IDEN

Analysis

Tools that work on every stored series, including your custom metrics. Each shows its sample size and method; none is a score or a forecast.

Discover

What is unusual? What meets my conditions?

  • Anomaly RadarThe most unusual latest moves, by z against each series' own history.
  • ScreenersCountries, macro prints, commodities and every market series, filtered by your conditions.

Compare

What is related?

  • Relationship LabCorrelations over 1M to 3Y, their stability, beta and who moves first.
  • Scatter StudioOne series against another over time, or one dot per country or series.

History

Has this happened before? What happened next?

  • Event Study LabOutcomes after calendar events or after a condition you define, with n, mean, median and hit rate.
  • SeasonalityChanges by calendar month, quarter or weekday.
  • Historical analogsPast weeks most like the last few, and what followed.
  • Lead-lagWhether one series has tended to move before another.

Portfolio

What do I hold, how risky is it, and what if markets move?

  • Portfolio riskPerformance, volatility, drawdown, Sharpe, beta and each holding's share of risk, for a model or an uploaded portfolio (kept for this session only).
  • Portfolio X-RayAsset class, country, currency and concentration; fund overlap from holdings you supply.
  • Scenario simulatorYour shocks applied directly, with historical sensitivity shown separately.
  • Historical stress testToday's holdings through past episodes or a period you choose.

Build

A series of your own.

  • Custom metricsSpreads, ratios, YoY, rolling means, z-scores and rolling correlations, built without code.