ALPHA ADDER by SYSTEMIC RISK CONSULTING
A Blog based on 2005 Paper: "Stock Market Endogenous Dynamic, 'Noise' and Crash Precursors. Unpublished, Robert G Klapetzky Its purpose was to apply SOC/Complexity theory in real time and see if it was possible to identify Crash Precursors to Six Sigma Volatility Events in the S&P 500. Successfully identified Crash Precursors in 2007 prior to 2008 Crash. CLIFF NOTES: PLEASE READ FIRST ENTRY 8/22/2005 FOR CONTEXT.