QuantFolio.ge — Macro Regime Matrix & Quantitative Terminal

Institutional Macroeconomic Intelligence Engine

Terminal Core Modules:

Tab 1: Markov Matrix & Stochastic Signal — 4x4 transition probability matrix P^(t), baseline P^(0) delta shift, multi-horizon forecasts (t+1, t+4, t+12, t+24, pi*), and regime expected survival E[tau_i].
Tab 2: 7 Cross-Asset Factors — Real-time scoring for 10Y-2Y Curve, DXY, Brent-WTI, VIX, SKEW, SPX 200SMA trend, and Gold relative strength, equipped with Distance-to-Trigger thermometers and 5D/20D RoC arrows.
Tab 3: Rolling Correlation Matrix — 21D vs 63D rolling correlations, Correlation Shift (Delta rho) detector, and Spectral Absorption Ratio (AR1) systemic convergence gauge.
Tab 4: Dynamic Tactical Playbook — Interactive Capital Calculator, Half-Kelly Portfolio Allocation, 3-Tier Short Scale-Out protocol, and SKEW/VIX Put Spread generator.
Tab 5: What-If Historical Crisis Sandbox — 1-click historical stress presets (2020 COVID Crash, 2022 Rate Wrecking Ball, 2024 VIX Carry Shock) and 12-Month Regime Timeline Ribbon.

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