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
Measuring the Equity Bubble: an update of the ‘Peak PEG’ Ratio
scenarios
10 January 2018
Fragile Markets On The ‘Edge Of Chaos’
Financial markets are complex adaptive systems, where positive feedback loops undermine resilience and bring to the brink of critical transformation
scenarios
20 November 2017
Positive Feedback Loops and Financial Instability: The Blind Spot of Policymakers
A Dangerous Market Structure is More Worrying than Expensive Asset Valuations and Record Debt Levels
scenarios
11 September 2017
German Bunds have never before been this expensive: the ‘Real Rate to Growth’ Ratio
Measuring the Bond Bubble