SYSTEMIC RISK CONSULTING LLC. ALPHAADDER

Worlds first successful application of Complexity Theory to A Market. 2005 Paper: "Stock Market Endogenous Dynamic, 'Noise' and Crash Precursors". Unpublished. 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 prior to 2008 and 2020 Crashes, . PLEASE READ FIRST ENTRY 8/22/2005 FOR CONTEXT. NOT ADVICE.

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Thursday, August 10, 2006

Even a unforeseen surprise , will not surprise.

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Volatility to continue, within slightly elevated levels. Not a high degree of correlation with participants. "Rational Optimizers"...
Friday, May 12, 2006

Short Term Volatility within expected bounds

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Yesterday Dow down 140+. This morning futures down big. To be expected with current news. Market will absorb it and behave within expected v...
Monday, May 01, 2006

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The large complex dynamic system we call the Stock Market is not self-organizing at this point. The system is far from critical. Value has d...
Monday, August 22, 2005

Stock Market endogenous dynamic.

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Empirical observations of the U.S. stock market and of agent based models show catostrophic “avalanches” of volatility that could not be e...
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