Newsletter: Financial Instability-A Question of Leverage
How do we distinguish between good and bad leverage? Previously unpublished research.
Topic
Fractal Market Hypothesis
A collection of 47 issues
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?
Blog: Is Market Optimism a fool's hope?
"There was never much hope. Just a fool's hope . . ."
-Gandalf
Blog: The Fractal Market Hypothesis and Optimism
Is the news good enough to follow the crowd?
Blog: Some Good News on the Inflation Front
I often feel like I'm Doctor Doom these days. So I'm happy to report some good news. You probably noticed that while most analysts have credited the Fed rate hikes with bringing down inflation, I haven't been convinced that's the case. The
Blog: Macro Changes This Way Come
Indicators are turning, signaling difficult times ahead.
Blog: Inflation glide path - Linear or Non-linear?
When it comes to inflation, investors are using "two dimensional thinking"
Blog: Glass half-empty/full paradox comes to the markets
It's not how the market glass looks, but how it got there that matters.
Newsletter: The Fractal Market Hypothesis, the Infinite Variance Syndrome and the Nature of Risk
Markowitz and Mandelbrot were both right. Previously unpublished research.