WORLD MONITOR

Intelligence Dashboard

Multi-asset market data, client-side quantitative analysis, and global signals.

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MARKET OVERVIEW

^GSPC

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QUANT ANALYTICS

Single-Asset Analysis

Select an asset. All charts below update instantly. Computations run in Rust/WASM.

MONTE CARLO FORECAST

SIMULATING...

GARCH(1,1) VOLATILITY FORECAST

Computing...

VALUE AT RISK

Computing...

BLACK-SCHOLES GREEKS

Loading Deribit options chain...

LIQUIDITY METRICS

Computing liquidity...

REGIME DETECTION (HMM 2-STATE)

Computing regimes...

REALIZED VOLATILITY DECOMPOSITION

Computing realized vol...

ROLLING FACTOR EXPOSURE (β vs ^GSPC)

Computing rolling beta...

KELLY CRITERION

Computing Kelly...

COMMODITY TERM STRUCTURE

Select a commodity futures contract (e.g. CL=F, GC=F, NG=F). Showing default CL=F.

Loading term structure...

RISK-ADJUSTED RETURNS

Computing risk ratios...

1Y daily | rf=4% | Sharpe: excess return / total vol | Sortino: excess return / downside vol | Calmar: ann return / max DD

IMPLIED VOLATILITY SOLVER

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52-WEEK RANGE

Loading 52-week range...

VWAP TRACKER

Computing VWAP...

VOLUME PROFILE

Building volume profile...

FIBONACCI RETRACEMENT

Computing Fibonacci levels...

OPTIONS PAYOFF DIAGRAM

buy 1x call K=100000 @ 5000

Green = profit zone | Red = loss zone | Orange line = current spot

PORTFOLIO ANALYTICS

Cross-Asset Intelligence

Add or remove tickers below. All cross-asset widgets update instantly.

S&P 500QQQAAPLNVDAGLDTLTBTCETHOilEUR/USD

10 assets | min 3 / max 20 | all cross-asset widgets update when you change this list

EFFICIENT FRONTIER

OPTIMIZING...

5000 random portfolios | 8 assets | 90d daily returns | risk-free 4%

ROLLING CORRELATION MATRIX

Computing rolling correlations...

8 assets | 180d daily | animated 30d rolling window | cyan = positive | magenta = negative

CORRELATION NETWORK

Computing correlations...

60d daily returns | green = positive corr | red = negative corr | size = volatility

BETA MATRIX

Computing betas...

10 alts vs BTC + ETH | 30d / 90d rolling beta | log returns

REALIZED VOLATILITY RANKING

Computing 30d realized vol...

8 assets | 30d log returns | annualized (x sqrt 252) | sorted desc

RISK / RETURN BUBBLES

Computing risk/return...

1y daily | size = 24h volume | colour = Sharpe (rf 4%)

HRP ALLOCATION

Computing HRP allocation...

COMPONENT VaR DECOMPOSITION

Computing component VaR...

SECTOR ROTATION SIGNAL

Computing sector rotation...

STRESS TEST SCENARIOS

Running stress tests...

MOMENTUM SCANNER

Scanning momentum...

BLACK-LITTERMAN OPTIMIZATION

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Bayesian posterior combining market equilibrium with investor views

MULTI DRAWDOWN

Computing drawdowns...

select up to 3 assets | overlapping underwater curves | 1Y daily

ECONOMETRICS

Advanced Cross-Asset Analytics

COINTEGRATION SCANNER

Computing cointegration...

PAIRS TRADING SIGNAL

Computing pairs signal...

TAIL DEPENDENCE MATRIX (5% LEVEL)

Computing tail dependence...

TAIL DEPENDENCE MATRIX

Computing tail dependence...

5% lower tail | P(both crash together) | Pearson correlation misses this

MACROECONOMIC

Rates & Economic Indicators

YIELD CURVE (NELSON-SIEGEL)

Loading FRED Treasury data...

FORWARD RATE CURVE

Computing forward rates...

Spot vs forward rates | Green = market expects rate hikes | Red = expects cuts

GLOBAL STRESS GAUGE

Computing stress signal...

geophysical + markets + sentiment composite | arc 0-100

CURRENCY STRENGTH MATRIX

Loading exchange rates...

8x8 FX cross-rates | spot snapshot | green = row stronger than column

FRED SPARKLINES

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8 macro series | last 30 obs | green = latest higher than first

GEOPHYSICAL

Global Signals

EARTHQUAKE MAGNITUDE HISTOGRAM

Loading USGS feed...

USGS 24h feed | binned by magnitude | log Y axis

SOLAR WIND PANEL

Fetching NOAA SWPC...

NOAA SWPC | 1-day plasma + mag | 1h sparkline

WEATHER STRIP

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5 cities x 7 days | open-meteo | colour scaled -10C to 35C

CRYPTO MARKETS

Digital Asset Monitor

CRYPTO DOMINANCE

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top 50 by 24h volume | BTC + ETH + top 10 alts + rest

FUNDING RATES (PERPS)

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Binance perpetuals | green = longs pay shorts | red = shorts pay longs

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DATA PANELS