Token spend · last 24h
aggregated from spans.jsonl · NVIDIA Build catalog (free tier today)
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Agent → model assignment
configs/agents/*.yaml
Agent
Model
Temp
Max tokens
Latency p95
PredictiveModeling
nvidia/nemotron-3-super-120b-a12b + xgb_v23
0.10
16,384
5,140 ms
DeepResearchAgent
nvidia/nemotron-3-super-120b-a12b
0.30
32,768
—
FundamentalAgent
nvidia/nemotron-3-super-120b-a12b
0.20
16,384
3,200 ms
TechnicalAgent
nvidia/nemotron-3-super-120b-a12b
0.20
8,192
718 ms
SentimentAgent
nvidia/nemotron-3-super-120b-a12b
0.20
8,192
1,981 ms
AIFactorAgent
nvidia/nemotron-3-super-120b-a12b + sklearn PCA
0.20
8,192
1,403 ms
SignalAgent
nvidia/nemotron-3-super-120b-a12b
0.10
16,384
1,402 ms
MetaAgent
nvidia/nemotron-3-super-120b-a12b
0.10
16,384
1,012 ms
PortfolioOptimization
cuFOLIO + cuOpt (no LLM)
—
—
571 ms
PortfolioConstruction
nvidia/nemotron-3-super-120b-a12b
0.00
4,096
240 ms
ComplianceAgent
nvidia/nemotron-3-super-120b-a12b (temp=0, strict)
0.00
4,096
820 ms
PortfolioManagerAgent
nvidia/nemotron-3-super-120b-a12b (fast chat)
0.20
4,096
540 ms
Model catalog
Model ID
Provider
Params
Type
Status
nvidia/nemotron-3-super-120b-a12b
NVIDIA Build
120B (12B act)
reasoning
PRIMARY
nvidia/nemotron-3-super-120b-a12b
NVIDIA Build
70B
chat
FAST
nvidia/nemotron-4-340b-instruct
NVIDIA Build
340B
chat
available
nvidia/nemotron-3-nano-30b-a3b
NVIDIA Build
30B (3B act)
fast reasoning
candidate
nvtrader/nemotron-3-super-quant-rl-v7
local (NemoRL)
120B fine-tuned
reasoning
training
My stacks saved chains of model calls · click ▶ to run all in Chat
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Build a stack: click ＋ on any Quant-library row below → the stack builder appears bottom-right → name it and save.
Quant library src/traderspace/quant/ · 14 models · click a row to invoke, ＋ to add to a stack
docs →
Model
Family
What it does
Chat tool
Invoke
Black-Scholes
option · European
Closed-form European pricing + full Greeks (Δ, Γ, vega, Θ, ρ); implied vol via Brent
price_option
▶ Try
Implied volatility
option · inverse
Brent's-method root finder on the BS pricer; recovers σ from a market price
implied_volatility
▶ Try
Cox-Ross-Rubinstein binomial
option · American
CRR tree (n=500 default) for European AND American options; handles discrete cash dividends
binomial_price
▶ Try
Monte Carlo (GBM)
option · MC
Antithetic variance reduction; returns price ± 95% CI; sanity-checks against BS
mc_price_european
▶ Try
Asian (arithmetic average)
option · path
Path-dependent MC with Black-Scholes control variate for variance reduction
mc_price_asian
▶ Try
Barrier (knock-out)
option · path
Up- or down-knockout via MC; pays vanilla unless the barrier is hit on the path
mc_price_barrier
▶ Try
Longstaff-Schwartz LSMC
option · American
American option price via least-squares MC regression (Laguerre basis); also returns the early-exercise premium
longstaff_schwartz
▶ Try
Realized volatility
vol
close-to-close · Parkinson · Garman-Klass · Yang-Zhang (drift-independent OHLC)
realized_vol
▶ Try
Volatility cone
vol
Historical N-day vol distribution over 5y lookback — informs buy-vol vs sell-vol decision
vol_cone
▶ Try
GARCH(1,1)
vol · conditional
MLE fit via L-BFGS-B; returns ω/α/β, persistence, long-run vol, conditional vol path
garch11_fit
▶ Try
Heston (stochastic vol)
vol · SDE
Heston (1993) path sim with full-truncation Euler — handles negative-variance draws
heston_paths
▶ Try
SABR smile
vol · smile
Hagan et al. 2002 implied-vol approximation across strikes; useful for FX, rates, equity smiles
sabr_smile
▶ Try
Ornstein-Uhlenbeck
mean-revert
Exact-discretization OU sim + AR(1) MLE calibration; half-life, κ, θ, σ
ou_calibrate
▶ Try
Cross-sectional PCA
factor
StandardScaler + PCA on the returns panel; sign-anchored PC1; powers the AIFactorAgent score
cross_sectional_pca
▶ Try
Reference values verified live on GB10:
Hull 11e Ex 15.6 BS call = 4.7594 ·
Longstaff-Schwartz 2001 canonical American put = ~4.478 ·
Binomial CRR matches BS to ≤ 0.0001 at n=500 ·
SABR shows downward equity smile.
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