Newsletter: The Dispersion Index - A new measure of risk
A complement to the VIX.
Topic
Market Uncertainty
A collection of 110 issues
Blog: Yield Curve Calls for Warp Speed
Interest rate risk signals full speed ahead.
Blog: Risk Measures - How Low can They Go?
Blog: Yet Another "New Normal"
The markets expect stability.
Blog: Picking a Winner
Market lessons from Paul the Octopus.
Blog - Leverage is Increasing: Is that a good thing, or a bad thing?
A couple of weeks ago I mentioned that leverage is rising. Many people think leverage, which is going into debt, is always bad. Others feel the opposite. The fact that most people in the middle class borrow at least 80% of the value of their homes to buy them is
Blog: Will the Fed Care if Inflation is Sticky?
Depends on how you measure inflation.
Blog: Can China Make the Phase Transition to Complexity?
Will Chinese government allow their economy to develop an invisible hand?
Blog: Is the AI Bubble here? Looking at the Bubble Checklist
Bubble talk is premature. But we're getting there.
Newsletter: Crossing the Threshold - Classifying the Market State
Turning time series into classifiers using ROC analysis.