Antevo Tremor Watch
Tremor Watch puts the weekly Antevo Tremor Index in your assistant. Every Saturday morning the index is written for the week that ended on Friday. It follows 753 pairs of markets in seven families: equity regions, US sectors, credit, bonds, commodities, FX and crypto, and volatility. A pair has stopped behaving when its correlation, weighted to the last few months, is two standard deviations away from its own previous two years. The index is the share of pairs doing so, each family weighing the same. Ask whether markets are under strain and the answer comes back against a normal Friday, the median week since 2001: how many times normal this week is, its status (Calm, Elevated, High or Severe, the 75th, 90th and 97th percentiles since 2001), its rank among every Friday since 2001, and whether the links are coming apart or moving closer. Each family is read against its own normal, so you can see where the breaks gather. The new breaks of the last four weeks, any week's pairs (narrowed to one market such as gold or the S&P 500), and the whole record since 1997 are there too, so a question about 2008 or 2020 has its answer. Every answer names its week and how to cite it ("Antevo Tremor Index, week of …"). Derived statistics only: shares, correlations, z-scores and percentiles, never price or index levels. Four read-only tools, public, no account and no personal data. Descriptive, not a forecast: the index measures how many relationships are breaking at once and says nothing about where prices go next. Not investment advice.
Details
https://api.antevo.ch/mcp/tremor/mcp · streamable-http
