Charts
Quantitative charts
Presentation only. Not one metric on this page is computed by the library: the drawdown is supplied, the implied volatility is supplied, the frontier is supplied, and the factor loadings are supplied. That is what keeps a number in a chart answerable to the analysis layer that owns a data version.
Price
This is the ECharts rendition of a candle chart, beside the interactive Lightweight Charts one in @luc/ui/financial-chart. Two engines, two jobs: this one composes inside a grid, a dashboard or a print view.
Candlestick
Synthetic daily candles with two prepared moving averages. The gain/loss pair is the theme's own, so a candle can never disagree with a delta cell.
Drawdown
Supplied drawdown, anchored at zero, with no headroom above it — a percentage gain in an underwater chart is a number that does not exist.
Curves and surfaces
A volatility smile is drawn from the quotes it is given; nothing is interpolated between strikes. A true 3D volatility surface needs echarts-gl, which remains outside the base entry point.
Volatility smile
Four expiries, thirteen strikes each, already in percent. A missing strike is simply fewer points.
Portfolio
The efficient frontier is supplied as ordered points, so the caller states the constraints it used. The current portfolio is a marker rather than a second chart, which makes 'where am I relative to the frontier' a glance.
Efficient frontier
Six assets against a supplied frontier with the current portfolio marked.
Factor exposure
Zero-centred, coloured by sign, because an exposure is a signed quantity.
P&L attribution
Signed contributions per month. A losing factor subtracts from the column instead of being stacked on top of the winners.