Finance

On Friday 20 May 2022, the S&P 500 Index closed down almost 19% from its 2022 opening day peak. This decline—which has shocked many investors—has taken 97 trading days. How much worse can it get? .

The award winning Omega Metrics® technology for finance is based on our fundamental research advances in mathematics and statistics. These provide new insights in the subject of extremes—the study of the ‘tails’ of distributions where the most dangerous market risk events take place.

This allowed us to successfully forecast the March 2020 crash, the implosion of the Short-VIX ETFs in 2018, the impact of the 2016 Brexit referendum on European Banks and many other events since the Crash of 2008.