Risk metrics over time

[vaughnmck]

Problem

Prime have asked if they can use Whip to evaluate whether their historical DAO-to-DAO swaps have reduced their treasury risk. The application does not currently show historical risk metrics, so Whip cannot be used for this use case.

Solution

Introduce a chart view that plots Treasury Volatility and Return vs. ETH against time

Volatility

TBC

Return vs ETH

TBC

Prototype: https://www.figma.com/proto/6OjsOx8nzXvAJVhasOdsiP/Prototype?page-id=0%3A1&node-id=98%3A178&viewport=929%2C-2829%2C2.21&scaling=min-zoom&starting-point-node-id=98%3A178

Interaction: https://www.dropbox.com/s/chgpeu7vzirzdw3/Chart%20Selector%20Dropdown.mov?dl=0

[acemasterjb]

For volatility, this is a pretty straight forward change on the backend and would essentially cause the volatility property of the api/portfolio's assets.<asset_name> response to return a dict instead of a scalar.

Here's an example of one of the entries in the dict: "2021-08-08T00:00:00.000Z":0.1994291512 so the key is a iso timestamp and the value is the std_dev observation for that date. A returns property will also be added with the same format.

It can also be a unix timestamp, let me know which is better for frontend @vaughnmck, @lajarre. See branch here.

[acemasterjb]

Matter of fact, since the indexes for volatility and returns are aligned, I guess it would make more sense to just return one property (volatility_returns or metrics) where the value would contain the metric values for each.

An entry for each date would then be something like "2021-07-26T00:00:00.000Z":{"std_dev":0.1659022648,"returns":-0.1895128901}.