Market Risk

Market State

Market state is a forward looking tracker for Indian secondary cash Equity Market and is composed of a market wide volatility oscillator and a market wide state (Bulls versus Bears) for last 60 trade sessions.

The market wide volatility oscillator, Published for Indian Stock market with respect to market value of more than 500 stocks (which have a long non-interrupted trade record). The oscillator is based on summation ratio of second derivative of -REDACTED- price of counters of interest. This second derivative is an output of the core mathematical model. The same is visualized as a digital signal having ternary logic.

The market wide state (Bulls versus Bears), Published for Indian Stock market with respect to market value of more than 500 stocks (which have a long non-interrupted trade record). The oscillator is based on summation ratio of First derivative of -REDACTED- price of counters of interest. This first derivative is an output of the core mathematical model. The same is visualized as a digital signal having quadnary logic.

Market Seismograph

Market seismograph is a risk tracker for Indian secondary cash Equity Market and is composed of a market wide risk oscillator. This is a proxy indicator of adverse market events and is a result of –REDACTED– generated by fitting the ensemble model on all the counters available in the system

The market wide risk oscillator, Published for Indian Stock market with respect to market value of more than 500 stocks (which have a long non-interrupted trade record). The oscillator is based on summation of fourth derivative of -REDACTED- price of counters of interest. This fourth derivative is an output of the core mathematical model. The same is visualized as an analogue signal.