Charts · Research

Research patterns

These are compositions rather than new engines: a drawdown is an area chart, a regime chart is a z-score with reference bands, a term structure is a curve comparison. Every value arrives prepared.

Drawdown

Cumulative drawdown as a negative area, with a reference line at the risk threshold.

Drawdown from peak

Prepared percentage from the running peak.

Regimes and rolling correlation

Reference bands are prepared ranges; the chart never classifies a regime itself.

Z-score with regimes

Bands above and below the mean, drawn at 8% alpha so the series stays dominant.

Rolling correlation

Prepared correlation against a benchmark, with neutral bands.

Curves

Term structure and a volatility smile use the same component: an ordered x, several prepared curves, one emphasised as the latest.

Term structure

Tenor on the x axis, three snapshots, the latest emphasised.

Volatility smile

Strike on a numeric axis, three expiries.

Market depth

Two prepared cumulative curves around a mid price.

Order book depth

Usage

// A regime chart is prepared data plus annotations.
<LineChart
  data={rows}
  xKey="time"
  series={[{ key: "zscore", tone: "accent" }]}
  annotations={{
    referenceBands: [{ from: 2, to: 3.2, label: "Stretched", tone: "negative" }],
    referenceLines: [{ value: 0 }],
  }}
/>