Return Analysis
Return-distribution analysis covering rolling and EWMA volatility, z-scores with reference bands, and drawdown-free streak counts for one or more selected tickers at daily, weekly, or monthly frequency.
Visualization preview
SPY daily return distribution N(μ,σ²) VaR252d · 0.25% bins
μ daily
−0.01%
σ daily
1.18%
Skew
-0.80
Kurt
6.97
VaR-95
−1.78%
VaR-99
−2.97%
Indicative preview · the live dashboard fetches real-time data and exposes interactive controls.
Overview
Return-distribution analysis covering rolling and EWMA volatility, z-scores with reference bands, and drawdown-free streak counts for one or more selected tickers at daily, weekly, or monthly frequency.
What’s inside
- Interactive Streamlit dashboard with real-time controls and parameters.
- Methodology documentation explaining inputs, transforms, and outputs.
- Ranked tables, distribution charts, and rolling-window diagnostics.
- Cross-asset comparisons against benchmarks where relevant.