🏌️ Golf Factor Analysis

This tool fetches and visualizes historical stock price data to help you analyze market trends over time.

1. Select Companies: Choose one or more companies from the dropdown menu. The chart will automatically update to show their stock price trends. You can select up to 10 companies to compare.
2. Interactive Chart: The main chart displays the closing stock prices for the selected companies over the last three years. You can hover your mouse over the lines to see the exact price for a specific date.
3. Zoom and Pan: Use the slider below the chart to zoom in on a specific time period. Drag the handles to adjust the start and end dates of your analysis.

All stock data is sourced from Yahoo Finance via yfinance.

This enhanced tool combines rolling volatility analysis with regime detection to provide comprehensive market risk insights.

1. Rolling Volatility: Set the number of days for calculating rolling volatility. A larger window (e.g., 30 days) shows longer-term trends, while a smaller window (e.g., 10 days) reveals short-term fluctuations.
2. Time Range: Choose how many years of historical data to analyze. More data provides better context for volatility patterns.
3. Regime Window: Set the window size for regime detection. This determines how volatility is classified into different market conditions.
4. Interactive Visualization: The chart shows rolling volatility over time with highlighted periods of interest.
5. Regime Analysis: Automatically identifies and analyzes different volatility regimes (Low, Medium, High, Extreme) with detailed statistics.
6. Zoom Control: Use the slider below the chart to focus on specific time periods and examine volatility patterns in detail.

Volatility is calculated using the standard deviation of daily returns. Regime analysis helps identify market stress periods and optimal trading conditions.

This tool backtests trading strategies using historical data to evaluate their performance and risk metrics.

1. Strategy Parameters: Configure your trading strategy by setting entry/exit conditions, position sizing, and risk management rules.
2. Historical Backtesting: The tool simulates your strategy on historical market data to see how it would have performed.
3. Performance Metrics: View key metrics including total return, Sharpe ratio, maximum drawdown, and win rate.
4. Risk Analysis: Understand the risk profile of your strategy with detailed risk metrics and performance breakdowns.

Backtesting results are based on historical data and may not predict future performance. Always consider market conditions and risk management.

This tool analyzes market volatility regimes to help you understand different market conditions and adjust your investment strategy accordingly.

1. Select Stock: Choose a stock symbol to analyze its volatility patterns over time.
2. Regime Detection: The tool identifies different volatility regimes: Low, Medium, High, and Extreme volatility periods.
3. Regime Analysis: View statistics for each regime including duration, average volatility, and percentage of time spent in each regime.
4. Strategy Insights: Understand how different market conditions affect your investment strategy and risk management.

Volatility regimes help identify market stress periods and can inform position sizing and risk management decisions.