Correlation
Correlation
Analyse the relationship between time series (stock prices, volatility dynamic, etc)
Correlation Matrix
Generate a correlation matrix and evaluate the spread volatility
Implied Correlation
Evaluate the Implied Correlation of a basket
Future / Forward Analysis
Future / Forward
Run statistics on the Term Structure
Combo Run
Generate a correlation matrix and evaluate the spread volatility
Volatility
Overview
Full volatility surface and term structure analysis
Volatility Changes
Evaluate the changes in volatility between dates
Skew Analysis
Z-Score analysis of the Strike / At the money implied volatility ratio
Realised Volatility
Determine the realised volatility of an underlying prior to fix dates (contract expiry, earnings etc)
Volatility Spread
Generate a Matrix of the volatilty spread between assets and a percentile analysis of that spread
Spread of Spread
Calculate the Spread of Implied-Realised Volatility between Assets
Regression
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