scenarios
29 April 2019
Cascade Effects In Modern Undiversified Passive Markets
The Ideal Environment For Overnight Gap Risk
podcasts
14 February 2019
MacroVoices
Complex dynamic systems
scenarios
11 January 2019
A Glimpse At 2019
Markets In Critical Transformation, Chaotic Behaviour Has Just Began.
scenarios
6 November 2018
How To Measure The Proximity To A Market Crash: Introducing System Resilience Indicators (‘SRI’)
A big crash will make investors realize how badly they need better ways to understand and track risk.
scenarios
25 September 2018
Twin Bubbles: How Stretched?
Indicators for measuring the Equity Bubble and the Bond Bubble point to vertiginous peaks. Nobody cares.
scenarios
26 August 2018
Financial Complexity & Nonlinear Dynamics
scenarios
9 July 2018
Analysis of Market Structure: Towards A Low-Diversity Trap
How The Market Structure Weakened Progressively In Recent Years Reaching The Point Where It Now Looks As Bad As After A Flash Crash
scenarios
8 June 2018
The Increasing Frequency of VAR-shocks is a Crash Hallmark
Systemic Risk as a Complexity Problem
scenarios
11 April 2018
While Markets Scramble For Direction, On The Edge Of The Cliff, Turkey Cracks
Dum Markets Consulitur, Turkey Expugnatur
scenarios
12 February 2018
Markets Poised At Criticality
Just A Correction Or Early Tremors?
scenarios
2 February 2018
The Market System Is Tight In All Directions
The Four Pillars Holding Markets Up Are Strained, All At The Same Time
scenarios
19 January 2018