Distribution Analysis
Analyze asset return distributions and regimes
Settings
Max
Detects volatility states using Hidden Markov Models.
3
2-3 = Low/High volatility, 4+ = Multiple volatility levels
Risk Parameters
14
2.5x
1.2
Statistics
Return Distribution & PDF Fit
Theoretical CDF
Characteristic Function (Fourier Transform)
Price & Regimes
ATR: --
Current: Unknown