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Most traders look at a chart and see “price.” Quants look at a market and see a risk surface. This is a simple way to visualize systemic risk in phase space: \t•\tVolatility (z-score) on one axis \t•\tCorrelation decay on another \t•\tAnd the resulting systemic risk as a 3D manifold The key idea: risk doesn’t increase linearly. It clusters and then suddenly spikes. Those sharp “peaks” are where liquidity thins out, correlations behave differently, and tail events become more likely. That’s exact
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