Asset Volatility Heatmap [SeerQuant]

Asset Volatility Heatmap (AVH) [SeerQuant]

AVH is a cross-sectional volatility dashboard that ranks up to 30 assets and visualizes regime shifts as a time-series heatmap.

It computes annualized historical volatility (%) on a fixed 1D basis, then maps each asset’s volatility into a configurable color spectrum for fast, intuitive scanning of risk conditions across cryptocurrencies.

⚙️ How It Works

1. Daily, Annualized Historical Volatility
Each asset is measured on a fixed 1D timeframe (independent of your chart timeframe). Volatility is annualized and expressed in percentage terms. The user can choose between 1 of 4 volatility estimators: Close-Close (log returns stdev), Parkinson (H/L), Garman-Klass or Rogers-Satchell.

2. Heatmap
A heatmap is plotted on the lower window (sorting is turned on by default). Each row represents a rank position. (Rank #1 highest vol ... Rank #30 lowest vol). This means that tokens will move between rows over time as their volatility changes. The asset labels show the current token sitting in each rank bucket. This setting can be turned off for more of a "random" look.

3. Color Scaling
The user can select how the color range is normalized for visualization.

n = (v - scaleMin) / (scaleMax - scaleMin)

• Cross-Section: Scales colors using the current bar’s cross-sectional min/max across the asset list.
  
• Rolling: Scales colors using a lookback window of cross-sectional ranges, so today’s values are judged relative to recent volatility history.
  
• Fixed: Uses your chosen Fixed Scale Min / Max for consistent benchmarking across time.
  

4. Contrast Control
The Color Contrast control option changes how aggressively the palette emphasizes extremes (useful for making “risk spikes” pop vs keeping gradients smooth).

5. Summary Table + Composite Read
The table highlights the highest vol / lowest vol token, along with average / median volatility, and a simple regime read (low / medium / high cross-sectional volatility).

✨ How to Use (Practical Reads)

• Spot risk-on / risk-off transitions: When the heatmap “heats up” broadly (more hot colors across ranks), cross-sectional volatility is expanding (higher dispersion / risk).
  
• Identify which names are driving the narrative: With sorting ON, the top ranks show which assets are currently the volatility leaders — often where attention, liquidity, and positioning stress is concentrated.
  
• Use it as a regime overlay: Low/steady colors across most ranks tends to align with calmer conditions; sharp bright bursts signal volatility events.
  

✨ Customizable Settings

1. Assets

• 30 symbol inputs (defaults to crypto, but works across markets)
  

2. Calculation Settings

• Length (lookback)
  
• Volatility Estimator (Close-Close / Parkinson / GK / RS)
  

3. Style Settings

• Color Scheme (SeerQuant / Viridis / Plasma / Magma / Turbo / Red-Blue)
  
• Color Scaling (Cross-Section / Rolling / Fixed)
  
• Scaling Lookback (for Rolling)
  
• Fixed Scale Min / Max (for Fixed)
  
• Color Contrast (emphasize extremes vs smooth gradients)
  
• Sort Heatmap (High → Low)
  
• Gradient Legend toggle
  
• Focus Mode (highlights the chart symbol if included)
  
• Ticker Label Right Padding
  

🚀 Features & Benefits

• Cross-sectional volatility at a glance (dispersion/risk conditions)
  
• Sortable rank heatmap for tracking “who’s hot” in volatility
  
• Multiple estimators for different volatility philosophies
  
• Flexible normalization (current cross-section, rolling context, or fixed benchmarks)
  
• Clean legend + summary stats for quick context
  

📌 Notes

• Sorting changes which token appears in each row over time (rows are rank buckets).
  
• Volatility is computed on 1D even if your chart is lower/higher timeframe.
  

📜 Disclaimer
This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always consult a licensed financial advisor before making trading decisions. Use at your own risk.