Forecast Implied Volatility Across Equities, Rates, FX, and Commodities
Metafide blends realized vol, options flow, and macro sentiment signals into daily surface forecasts so your desk sizes risk on forward-looking data, not yesterday's close.
Vol Research Is Fragmented. Desks Pay the Cost.
Surface Data Arrives Stale
By the time EOD implied vol data is cleaned and distributed, desks are already making morning decisions on yesterday's surface. The gap between data and decision is measured in hours, not minutes.
No Unified Signal View
Options flow sentiment, realized vol regimes, and macro surprise indices live in separate tools. Blending them into a forward view requires custom infrastructure most desks cannot justify building.
Correlation Regimes Shift Without Warning
Cross-asset correlation structures are not stable. When equity-rates correlation flips, or commodity-FX linkages break down, a desk relying on static correlation assumptions is exposed to a regime it no longer lives in.
What Metafide Forecasts Each Morning
Four research outputs delivered daily before market open, integrated into a single research environment.
Volatility Surface Forecasts
Daily implied vol grid across strike and expiry dimensions for equities, rates, FX, and commodities. Delivered by 6:45am ET with full term structure and skew.
Term Structure Curvature
Convexity metrics across the vol term structure, calibrated to identify leading indicators for regime shifts before realized vol spikes. Early-warning signals for desk risk systems.
Sentiment Signal Overlay
Options positioning data, macro surprise indices, and news flow signals blended into a single directional score updated every two hours during trading hours.
Cross-Asset Correlation Watch
Regime detection across equity, rates, FX, and commodity pair correlations. Alerts when correlation structures break established patterns, flagging potential regime transitions.
What the Platform Delivers
The vol surface forecast arrives structured by strike and expiry for each covered asset class. By 6:45am ET the desk has ATM vol, put-call skew gradient, and term structure curvature in a single data object, calibrated overnight on current options chain and realized vol inputs.
The cross-asset correlation watch tracks rolling pairwise correlation across the five covered asset class groups and flags regime breaks against historical distribution thresholds. Correlation regime changes appear in the morning brief before realized vol data confirms the shift.
From Our Research Desk
How Equity Vol Surfaces Shift Across Fed Rate Cycles
Mapping term structure curvature changes against historical Fed tightening and easing cycles to identify predictable surface tilts before rate decisions.
Commodities Volatility and Geopolitical Risk: A Cross-Asset View
Energy and metals vol surfaces have historically embedded geopolitical risk premium weeks before equity implied vol reacts. We examine the lead-lag dynamics.
Term Structure Curvature as a Leading Indicator of Risk Regime Shifts
Convexity in the vol term structure often precedes realized vol spikes. Here we describe how Metafide models curvature and uses it as an early-warning signal.
Transparent Pricing. No Terminal Lock-In.
Three tiers built for desk-level to enterprise institutional needs. Two months free on annual billing.
Join the Next Research Cohort
Platform access opens in rolling cohorts. Request access to begin your evaluation.