# Dashboard

## Log returns

Historical logarithmic returns for a selected trading pair

## Different volatility measures

Different historical volatility measures using a 30-day rolling window.

## Daily volatility cones

Volatility quantiles were calculated using non-overlapping daily intervals. (20 to 180 days). STD volatility measure was used (square root of variance).

## Intraday volatility cones

Volatility quantiles were calculated using non-overlapping hour intervals. (1 to 7 days). STD volatility measure was used.

## Historical volatility histogram

Distribution of historical volatility values. STD volatility measure was used (square root of variance).

## Simulated returns histogram

Simulation of worst 1% returns distribution. Merton Jump-Diffusion process is used to simulate returns.

## Uniswap Liquidity and Implied volatility

Uniswap liquidity distribution by price and corresponding implied volatility given the pool fee tier.

## Trading volume

Historical long and short trading volume

## Open interest

Historical long and short open interest

## Leverage

Historical long and short open aggregate leverage values

## Liquidations

Historical long and short liquidation volumes

## Liquidation map

Current long and short liquidation map