Get tremor index
get_tremor_indexThis 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, 90th and 97th percentiles since 2001), its rank among every Friday since 2001, and the split into links strengthening (moving closer) and weakening (coming apart). With it: each of the seven families against its own normal Friday, last week, the worst week on record, the value as first published, and as context realized volatility as a multiple of its normal (1.0) with its percentile since 2001.
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