User Guide

🧱 inputs Configuration

In this section, we will guide you through the process of setting up the inputs for the spread tool. This includes specifying the contracts, metrics, and attributes you wish analyze .

Assets and Attributes (Red zone) : It concerns the configuration of the first and the second asset. The user must choose the metric and the market in order to find the desired asset and attribute . To begin, the user must choose one of the Metrics such as perpetual for example , then he will need select one of the available Exchanges such as Binance or Bitmex according to the Metric that was chosen. Finally, the user makes the choice of the Asset and the attribute.
Style and Time Horizon (Yellow zone) : This panel is dedicated to the choice of the period and the spread function. The user has the ability to select either standardized dates or custom dates. Further, the user selects the spread function (Product, Sum, Difference,...) then executes the spread calculation by clicking on Calculate Spread.
Summary (Green zone) : This panel displays a summary of all inputs.

🧮 Spread Results

The ensuing section contains the results from the spread calculation. These include charts detailing time series data on the inputs as well as the spread simulation. In addition, statistical data from distribution to correlation and regression are available.

This first chart shows the evolution of the selected assets over the selected period with the y-axis values for the first asset represented on the left and the y-axis values for the second asset represented on the right.

Middle panel (Yellow zone) : This chart displays the spread output. In addition to the absolute value of the spread, users can overlay the Simple Moving Average (SMA) and Exponential Moving Average (EMA).These indicators located below the graph indicate the name and color of each curve, allowing the user to hide or display a curve by clicking on the name of the corresponding indicator
Right panel (Green zone) : This simulation shows the distribution of the spread values which is found in the first graph with the green indicator.
Left panel (Red zone) :Primary statistics such as mean, std and more are displayed here

Left panel (Red zone) : This figure represents the regression simulation. The x-axis contains the values of asset number 1 and the y-axis represents the second asset. The regression curve is displayed with a green line that represents the trend of the evolution of the two selected assets over the period .The red dots indicate the actual values observed for each asset .
Right panel (Green zone) : The regression statistics can be found here .

Left panel (Red zone) : This simulation shows the evolution of the correlation over the duration of the spread. The curve changes from red to green, with red indicating a value close to zero and green indicating a value close to one.
Right panel (Cadre vert) : This histogram displays the distribution of the correlation.

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Last updated 2 years ago

🧱 inputs Configuration

In this section, we will guide you through the process of setting up the inputs for the spread tool. This includes specifying the contracts, metrics, and attributes you wish analyze .

Assets and Attributes (Red zone) : It concerns the configuration of the first and the second asset. The user must choose the metric and the market in order to find the desired asset and attribute . To begin, the user must choose one of the Metrics such as perpetual for example , then he will need select one of the available Exchanges such as Binance or Bitmex according to the Metric that was chosen. Finally, the user makes the choice of the Asset and the attribute.

Style and Time Horizon (Yellow zone) : This panel is dedicated to the choice of the period and the spread function. The user has the ability to select either standardized dates or custom dates. Further, the user selects the spread function (Product, Sum, Difference,...) then executes the spread calculation by clicking on Calculate Spread.

Summary (Green zone) : This panel displays a summary of all inputs.

🧮 Spread Results

Middle panel (Yellow zone) : This chart displays the spread output. In addition to the absolute value of the spread, users can overlay the Simple Moving Average (SMA) and Exponential Moving Average (EMA).These indicators located below the graph indicate the name and color of each curve, allowing the user to hide or display a curve by clicking on the name of the corresponding indicator

Right panel (Green zone) : This simulation shows the distribution of the spread values which is found in the first graph with the green indicator.

Left panel (Red zone) :Primary statistics such as mean, std and more are displayed here

Left panel (Red zone) : This figure represents the regression simulation. The x-axis contains the values of asset number 1 and the y-axis represents the second asset. The regression curve is displayed with a green line that represents the trend of the evolution of the two selected assets over the period .The red dots indicate the actual values observed for each asset .

Right panel (Green zone) : The regression statistics can be found here .

Left panel (Red zone) : This simulation shows the evolution of the correlation over the duration of the spread. The curve changes from red to green, with red indicating a value close to zero and green indicating a value close to one.

Right panel (Cadre vert) : This histogram displays the distribution of the correlation.