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Extremes | BETA



Introducing VanAurum Extrems

For investors, analysts, and advisors, keeping up with important market events can be time consuming - we don’t think it has to be. At VanAurum, our goal is to make meaningful financial information as accessible as possible. VanAurum Extremes is our next step in that direction.

What is it?
Every day VanAurum scans its universe of assets, economic indicators, interest rate data, yield curves, and CFTC trader positioning and surfaces everything that is at a statistical extreme. How broad is the scan? VanAurum’s data pipeline covers assets that represent ~90% of North American trading volumes - a commanding cross section - and our pipeline is always expanding to cover more. VanAurum presents you with a daily summary of the outliers, so you can focus your time on analysis. Members also have the option of downloading the summary as a .csv file if they prefer.

Statistical market extremes - either to the upside or downside - are often where the best opportunities are. With VanAurum Insights, you can take the analysis one step further and quantify the historical implication of any of the market extremes on the assets most important to you.

Who should use it?
How much is it?
VanAurum memberships cost a little over a dollar a day and all members have access to our daily Extremes report, as well as:

Sign-up today and start getting simple, high-impact financial analysis for the world's biggest asset classes.



Summary of Market Extremes

(Sample only. Best viewed on desktop)

Questions about naming conventions? head over to our documentation page or send us an e-mail at support@vanaurum.ai.

download table as .csv

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
627 11/09/2018 10YR_3MO_INTEREST_RATE_SWAPS_COT_FO 78_Period_Max_Spec_Long 2.25694444444444 6744.0
628 11/09/2018 10YR_3MO_INTEREST_RATE_SWAPS_COT_FO 78_Period_Min_Spec_Long 1.5625 635.0
629 11/09/2018 CAD_D UPDOWNSUM35 2.58702682138102 -13.0
630 11/09/2018 CHF_D UPDOWNSUM35 1.94126204764503 -13.0
631 11/09/2018 COFFEE_D ROC2 97.3767885532591 0.06136865
632 11/09/2018 COPPER_COT_FO Producer/Merchant/Processor/User_Longs 99.0726429675425 63257.0
634 11/09/2018 COPPER_D UPDOWNSUM20 0.903330187407308 -10.0
635 11/09/2018 COPPER_D UPDOWNSUM25 2.96041540225234 -9.0
636 11/09/2018 CORN_COT_FO 78_Period_Min_Spec_Long 98.5087719298246 532181.0
638 11/09/2018 COTTON_COT_FO Money_Manager_Spreads 99.5363214837712 45369.0
637 11/09/2018 COTTON_COT_FO Swap_Dealer_Spreads 99.6908809891808 31130.0
639 11/09/2018 COTTON_D PROXTOBOLL25 97.1394002246997 1.08329588184656
640 11/09/2018 COTTON_D PROXTOBOLL30 97.1295175514439 1.09210464854489
643 11/09/2018 DJIA_COT_FO 78_Period_Min_Spec_Shorts 0.591715976331361 1183.0
641 11/09/2018 DJIA_COT_FO Spec_Short 1.6260162601626 500.0
642 11/09/2018 DJIA_COT_FO Tot_Spec_Short 0.40650406504065 1183.0
648 11/09/2018 DJIA_D ROC11 97.567414670941 0.06434839
645 11/09/2018 DJIA_D ROC7 97.7388355002826 0.05394425
646 11/09/2018 DJIA_D ROC8 99.0199773840935 0.07240801
647 11/09/2018 DJIA_D ROC9 97.6060320452403 0.05875697
649 11/09/2018 E-MINI_MSCI_EMERGING_MARKETS_COT_FO Delta_Open_Interest 1.16279069767442 -10531.0
651 11/09/2018 E-MINI_MSCI_EMERGING_MARKETS_COT_FO Delta_Tot_Spec_Long 1.16279069767442 -9221.0
650 11/09/2018 E-MINI_MSCI_EMERGING_MARKETS_COT_FO Other_Reportable_Longs 1.14942528735632 464.0
658 11/09/2018 E-MINI_SPX_500_COT_FO Blees_Rating_Spec_Longs 1.75438596491228 0.975657283580635
653 11/09/2018 E-MINI_SPX_500_COT_FO Open_Interest 97.2179289026275 4343161.0
654 11/09/2018 E-MINI_SPX_500_COT_FO Other_Reportable_Longs 99.5363214837712 238952.0
655 11/09/2018 E-MINI_SPX_500_COT_FO Other_Reportable_Spreads 98.9180834621329 277660.0
656 11/09/2018 E-MINI_SPX_500_COT_FO Total_Reportable_Longs 98.4544049459042 3999488.0
657 11/09/2018 E-MINI_SPX_500_COT_FO Total_Reportable_Shorts 98.2998454404946 4038535.0
724 11/09/2018 ETHEREUM_USD_D 100DMA_200DMA_RATIO 0.133333333333333 0.630316195993242
725 11/09/2018 ETHEREUM_USD_D 100DMA_250DMA_RATIO 0.142857142857143 0.586818273746657
726 11/09/2018 ETHEREUM_USD_D 100DMA_300DMA_RATIO 0.153846153846154 0.486357625761272
727 11/09/2018 ETHEREUM_USD_D 100DMA_350DMA_RATIO 0.166666666666667 0.479155963302752
728 11/09/2018 ETHEREUM_USD_D 100DMA_400DMA_RATIO 0.181818181818182 0.507048269970098
729 11/09/2018 ETHEREUM_USD_D 105DMA_200DMA_RATIO 0.133333333333333 0.653801593048516
730 11/09/2018 ETHEREUM_USD_D 105DMA_250DMA_RATIO 0.142857142857143 0.608682950944923
731 11/09/2018 ETHEREUM_USD_D 105DMA_300DMA_RATIO 0.153846153846154 0.504479168606709
732 11/09/2018 ETHEREUM_USD_D 105DMA_350DMA_RATIO 0.166666666666667 0.497009174311927
733 11/09/2018 ETHEREUM_USD_D 105DMA_400DMA_RATIO 0.181818181818182 0.52594074016543
734 11/09/2018 ETHEREUM_USD_D 110DMA_200DMA_RATIO 0.133333333333333 0.675959449674149
735 11/09/2018 ETHEREUM_USD_D 110DMA_250DMA_RATIO 0.142857142857143 0.629311700860655
736 11/09/2018 ETHEREUM_USD_D 110DMA_300DMA_RATIO 0.153846153846154 0.521576369359134
737 11/09/2018 ETHEREUM_USD_D 110DMA_350DMA_RATIO 0.166666666666667 0.513853211009174
738 11/09/2018 ETHEREUM_USD_D 110DMA_400DMA_RATIO 0.181818181818182 0.543765290668324
739 11/09/2018 ETHEREUM_USD_D 115DMA_200DMA_RATIO 0.133333333333333 0.693048515568429
740 11/09/2018 ETHEREUM_USD_D 115DMA_250DMA_RATIO 0.142857142857143 0.645221455697625
741 11/09/2018 ETHEREUM_USD_D 115DMA_300DMA_RATIO 0.153846153846154 0.53476244575643
742 11/09/2018 ETHEREUM_USD_D 115DMA_350DMA_RATIO 0.166666666666667 0.526844036697248
743 11/09/2018 ETHEREUM_USD_D 115DMA_400DMA_RATIO 0.181818181818182 0.557512329618267
744 11/09/2018 ETHEREUM_USD_D 120DMA_200DMA_RATIO 0.133333333333333 0.710716871832006