# zen_quant v0.8.1 - Table of Contents

## Pages

- [ZenQuant](readme.md)
- [Changelog](changelog.md)

- Guides
  - [ZenQuant Skills Guide](skills.md)

## Modules

- [ZenQuant](ZenQuant.md): Pure-function trading analytics for Elixir — discoverable APIs, no processes, no I/O.
- [ZenQuant.Options.Pricing.Lattice](ZenQuant.Options.Pricing.Lattice.md): Cox-Ross-Rubinstein lattice pricing for vanilla European and American options.

- Options — pricing & greeks
  - [ZenQuant.Greeks](ZenQuant.Greeks.md): Portfolio Greeks aggregation and analysis.
  - [ZenQuant.Options.ExpiryGreeks](ZenQuant.Options.ExpiryGreeks.md): Finite differences between two caller-supplied option greek snapshots.
  - [ZenQuant.Options.ModelDeviation](ZenQuant.Options.ModelDeviation.md): Neutral comparisons between observed option quotes and caller-supplied model values.
  - [ZenQuant.Options.Pricing](ZenQuant.Options.Pricing.md): European Black-Scholes-Merton pricing, analytic greeks, and implied volatility.
  - [ZenQuant.Options.Pricing.FiniteDifference](ZenQuant.Options.Pricing.FiniteDifference.md): Finite-difference PDE pricing for European and American vanilla options.
  - [ZenQuant.Options.Probability](ZenQuant.Options.Probability.md): Terminal risk-neutral probability estimates from vertical option spreads.

- Options — chain analytics
  - [ZenQuant.Options](ZenQuant.Options.md): Options analytics and aggregation functions.
  - [ZenQuant.Options.BlockTrades](ZenQuant.Options.BlockTrades.md): Summarize pre-fetched option block-trade records.
  - [ZenQuant.Options.Chain](ZenQuant.Options.Chain.md): Builds and enriches canonical option chains from already-fetched payloads.
  - [ZenQuant.Options.Deribit](ZenQuant.Options.Deribit.md): Deribit option symbol parsing and chain fetching utilities.
  - [ZenQuant.Options.GammaWalls](ZenQuant.Options.GammaWalls.md): Gamma exposure (GEX) wall computation from option chains.
  - [ZenQuant.Options.Skew](ZenQuant.Options.Skew.md): Deterministic term structures from normalized option-skew observations.
  - [ZenQuant.Options.Snapshot](ZenQuant.Options.Snapshot.md): Structured options briefing over a pre-fetched chain.
  - [ZenQuant.Options.Surface](ZenQuant.Options.Surface.md): Builds sparse implied-volatility surfaces from pre-fetched option chains.
  - [ZenQuant.Options.ZeroDTE](ZenQuant.Options.ZeroDTE.md): Analytics for near-expiry (0DTE) options where greeks behave non-linearly.

- Rates & carry
  - [ZenQuant.Basis](ZenQuant.Basis.md): Cash-and-carry basis calculations for spot/perpetual arbitrage.
  - [ZenQuant.Funding](ZenQuant.Funding.md): Funding rate analysis functions for perpetual futures.

- Volatility & statistics
  - [ZenQuant.MeanReversion](ZenQuant.MeanReversion.md): Mean reversion analytics for price series.
  - [ZenQuant.PowerLaw](ZenQuant.PowerLaw.md): Bitcoin Power Law model calculations.
  - [ZenQuant.Volatility](ZenQuant.Volatility.md): Volatility calculations for trading systems.

- Trend & momentum
  - [ZenQuant.Fisher](ZenQuant.Fisher.md): Fisher Transform oscillator for chronologically ordered price series.
  - [ZenQuant.Trend](ZenQuant.Trend.md): Range geometry and momentum mechanics over chronologically ordered candles.

- Risk & sizing
  - [ZenQuant.Portfolio](ZenQuant.Portfolio.md): Portfolio-level aggregation helpers for positions.
  - [ZenQuant.Risk](ZenQuant.Risk.md): Position risk analysis for trading systems.
  - [ZenQuant.Sizing](ZenQuant.Sizing.md): Position sizing calculations for trading systems.

- Market microstructure
  - [ZenQuant.Execution](ZenQuant.Execution.md): Cross-venue execution primitives — best price discovery, arbitrage detection,
and deterministic non-executing order split planning.
  - [ZenQuant.MM](ZenQuant.MM.md): Market making fundamentals — pure functions for pricing, inventory skew,
spread trend analysis, and fill-rate diagnostics.
  - [ZenQuant.OrderBook](ZenQuant.OrderBook.md): Shared order-book level contract for ZenQuant consumers.
  - [ZenQuant.OrderState](ZenQuant.OrderState.md): Immutable order lifecycle tracking — pure functions for order state transitions.
  - [ZenQuant.Orderflow](ZenQuant.Orderflow.md): Orderflow analytics for trade-level and orderbook data.
  - [ZenQuant.WS](ZenQuant.WS.md): WebSocket health monitoring analytics.

- Recording & backtesting
  - [ZenQuant.Backtest](ZenQuant.Backtest.md): Pure-function backtest harness for evaluating trading strategies over recorded JSONL data.
  - [ZenQuant.Recorder.JSONL](ZenQuant.Recorder.JSONL.md): JSONL snapshot recorder for trading data.
  - [ZenQuant.Recorder.Replay](ZenQuant.Recorder.Replay.md): Filtered, unwrapped replay of JSONL-recorded market data.

- Display helpers
  - [ZenQuant.Helpers.Funding](ZenQuant.Helpers.Funding.md): Funding rate timing helpers for perpetual futures.
  - [ZenQuant.Helpers.Greeks](ZenQuant.Helpers.Greeks.md): Options-related calculation helpers.
  - [ZenQuant.Helpers.Risk](ZenQuant.Helpers.Risk.md): Risk calculation helpers for position analysis.

- API discovery
  - [ZenQuant.Manifest](ZenQuant.Manifest.md): ZenQuant-specific API manifest builder.

## Mix Tasks

- API discovery
  - [mix zen_quant.manifest](Mix.Tasks.ZenQuant.Manifest.md): Exports the ZenQuant API manifest as a static JSON file.