Professional risk assessment and portfolio protection indicators designed for systematic market analysis. Our models combine multiple data sources including credit spreads, volatility indicators, market breadth, and sentiment metrics to provide comprehensive risk evaluation.
From bear market probability calculations to systemic credit pressure monitoring, these tools help identify regime changes, assess portfolio risk, and optimize market timing decisions. Each model is built on institutional-grade methodologies with proven backtesting results.
Institutional-grade risk assessment tools with advanced features, comprehensive documentation, and professional support.
Comprehensive risk appetite measurement combining multiple asset classes and market indicators. Professional-grade risk assessment tool.
A comprehensive quantitative framework for assessing systemic market risk through 13 distinct risk factors across macroeconomic, technical, sentiment, and breadth categories.
Monitors credit market stress through high-yield spreads, Treasury curves, and institutional positioning to assess systemic financial risk.