Alternative data – a trendy subject nowadays – is non-traditional data that can be used in the investment process. An increased percentage of hedge fund managers are planning to use this kind of data and new analytics in their investment processes. Examples of alternative data are: Social media Sentiment Web crawls Satellite & weather Consumer … More Alternative Data, Investment Strategies and the Principle of Incompatibility
The huge drop in the Dow yesterday by a whopping 1175 points – the biggest drop in history. The graph below gives an idea of the magnitude of the plunge. Experts have been saying for a long time now that the Vix index – see below – has been unusually low. The Vix, according to … More The Dow Plunge, the Vix and Modern Volatility Measures
Some time ago we indicated Deutsche Bank – with all likelihood the biggest threat to the stability of the global financial system – as being Too Complex To Survive. The fact that excessive business complexity can kill a business is intuitively accepted. A recent article on the decline of GE points this out: “Welch, the … More General Electric: Not ‘Too Big To Fail’ but ‘Too Complex To Survive’.
Fiat money has no intrinsic value – it is not backed up by the equal value of a commodity, but is made legal tender due to government decree. Bitcoin is a virtual cryptocurrency and worldwide payment system. It is the first decentralized digital currency – the system works without a central repository or single administrator … More How the Rating of Bitcoin Compares to that of Fiat Currencies
Bitcoin is a cryptocurrency and worldwide payment system. It is the first decentralized digital currency – the system works without a central repository or single administrator – and has been introduced in 2009. Unlike fiat money, Bitcoin is unique because it is de-centralized and, more importantly, not under the control of bankers or financial regulators. … More Rating the Bitcoin – When New Technologies Meet
From a recent article by the Vietnam Chamber of Commerce and Industry: “Cash remains king in Vietnam but credit card issuers are predicting an imminent boom in the card market with the number of Vietnamese cardholders potentially growing by 10 times the current number of nearly one million. Nguyen Thu Ha, chairperson of the Vietnam … More Payment Card Industry in Vietnam – A Systemic Risks Analysis
Our Resistance to Shock Rating Robot – try it here – may be used to rate entire sectors and markets. More information may be found here. We periodically rate a few large market sectors as well as market indices. The results are presented in the table below. Two things stand out clearly. The FTSE … More Resistance to Shocks Ratings of Market Sectors and Indices
Knowledge is power. Knowledge is an organized, dynamic set of interdependent rules. Rules are, for example, something like this: if A then B If you have a number of variables (A, B, C, etc.) that are relevant to a particular problem or system, and they happen to form a set in which these rules (potentially) … More The Information & Manageability Index
UR’s stock and portfolio on-line analysis system is a Rating Robot which allows users to measure the complexity and resilience of stocks/securities and portfolios. Resilience provides a new means of measuring not only the volatility of a stock portfolio but also the degree of intricacy or complexity. This is of paramount importance since, as the … More A Portfolio Rating Robot
A recent article on a Goldman Sachs report released last week, which hints there may be a new tech bubble, states that: “Goldman Sachs on Friday released a report on the top five outperforming mega-cap names in tech with some warnings on valuations and concerns that their volatility has become extraordinarily low. In fact, the stocks … More Is There a Big Tech Stocks Bubble?