🔬 Quant Lab — Advanced Quantitative Analysis Tool
The Risk Management departments of Goldman Sachs, JP Morgan, and Vietnamese funds like VinaCapital, Dragon Capital — each position must undergo 6 layers of Quant checks before placement. Vnstock packages all 6 layers into the '🔬 Quant' tab for every stock symbol.
- GARCH(1,1) — Robert Engle's (Nobel Economics 2003) model forecasts volatility for the next 5/20 sessions
- VaR / CVaR 95% — measures maximum expected risk + tail risk
- Monte Carlo 1000 paths — simulates prices over 20 sessions with 3 percentile P10/P50/P90
- Kelly Criterion — optimizes order size based on win rate + risk/reward
- Microstructure: OFI, Microprice, Kyle's λ, Amihud illiquidity
- Regime Detection: Low / Normal / High / Crisis (4 levels) + HMM 2-state Bull/Bear
- VPIN — Volume-synchronized PIN by Lopez de Prado, detects toxic flow before flash crashes
🐝 Swarm Simulation — 1000 Virtual Investors
Inspired by Agent-Based Modeling used by the Bank of England, BlackRock, and JP Morgan. Vnstock spawns 1,000 virtual agents divided into 6 strategies: Momentum (20%), Contrarian (10%), Mean Revert (10%), Shark Follow (10%), Foreign Follow (5%), Sheep/FOMO (45%).
Each session simulates a vote → resulting in a scenario of Rally / Sideway / Dip with a risk score of 0-100. Notably, it detects the phenomenon of "pump and dump" — when sharks sell and retail investors still buy, AI warns of an 85/100 risk.
🦈 Smart Money Flow — Detecting Shark Accumulation/Distribution
Analyzes Active Buy/Sell volume using the heuristic factor = (close - low) / (high - low), with a shark threshold of 1 billion VND/session.
Cumulatively tracks 5 sessions + 20 sessions + velocity to detect:
- 🦈 Accumulation ≥5 consecutive sessions (very strong signal)
- 🦈 Distribution ≥5 sessions (warning of a peak)
- Algorithmic robot orders — Vnstock accumulates by the second
- Accumulation zone (sideway + shark accumulation)
Colored bars provide a visual representation directly under each stock symbol in the price table + watchlist.
💎 Competitive Pricing — 1/100 of Competitors
Comparison:
- Bloomberg Terminal: $24,000/year = 600 million VND/year
- Refinitiv (Reuters): $20,000/year = 500 million VND/year
- Fiintrade Pro: 5-15 million/month for in-depth data
- TradingView Pro: $59/month — lacks Vietnamese shark and foreign investor data
- Vnstock Premium: 299K/month — or 2,499K/year (only 208K/month)
For the price of 1 cup of coffee per day, you can have a tool comparable to competitors that charge hundreds of millions per year.
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