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But as we cannot predict such external influences very well, the only reliable crystal ball is a probabilistic one. - Benoit Mandelbrot The C-J Monte Carlo Simulation Model C-J is a Monte Carlo simulation model used to assess risk in the S&P 500. Traditional stock market models suf...
“But as we cannot predict such external influences very well, the only reliable crystal ball is a probabilistic one.” - Benoit Mandelbrot The C-J Monte Carlo Simulation Model C-J is a Monte Carlo simulation model used to assess risk in the S&P 500. Traditional stock m...
In a recent speech, Hyun Song Shin, Head of Research at the BIS, discussed - What is behind the recent slowdown? The speech focused on the weakening of global value chains (GVCs) in manufactured goods. The manufacturing sector is critical, since it accounts for 70% of global merchandise trad...
By OpenMarkets Jack Bouroudjian discusses the reconstitution of the Russell 2000 index and how that might affect other equity indexes in the weeks ahead. He also touches on what the appetite for risk might be heading into the third quarter. Editor's Note: The summary bullets for t...
We often wondered how much of the financial community hangs on every word uttered by any Fed official and scrutinizes every word for any possible indication of potential policy changes. This seems odd to us because: Given the dual mandate of the Fed, financial market conditions are seconda...
China stimulus, global central bank easing and a China-U.S. trade-war ceasefire could set the scene for a rebound in the global economy later in the year. However, the inversion of the U.S. Treasury yield curve and the downtrend in business confidence indicators keep us cautious at mid-ye...
The latest margin debt figures were released last week, and they show leveraged investors continue to delever. In fact, margin debt is now falling at an annual rate of 15%, a level of derisking that has always been accompanied by a minimum 20% decline in the S&P 500 over the past half-cent...
“The fact that financial markets responded in very similar ways … lends credence to the view that these actions had the expected effects on markets and are thereby providing significant support to job creation and the economy.” - Ben Bernanke defends the idea that mark...
"I'm reviewing the situation I must quickly look up everyone I know" - Fagan, in Oliver You can blame it on China, Iran, President Trump, the Fed or throw them all into the pot and blame the whole lot of them. It really doesn't make any difference, but what we have now is an infl...
In a preview of what's to come when Seeking Alpha's latest podcast, Let's Talk ETFs , officially launches on Wednesday, July 10, host Jonathan Liss asks ExponentialETFs ' CEO and host of The ETF Experience podcast what his 'Aha' ETF moment was, after which point there was no turning back...