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 Unpublished.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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Saturday, June 29, 2013

Look what showed up in the Bradbury Museum in Los Alamos. I honor my late father A.J. Klapetzky

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If you would, please kindly allow me this one time, to deviate from the market. This is BEAR, as it was leaving Los Alamos National Labor...
Monday, December 01, 2008

I TOLD YOU SO... i told you so. 12/1/08

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Volatility incredibly high. It will end in the near future. There will be a relief ralley of sorts, then we will have a sucker punch come ...
Monday, January 07, 2008

1/7/08 System "Critical" and susceptible to six sigma event.

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As I said volatility was expensive and there would be an explosive move. It happened, a head fake ralley and volatility cheapened. Well the ...
Tuesday, November 27, 2007

SECOND PHASE PEAKING. ITS A HEAD FAKE.

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SECOND PHASE PEAKING AS I ORIGINALLY DESCRIBED THE CHAIN EVENTS IN PREVIOUS POSTS. SHORT TERM REVERSAL COMING UP. ITS A HEAD FAKE. THE LEM...
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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