FinDash turns a dense quantitative equity dataset into a calm, legible workspace. Every measure—volatility regimes, tail risk, factor deciles, benchmark-relative capture—in one place, tuned to the way you actually read markets.
Editorial layout. Structured return ladder, 52-week range, drawdown curve, distribution histogram, and a full benchmark-relative table. Print-ready by construction.
Distribution-first. Decile ladders for every rank, cross-sectional histograms with your position marked, Momentum × Vol scatter, sortable universe screen, full tail-risk panel.
Plain-language signals. Trend, momentum, volatility, position—each summarized in one phrase and one number. All the rigor, none of the jargon, still backed by the same measures.
Vol-expansion ratios, SMA separation, mean-reversion half-life, momentum acceleration. Switch modes before the market decides to switch them for you.
Skew and excess kurtosis, historical VaR and conditional VaR, tail ratios — displayed as shapes, not just numbers, so asymmetry is read at a glance.
Every percentile and decile computed within exchange-date. Momentum, vol, Sharpe, market cap, liquidity — plus composite scores like low-vol momentum.
A dashboard should behave like a good notebook — it should let you think, not shout.
Log returns, unless you ask otherwise. Additive across sub-periods, honest about compounding, and the right default for multi-period statistics. Simple returns are surfaced separately where stakeholder communication demands it.
Annualized by √252. All volatilities, everywhere. No apples-to-oranges comparisons with monthly σ hiding in a 20-day window.
Ranks are partitioned by (exchange, date) . Stocks, ETFs, funds, and indices share one bucket — semantics stay stable, ranks stay predictable across releases.
Benchmark mappings are explicit. Beta, alpha, tracking error, capture — all against the exchange's configured benchmark. If there is none, the measure returns NULL rather than guessing.
Three views share one state — your ticker, your theme, your tab stay put as you move between reading modes.