Highlighting systemic stress before market reactions

Turbulence Index Report
for w/c 30 March 2026

Markets are turbulent. The Hormuz closure is driving oil, rates, and equities into a correlated risk regime. 20Quant's weekly read tells you where to position and where to wait.

Markets are turbulent. The Hormuz closure is driving oil, rates, and equities into a correlated risk regime.
20Quant's weekly read tells you where to position and where to wait.

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What it is

What is the Turbulence Index?

The Turbulence Index is a proprietary diagnostic indicator developed by 20Quant to monitor structural stress in financial markets, with a primary focus on equity markets.

Inspired by academic research on multivariate market turbulence and statistical distance, it evaluates how joint asset behaviour deviates from historical norms. The index is designed as a regime diagnostic tool, not a volatility forecast or return predictor.

Academically Grounded

Grounded and refined in academic research (integrating academing work since 2004) on multivariate market turbulence and Mahalanobis distance.

Multivariate Correlation Among 13 Asst Classes

Measures joint asset behaviour to capture stress emerging through correlation breakdowns.

Regime-Oriented Design

Built to characterise structural risk regimes rather than price direction or momentum.

Availability and coverage

Regular Turbulence Index readings focus on the S&P500 but the supesets als provide insigth for the specific asset classes. Markets and integratesd within our broader state-of-the-market and risk monitoring frameworks.

Purchase the Report

Purchase the Report

Purchase the Report