Spread Configuration
Spread Value
--
Z-Score
--
Correlation
--
Beta Ratio
--
Signal
--
Expected P&L
--
Entry Conditions
Mean Reversion
--%
Half-life: -- days
Risk Metrics
Max Drawdown
--%
VaR (95%): $--
Spread Analysis Interpretation
Configure spread parameters to see analysis...
Multi-Asset Correlation Analysis
Cointegration Analysis
Entry & Exit Signal Generator
Position Sizing & Risk Management
Portfolio Parameters
Optimal Position Sizing
Leg 1 Size:
--
Leg 2 Size:
--
Total Risk:
$--
Kelly Criterion:
--%
Risk Distribution
Risk Scenarios
| Scenario | Probability | Impact | Expected Loss |
|---|