The Elegance of Frugality and Risk
Preface to “A New Theory of Risk and Rating” by Giulio Sapelli. The Elegance of Frugality and Risk. From aContinue Reading
Category: Economics
Keynes vs Friedman – What is the Mix Today?
Blog written in July, 2103. There is plenty of discussion nowadays as to whether to bailout or not to bailout.Continue Reading
Low Complexity Portfolios Beat Markets
Recent research confirms that high portfolio complexity impacts negatively mid and long-term expected returns. This is because high complexity hasContinue Reading
How To Create New Derivatives Based on Complexity
According to Wikipedia: “In finance, a derivative is a special type of contract that derives its value from the performanceContinue Reading
Large-scale Analysis of Ecosystems of Corporations
In an interconnected and complex economy corporations form networks, or ecosystems as well as supply chains (or supply networks asContinue Reading
The Secret Financial Market Only Robots Can See
The following article is by Tim Fernholz, and has been written on September 16-th, 2013 and is proposed here verbatim.Continue Reading
Systemic Risk Analysis – A New Approach
In a world dominated by turbulence and interdependency, fragility and complexity are the main new factors which are impacting theContinue Reading
The Global Financial Complexity Index – Measuring the World’s “Financial Temperature”
The World’s stock markets form a complex highly interdependent and dynamic network which embraces the entire global economy. This systemContinue Reading
Is Europe Heading For Long-Term Stagnation?
Recent news (August, 2014) speaks of slowing economy in Germany and of France, where economy has come to a virtualContinue Reading
ASSETDYNEX: Complexity of Major Markets in Real-Time
The ASSETDYNEX tool (www.assetdynex.com) has a new and powerful graphic feature which enables users to quickly visualize the timeContinue Reading
Artificial Intuition 