EUROPEAN STOCK MARKET INDEX CORRECTION COMING UP
Limitations of Technical Charts and Importance of Order Flow Understanding Volume Profile (B, D, P) Here is a flowchart illustrating…
DERIVATIVES LEVERAGE RISK
EQUITIES MARKET RISK
Fat Tail Risk
FINANCIAL RISK
MARKET RISKS
STOCK MARKET BUBBLE
STOCK MARKET CORRECTION
Stock Market Crash
STOCK PRICE CORRECTION
STOCK PRICE OVERVALUATION
SYSTEMIC RISK
VOLATILITY AND MARKET RISKS
PALANTIR STOCK VOLATILITY: A CANARY IN THE COAL MINE FOR TECH STOCK BUBBLE AND MARKET CORRECTION ?
Palantir Technologies (PLTR) has been one of the most volatile stocks in the technology sector, with its valuation soaring amid…
MARKET RISKS
STOCK MARKET CORRECTION
SYSTEMIC RISK
VaR
VaR Forecasting
Volatility
VOLATILITY AND MARKET RISKS
Working Paper
Leverage effect could bring seasonal Q1 stock market drawdown
The recent Q4 volatility patterns of the major U.S stock market Index, such as Dow Jones Industrial Average, S&P500, Nasdaq100…
FTSE MIB
HISTORICAL VOLATILITY
Stock Market
STOCK MARKET CORRECTION
VaR
Volatility
VOLATILITY AND MARKET RISKS
Working Paper
FTSEMIB timeseries volatility study and -26% volatility risk scenario
An extensive time-series analysis has been carried over the FTSEMIB to gather statistical parameters and analyse the FTSEMIB daily and…
NASDAQ Halloween Scare and volatility pumpkin spike
As October rolls to its end, markets have their own way of embracing the Halloween spirit, and it seems the…
Bank of Japan
BUDGET DEFICIT
DEFICIT FINANCING
DOLLAR INDEX
FISCAL DEFICITS
FX MARKET VOLATILITY
STOCK MARKET CORRECTION
USD/JPY
Japan’s debt leverage has been increasing to worrying levels, what could be the implications for the Japanese Yen
Although a very resilient and highly productive and highly technological economy, Japan has achieved many milestones with consistent and somewhat…
Sweden’s OMSX30 market correction of equities mispricing seems almost inevitable as a hot summer meltdown
Sweden’s economic data confirm early warnings of a Housing Market Debt burst feeding into Economic Recession and Unemployment. Latest data…
Extracting Market Performance and Volatility Patterns of Blue-Chip Stocks and the FTSE100 Index
Samples of FTSE100 blue chip stocks and the FTSE100 index have been elaborated to understand the stocks’ returns and the…
MAJOR POUND STERLING EXCHANGE RATES VOLATILITY STUDY
GBP/CHF, GBP/JPY AND GBP/USD GRAPHS OF HISTORICAL VOLATILITY CALCULATED WITH 30 DAYS STDV OF LOG RETURNS, THEN 3-MONTH, 6-MONTH AND…
THE FTSE100 COULD BE ON THE VERGE OF AN EQUITIES MARKET CORRECTION
The FTSE 100 chart on a monthly time scale has seen the Bollinger Band giving to the FTSE 100 price…
The S&P 500 is overvalued and a correction would be natural
A macroeconomic interpretation of the Federal Reserve shrinking its balance sheet could be that q(t)=1+C'{I(t)}, the value of one more…
S&P 500 POTENTIAL -15% SELL-OFF
SPX price/volume, Daily timescale chart, below the 200-day Exponential Moving Average, that means SPX in logarithmic function. Most important SPX…