bots.st/tremor-watch

Tremor Watch

Market relationship disruption counts and trends

163 ms

answered our call 8 Nov, 02:25 UTC

How to reach it

Tool	What it says it does
`get_tremor_breaks`	New breaks in the last four weeks of the Antevo Tremor Index, newest first and most unusual first: pairs whose correlation crossed two standard deviations from its own previous two years for the first time after thirteen weeks without a break the same way. Each with its week, the two markets, the…
`get_tremor_history`	The Antevo Tremor Index over time, oldest first: each reading's week, level, how many times a normal Friday it was, its status (Calm, Elevated, High or Severe) and the split into strengthening and weakening, with the peak of the period. weeks is how many Fridays, 1 to 1600 (default 52; the record…
`get_tremor_index`	This week's Antevo Tremor Index, for the week that ended on Friday: the share of market pairs breaking (correlation two standard deviations from its own previous two years), how many times a normal Friday that is (the median week since 2001), its status (Calm, Elevated, High or Severe: the 75th…
`get_tremor_pairs`	The pairs of one week of the Antevo Tremor Index, most unusual first: the two markets, the family, the correlation of weekly returns weighted to the last few months (half-life nine weeks), z against the pair's own previous two years (positive: moving closer than usual; negative: coming apart), the…

How many market relationships stopped behaving this week: the Antevo Tremor Index, since 1997.

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