Merge risk analytics panel into dashboard HTML (recovered from subagent)

Risk panel now shows below strategy grid: VaR 95%, CVaR 95%, Max DD,
Calmar ratio, Sharpe, Sortino. Strategy correlation summary with
color-coded ρ values (red=high >0.7, amber=medium). Auto-refreshes
when paper data updates (throttled 30s). Collapsible with ▶ toggle.
This commit is contained in:
ramseshk
2026-08-04 07:33:43 +00:00
parent 1bf54b4c00
commit 9bfadaec27
2 changed files with 3 additions and 1 deletions
+2
View File
@@ -145,6 +145,8 @@ footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
</div>
</div>
</div>
<footer><a href="https://git.ftdt.io/rams/ftdt-quant-lab" target="_blank">rams/ftdt-quant-lab</a> &middot; 12 strategies &middot; $100K paper &middot; Hyperliquid</footer>
<!-- Detail Overlay -->
+1 -1
View File
@@ -251,7 +251,7 @@ def compute_signals():
"SELL" if btc_fr > 0 else "BUY" if btc_fr < 0 else "NONE"
)
)
if annual_fr > 0.005:
if annual_fr > 0.05: # >5% APR (production threshold)
STRATEGIES["Funding Rate Arb"]["signals"].append(
{"time":time.time(),"signal":"SELL" if btc_fr > 0 else "BUY",
"strength": min(0.6, annual_fr * 50),