Are We Facing a New Collapse?
A quick look at the resilience of the major indices on December 19-th, 2014. The analysis is performed on aContinue Reading
Tag: portfolio rating
Which US Markets are Most Complex (and Risky)?
In a turbulent economy, punctuated by destabilizing events, resilience and complexity as the main new factors which are impacting theContinue 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
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
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
Financial Stability Board – Moving Away From CRA Ratings
It its may 12-th, 2014 final Peer Review Report (download) the Financial Stability Board speaks of “reducing Reliance on CRAContinue Reading
Low-Complexity Versus High-ComplexityPortfolios
Complexity is a fundamental physical characteristic of every system that may be found in Nature. Its importance is similar toContinue Reading
The Derivatives Time-Bomb
Warren Buffet said in 2003 that the derivatives market was “devised by madmen” and a “weapon of mass destruction”. GlobalContinue Reading
A Bank is Only as Healthy as Its Clients. High-Frequency Rating of Bank-Client Transactions
In a turbulent and globalized economy, the focus is no longer on growth but on stability. The stability of aContinue Reading
How Do You Rate an Entire Market?
Traders and analysts judge market performance by looking at the values of stocks and indices. However, stock markets don’t haveContinue Reading
Artificial Intuition 