Follow the chance of a bear market over the next two years given the current interest rate
environment. Using Bayesian statistics, historically stock market prices, and interest rates, we
calculate the running probability of a bear market.
Discover the weighted average forward return of the stock market for a variety of interest rate
environments. Understand what the stock market usually does given interest rate movements over
a two year horizon.
This weighted average forward standard deviation metric gives you insights to the expected
future volatility of the stock market. We measure expected stock market risk using statistics
for a variety of interest rate states.
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