
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.
https://api.antevo.ch/mcp/tremor/mcpTremor Watch, by Antevo. How many market relationships stopped behaving this week.
Every Saturday morning the Antevo Tremor 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 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, read against a normal Friday since 2001 and banded Calm, Elevated, High or Severe. With it: the links coming apart and the links moving closer, the new breaks of the last four weeks, every pair of a week, and every reading since 1997.
Use it when someone asks whether markets are under strain, which relationships are breaking, whether the usual links between markets are holding, or how this week compares with past episodes such as 2008 or 2020.
Descriptive, not a forecast: it measures how many relationships are breaking at once and says nothing about where prices go next. Not investment advice. Public, no account, no personal data.
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