TAIL-RISK

Tail-Risk & Fragility Oscillator Tail-Risk & Fragility Oscillator A risk-shape meter — not a buy/sell oscillator. It measures the asymmetry (skewness) and tail-fatness (excess kurtosis) of recent returns to answer one question your momentum and trend tools cannot: is fragile, fat-tailed risk building right now, and on which side? It reads this in plain language, optionally from higher-resolution "realized" data, and forward-calibrates whether those fragile states have actually preceded moves on the symbol you're viewing. Why

Indicateur

par Market_Logic_India

VIX - SKEW Divergence The CBOE VIX is a well-known index representing market expectations for volatility over the next 30 days. The CBOE SKEW is an index reflecting the perceived tail risk over the next 30 days. When the SKEW rises over a certain level (~140/150), that means investors are hedging their exposure with options, because they are worried about an incoming market crash or a "black swan". If that happens when the VIX is very low and apparently there is no uncertainty, this can warn of a sudden change in di

Indicateur