PARIS TRADE
Advanced pairs trading & correlation intelligence platform.
Configure your asset universe, then click ▶ LOAD & ANALYZE to begin.
Configure your asset universe, then click ▶ LOAD & ANALYZE to begin.
STAT TESTS
ADF+EG
RISK MODEL
GARCH
SPREAD MODEL
KALMAN
COPULA
GAUSS
Correlation Matrix
Top Pairs
—
| Pair | Corr | Coint | ADF | Z-Score | Signal |
|---|
Cumulative Returns
Beta & Volatility
vs market factor
| Ticker | Beta | Ann.Vol | Sharpe | Max DD |
|---|
Full Correlation Heatmap
Rolling Correlation
Lead-Lag Cross-Correlation
Which asset leads?
Pair Analysis
CURRENT Z-SCORE
-3σ-2σ0+2σ+3σ
Copula Correlation
—
Gaussian copula ρ
Lower Tail Prob
—
Joint crash probability
Upper Tail Prob
—
Joint rally probability
Active Signals
Correlation RegimeAvg pairwise |r|
Economic CalendarUpcoming
| Date | Event | Impact | Note |
|---|
GARCH Volatility
Value at Risk Summary
GARCH Monte Carlo Paths (30-day)