市场数据 波动率热力图 组合分析工具

Portfolio Risk Matrix (Dynamic Alignment)

Directional Correlation & Date-Intersected Covariance Simulation
Dynamic Portfolio Constructor
Aligned Span: Detecting overlap arrays...
PORT Variance
0.0000%
PORT STD
0.00%
PORT STD (Annual)
0.00%
Avg Asset STD
0.00%
Avg Asset STD (Annual)
0.00%
SR (0.5 Sharpe)
0.00%
SR (1.0 Sharpe)
0.00%
SR (1.5 Sharpe)
0.00%
SR (2.0 Sharpe)
0.00%
Grid Legend:   Risk Compound (+)   Risk Hedge (-)
Displaying Directional Correlation %.
Asset Univ. 波动率 摘要 (Click row to Toggle Portfolio selection)
Ticker 分类 C-C DOR Realized Vol (Heatmapped) 隐含波动率 (Binomial IV) Yahoo IV
1D 1W 1M 1Q 1Y 1D 1W 1M 1Q 1Y 1D 1W 1M 1Q 1Y