Newsletter: El Nino and Commodities
The El Nino Southern Oscillator appears to affect the demand for oil and the supply of grains.
Topic
Market Uncertainty
A collection of 143 issues
Blog: The Fed's Dueling Mandates are a problem
The Fed's dual mandates of price stability and maximum employment are now dueling mandates.
Blog: Recognition for Dr. Harry Markowitz - the Founder of Quantitative Finance.
Harry Markowitz was not just the father of Modern Portfolio Theory.
Blog: Is the Fed truly "Anchoring" Inflation Expectations?
"Well anchored" inflation expectations to the 2% target are another Fed pipe dream particularly if viewed using the Fractal Market Hypothesis.
Blog: Yet another "new normal" for inflation and interest rates?
The stock and bond markets have spoken. We are now in a persistent environment of 4% to 5% inflation and corresponding interest rates. While the phrase “new normal” has roots back to World War I and has been used by people as disparate as market guru, Mohammed El-Erian and science
Flash Report: Market Uncertainty State Indicator moves to Transition
Blog: The VIX-One of these things is not like the others . . .
The VIX diverges from fundamental risks, for now.
Newsletter: Fuzzy Sets and AI - Measuring Market Uncertainty
As complexity rises, precise statements lose meaning and meaningful statements lose precision. - The Law of Incompatibility, Lofti Zadeh
In this month’s newsletter, I’m discussing the use of fuzzy set principals embedded in the Market Climatology model. Fuzzy sets are a sub-set of artificial intelligence (AI) that mimics
Blog: Complacency - What doesn't kill inflation gets ignored.
Entrenched inflation expectations are what the Fed's trying to kill. So far, no luck.
Blog: The VIX thinks the Fed genie will grant the market's wish.
Across the globe investors are hoping the Fed genie will keep everyone safe. But I, for one, am not betting on it.