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Edgetools

Quantitative models based on scientific studies and validated through rigorous backtesting. Each model captures market dynamics with documented predictive value. The same analytical methods used by institutional investors, but without the high fees. Systematic tools for sophisticated investors.

By EdgeToolsPremium
Aggregate Bull & Bear IndexAggregate Bull and Bear Index The Aggregate Bull and Bear Index represents a systematic approach to measuring market sentiment through the aggregation of multiple fundamental market factors. This indicator draws conceptual inspiration from the Bank of America Bull and Bear Indicator, a widely followed institutional sentiment gauge that has demonstrated significant predictive value for market turning points over multiple market cycles (Hartnett, 2019). While the original Bank of America indicat
Indicator
by EdgeTools
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Risk Appetite IndexWhat This Indicator Does The Risk Appetite Index measures market participants' willingness to take risk by analyzing multiple market factors. This indicator attempts to provide insights into overall market sentiment by combining information from different market segments into a single composite measure. How It Works The indicator uses a multi-factor approach that examines various aspects of market behavior including equity market conditions, interest rate environments, credit markets, volatil
Indicator
by EdgeTools
4
Credit Cycle IndexThe Credit Cycle Index represents a systematic approach to measuring financial market conditions through the aggregation of multiple credit and risk metrics. This indicator draws conceptual inspiration from academic research on credit cycles and their relationship to asset returns, building on the work of Gilchrist and Zakrajsek (2012) who demonstrated that credit spreads contain significant predictive information about economic activity and equity market performance. The indicator synthesizes p
Indicator
by EdgeTools
Volatility Term Structure IndexVolatility Term Structure Index The Volatility Term Structure Index represents a systematic approach to measuring market stress and complacency through the analysis of volatility derivatives and their term structure relationships. This indicator draws conceptual inspiration from academic research on volatility forecasting and the informational content embedded in options markets. The theoretical foundation rests on decades of research documenting the relationship between implied volatility pat
Indicator
by EdgeTools
2