Live · quant-only · updated end of day
The Quant Monitor
Not prices or charts, the derived, statistical view of markets a quant actually watches: factor performance, the market regime, correlation structure, and the volatility risk premium.
market regime
stressed
vol 14.6% · as of 2026-07-13
Regime Radar
Four independent reads on what kind of market this is.
Realized volatility
14.6%
77th percentile (1y)
Turbulence
90th pct
how unusual today's moves are
Avg cross-asset corr
0.43
Mixed
Trend vs mean-revert
Mean-reverting
lag-1 autocorr -0.150
Factor Weather
How the classic equity factors are doing versus the market this month (SPY +3.3%). Green = beating the market.
Right number is versus the market; (parenthesis) is the factor ETF's own 1-month return. Read the factor investing primer.
Correlation Structure
60-day cross-asset correlations. Avg 0.43; diversification available 57%.
Vol Lab
Realized vol (21d)
14.6%
VIX (implied)
16.8
Variance risk premium
+2.2
implied > realized (fear premium)
VIX term structure
+1.79
contango (calm)
Dispersion Monitor
Cross-sector return spread: 3.2 (30th pct).
Low, macro-driven, everything moves together
Computed from free public end-of-day data. Updated every few hours, this is a statistical/quant view, not a live price feed or trading signal. Educational only, not investment advice.