Dashboards
Every idea on this site is a tool you can drive.
The catalog is organized in three tiers. Platforms are standalone analysis tools with their own engines. Scanners are event-driven and built around a specific trade. Research companions are embedded in the papers and make each piece's math interactive.
Tier 1 · Analysis platforms
Standalone platforms
Comprehensive tools you can use for real analysis work — each with its own reference engine, scenario tooling, and documentation. If you're new to the site, start with one of these.
Compute × Power Trading
Compute supply curve to power-market basis trades across six zones. Supply curve, zonal basis projector, spark spread, take-or-pay optimizer, cross-zone trade synthesis.
OpenEnergy futures decomposition
Every ICE/NYMEX/Nodal energy contract decomposed into dated factor legs. Cross-exchange offsets, venue-aware margin, scenario risk. Python ↔ JS parity 32/32.
OpenPerps × predictive margin analytics
BTC and SPX perps against Kalshi binary strips: net delta, PnL curve, implied vol surface, live feed — plus a 5,000-path Monte-Carlo of the 8-cluster margin framework.
OpenTier 2 · Trade scanners
Live trade scanners
Event-driven dashboards built around a specific trade. Live feed hooks, dispersion rankings, and position sizing — open one when you want a trade, not a framework.
World Cup 2026 arbitrage
Milestone-market prints decomposed into stage-conditional probabilities and ranked against the outright market. Probability tree, fee-aware ranking, quarter-Kelly sizing.
OpenNBA Finals arbitrage
Cross-venue Kalshi/Polymarket dispersion on NBA Finals markets — the same milestone-decomposition machinery applied to the playoff bracket.
OpenTier 3 · Research companions
Inline research dashboards
Interactive tools embedded in research pieces — each one makes the paper's math drivable. Open the piece; the dashboard is inline.
GSR perpetual sizing
Contract sizing, funding mechanics, and the arbitrage triangle for a Gold/Silver Ratio perpetual against two-leg cleared and ETF pairs.
OpenCompute index dispersion
The four legs of the Silicon Data vs OCPI dispersion — the first listed-market compute trade — with the six-level commodity hierarchy behind it.
OpenPredictive market ETF sizing
The TRS plumbing behind the 24 filed prediction-market ETFs, plus sizing for two unbuilt concepts: signal ETFs and overlay products.
OpenPerp caps & floors explorer
How the CFTC's approvals change perp design — funding caps, floors, and the offshore vs onshore paradigm comparison, interactive.
OpenLitigation case explorer
16 candidate cases with $1T+ aggregate exposure, a four-phase listing plan, and a perpetual-on-index design with cash-carry funding.
OpenOffshore perp mechanics
Seven venues compared across 18 dimensions of margin methodology and liquidation policy, anchored on the Oct 10, 2025 cascade.
OpenOn deck: political-event cross-margining, ETH and SOL underlyings for the predictive margin framework, an on-chain data layer across the portfolio, and a listed-options layer for the GSR perpetual.