
Free Quantitative Tools

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7 essential calculators for E-mini Nasdaq, Dow Jones, S&P 500 & Gold futures. Risk, position size, levels, Fibonacci, expectancy — all in one place.

NQ$20/pt · $5/tick
YM$5/pt · $5/tick
ES$50/pt · $12.5/tick
GC$100/pt · $10/tick
NQ — Tick: 0.25 pts · $5/tick · $20/pt
Tool 01
Trade Risk Calculator
Max contracts based on account risk %
⚖️
  • 1Enter your total account size in dollars.
  • 2Set risk per trade %. Professionals use 0.5–1%. Never exceed 2%.
  • 3Enter your stop loss distance in ticks or points from your entry.
  • 4Hit Calculate to see the max contracts within your risk budget.
  • 5Switch markets at the top — tick and point values update automatically.
💡 A wider stop = fewer contracts. Size to the stop, not a round number.
Tool 02
R:R Planner
Entry / stop / target → R-multiple & P&L
🎯
  • 1Select LONG or SHORT direction.
  • 2Enter entry price, stop loss and target. Results update live.
  • 3R:R Ratio = reward ÷ risk. Aim for ≥ 2:1 minimum.
  • 4Min Win% Needed is the break-even win rate at this R:R. Stay above it to be profitable.
💡 At 2:1 R:R you only need 33% win rate to break even. At 3:1 only 25%.
Tool 03
Tick · Point · $ Converter
Instant conversion for all markets
📏
Loading...
  • 1Select input unit: Ticks, Points, or Dollars.
  • 2Type a number — the other two convert instantly.
  • 3Switch markets to compare values across NQ / YM / ES / GC.
💡 NQ: 10 pts = 40 ticks = $200/contract. 100 pts = $2,000.
Tool 04
Distance Between Levels
Measure any two prices in ticks, points, dollars & R-ratio
📐
  • 1Enter Level A and Level B — any two prices (entry/target, PDH/PDL, VAH/VAL etc.).
  • 2Instantly see distance in points, ticks, and dollars per contract.
  • 3Enter a Reference Stop to calculate the R-Ratio for the measured distance.
  • 4Multi-contract rows show total P&L for 2, 5, and 10 contracts at once.
💡 Measure VAL→VAH, compare to your stop → instant R-ratio check on the full value area traverse.
Tool 05
Fibonacci Calculator
Retracements + extensions from swing high/low
🌀
  • 1UPTREND: A = swing low, B = swing high. DOWNTREND: A = swing high, B = swing low.
  • 2RET = retracement levels (pullback targets). EXT = extension levels (breakout targets).
  • 361.8% & 161.8% (highlighted gold) = golden ratio, most watched by institutional traders.
💡 Fib 50%–61.8% retracement landing on VAH/VAL or PDH/PDL = high-confluence setup.
Tool 06
Expectancy & Trend Frequency
Win rate needed · system expectancy · streak probability
📊
  • 1Enter your historical win rate and average R:R ratio from your journal.
  • 2Optionally add Avg Win $ / Avg Loss $ for exact dollar expectancy per trade.
  • 3Positive Expectancy = profitable system. Negative = losing system even with good R:R.
  • 4The Streak table shows how often losing streaks occur — prevents abandoning a working strategy mid-streak.
💡 At 2:1 R:R, a 5-loss streak is 27% likely in 50 trades — completely normal. Don't panic and change your system.
Expectancy per Trade
expected per trade
Min Win% to Break Even
at your R:R
Streak Probability (at current win rate)
StreakProbabilityIn 50 tradesImpact
Tool 07
Overnight Gap Calculator
Gap size, fill target, gap % vs prior range — classify gap type and bias
🌙
  • 1Enter the Prior Day Close — yesterday's RTH settlement price.
  • 2Enter Today's Open — first traded price of today's regular session (not overnight).
  • 3Enter the Prior Day Range (High − Low) to classify the gap as micro, small, medium, large, or extreme.
  • 4Gap Fill Target = prior close. 50% Fill Level = mid-gap, useful as a partial target.
  • 5Read the verdict for statistical bias on whether the gap will fill or follow through.
💡 Gap <10% of prior range → high fill probability, fade the open. Gap >50% of range → imbalanced day, trade with the gap direction.
QUANTITATIVE TRADING · FREE TOOLS · FOR EDUCATIONAL USE ONLY · NOT FINANCIAL ADVICE · D63116-16674
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