Educational macro risk analytics
Explore probabilistic macro-risk scenarios across market regimes.
MVIE Pro combines multi-window instability analysis, network topology, and probabilistic scenario modeling for educational risk observation. Try it now in your browser—no account or registration required.
Why traditional risk tools fail in crisis regimes
Single-window correlation
Breaks down in regime shifts. A 30-day correlation matrix can't see the structural change happening at 60-day scale.
Backward-looking VaR
Historical volatility models assume tomorrow looks like yesterday. They didn't see 2008, 2020, or 2022 coming.
No systemic risk detection
Asset-level signals miss network contagion. When SPY's eigenvector centrality spikes, every "uncorrelated" position becomes correlated.
Deterministic labels without context
A single “bullish” label without regime, probability, or a volatility envelope adds little for risk education. Probabilistic scenario sets and distributions support observational analysis.
Live signal
Risk does not stay in the market it started in
MVIE runs a Diebold-Yilmaz spillover engine on a live crypto and equity panel, and publishes the reading free and without signup. It is the same variance-decomposition machinery the portfolio engine applies to your holdings — here you can watch it work on the open market first.
Total spillover
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Crypto → equity
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Equity → crypto
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See a real score before you build anything
Three sample portfolios, scored by the same engine that runs on yours. Real market data, recomputed every night — nothing here is simulated.
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These are fixed baskets. Point the same engine at your own holdings — no signup, nothing stored.
Analyse your portfolioGo deeper
The mechanics, the mathematics and the applications — each on its own page so you can read what you need.
How it works
The four-stage pipeline from market data to score, the three risk pillars behind it, and an interactive stress simulator.
Read moreMethodology
The mathematics inside the engine, the white-box principle, a comparison with VaR, and the published evidence.
Read moreUse cases
Who the engine is built for and the risk questions it was designed to answer.
Read moreImportant disclosure
MVIE Pro is an educational and informational risk-analytics tool. It is not a registered investment advisor and does not provide investment advice. All outputs are probabilistic, illustrative scenarios for learning and research only. Any investment or trading decisions are solely your responsibility. Past performance does not guarantee future results.