Interactive 3D market visualizations

A long call's P&L as a 3D surface over spot price and time to expiry. Orbit it, and reshape it by any Greek.

A stock's realized annualized volatility across lookback horizons {10, 21, 63, 126, 252} days, drawn as percentile bands with today's term structure threaded through the historical envelope. Pick any S&P 500 name; the bands come straight from its baked realized-vol history.

Implied 30-day SPX vol (VIXCLS) against the SUBSEQUENT 21-day realized SPX vol since 1990, with the premium shaded as the gap: green where implied over-prices the calm that follows, red where the 2008/2020-class crises drive realized above implied. Realized is subsequent, not concurrent, so the premium is a real forward comparison.

A six-lens board over the public ranked universe: race the trading year, map valuation versus momentum, explore any factor pair, see what moves together, scan every factor at once, and read sector rotation.

Open-market insider purchases (SEC Form 4) against Reddit chatter for 550+ names: quiet accumulation, consensus conviction, and all-talk corners, refreshed daily from public data.

A 2D beeswarm of every universe name's one-day move expressed in units of its own daily realized vol (z = move / vol), colored by sector and winsorized at ±4σ. A +2% day means something different for a sleepy utility than for a chip name; the board reads that dispersion at a glance.

Every name on the public board becomes a star in a force-directed galaxy: sectors form the clusters, factor similarity draws the edges. Click a cluster or a single star and jump straight into that symbol's grade and its other visualizations.

Per-factor forward-return quintile spread and rank information coefficient over time, each with an indicative bootstrap band and a printed sample count. Ships dark until 60 resolved trading days exist, because an honest monitor refuses to draw a chart the sample cannot support.

A board-level read of the whole universe: the percent of names above their 50-day average, the raw advancer and decliner counts each day, and the cross-sectional dispersion of one-month returns. Counts are raw, never indexed; the 90-day data boundary and the 50-day-proxy warmup gap are marked, not hidden.

A Treasury yield curve as a 3D maturity-by-time surface. Scrub or play the shift from normal to inverted and watch the recession signal form.

Inflation, unemployment, and the policy rate as a single glowing trajectory from 1960 to today. Scrub the decades and watch the stagflation loops, the Volcker dive, and the COVID spike.

A fan of Monte Carlo equity and drawdown paths. Toggle Gaussian vs fat-tailed regimes and watch the tails thicken.

A rolling correlation matrix as a 3D field of bars. Scrub or play the calm-to-crisis shift and watch diversification collapse.