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 Unpublished.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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Sunday, August 14, 2022

Markets don't crash when EVERYONE thinks they will. Neither Bounces, Drops Nor Crashes last forever.

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 MARKETS DON'T CRASH WHEN EVERYONE THINKS THEY WILL. That is what just happened, and why I took some time off.  EVERYONE I spoke to was ...
Thursday, May 26, 2022

A REVERSE AlphaAdder Perspective on Current Volatility Cluster, its ending and correlation with AA ending. A different tool for decay versus order.

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  This is NOT an AlphaAdder Post .  AlphaAdder deals with Self Organizing towards Six sigma events. This speaks to REVERSE AlphaAdder  which...
Wednesday, May 11, 2022

Remember I said to reallocate on a bounce? Your chance to rebalance is coming up again.

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 I can't leave y'all swinging in the wind, lol. Volatility Probably peaking here. Roughly. Approximately, over the next several days...
2 comments:
Sunday, April 24, 2022

Important FINAL COMM HERE AS A COURTESY: This Side of the Horizon NOW

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 Various Markets Globally are Self Organizing towards Criticality, and will shortly be susceptible to Six Sigma and Greater volatility event...
Saturday, July 17, 2021

Welcome to a Glimpse of Systemic Risk Consulting's AlphaAdder's Fifteen Year Applied Complexity Experiment.

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Dear Sir or Madam;  Thank you very much for your interest. I have temporarily put SystemicRiskConsulting.com to Public so you can view the r...
Saturday, May 09, 2020

March 4th 2020 Stating Criticality Call BEFORE 8+ Sigma Event

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Thursday, January 03, 2019

2019 View from 30,000 feet above. CHINA CHINA CHINA

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HIGHLY CONFIDENTIAL NOT TO BE SHARED EXCEPT BY PERMISSION OF AUTHOR 2019 View from 30,000 feet by ALPHAADDER. January 1st, 2019 CHINA ...
Monday, August 27, 2018

Current Phase and Context S&P 500 from 30,000 feet above. Continuing the Wall of Worry, until,,,,,

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Textbook Wall of Worry.  You've already forgotten being worried during those dips, haven't you. As I told you before it started...
Wednesday, June 27, 2018

The Hidden Hand of Contextual Temporal Value Systems, and Perceived Priorities

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     6/27/2018 Wall of Worry.  Asset Prices Extended by many measures Doesn't matter at this point, (for a while) Adam Smith's H...
Saturday, June 02, 2018

Return to current Endogenous Dynamic Slope.

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I CHALLENGE YOU:  IS THERE ANY OTHER ENTITY OUT THERE WITH THESE RESULTS?  
Sunday, May 13, 2018

Effects of China Cluster End Done. Despite Stretched Valuations we return to "Crawling wall of Worry"

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Tuesday, April 10, 2018

China Dipped as predicted. Affected us as predicted. Change around 4/21

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Right Again, which gives confirming info about future potential events. Told you in 2007 what was going to happen in 2008. Told you 20...
Wednesday, January 03, 2018

2018 View from 30,000 ft. Both China and USA

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China end of Vol Cluster. 2/10 Susceptible to exogenous event.  IF NO EXOGENOUS EVENT, THEN NO PHASE TRANSITION. Close to our Inflecti...
Monday, June 26, 2017

UPDATE: Moving up timetable. Inflection point is around 8/21

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Monday, May 22, 2017

Stumble into September, dragging Uber Smart Bears along longer

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Many "Bears" are among the "Smartest" among us.  Their education, analytical skills and research are top notch. They br...
Monday, August 24, 2015

One last time. Thank You to Dr. Robert Engle's Volatility Institute

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First, Thank you to Dr. Robert Engle's Volatility Institute at Stern Business School NYU and its supporters, for allowing me this ven...
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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