Flash Report: MUSI signals Fragile Markets
Turmoil in the Middle East have increased downside market risk.
Topic
Fractal Market Hypothesis
A collection of 44 issues
Blog: I See Market Risk Arising, But trouble's not on the way, yet.
Downside risks are building, but not yet critical.
Blog: Did August Market Volatility Mean Anything?
Was it "full of sound and fury, signifying nothing" or "Something wicked this way comes?"
Newsletter: The Dispersion Index - A new measure of risk
A complement to the VIX.
Blog: Why I'm no longer a "Quant."
Hi. I'm Ed. I used to be a quant.
A recent article in Bloomberg quoted David Einhorn, a prominent hedge fund manager, as saying that the markets were "fundamentally broken" because of "passive investors and quants." To quote Bloomberg, "Einhorn said that quants
Blog: Is the Stock/Bond Relationship Broke? Nope, but it's changed.
Bonds are still a diversifier.
Newsletter: On Non-Periodic Cycles for Market Analysis
Detecting and measuring non-periodic cycles is crucial.
Newsletter: Financial Instability-A Question of Leverage
How do we distinguish between good and bad leverage? Previously unpublished research.
Blog: Return Factor Illusions
"Factor zoos" are doubly so.
Blog: Is a low VIX "the dog that didn't bark?"
Is absence of evidence a clue?