Sample Research Archive 2016 i
What Just Happened? Bigger than the Big Short: What to Expect when the cat stops bouncing.- 29 April 2016.
In spite of repeated ‘dead cat’ bounces, global equity markets have never regained their May 2015 peak. The gap between that peak and the Correction Level is over $12 Trillion. When the cat stops bouncing, losses could exceed $18 Trillion.
What Just Happened? BOVESPA Index. -22 April 2016
Since the beginning of 2012, as commodity prices have collapsed, the BOVESPA Index has drifted downward with periodic rebounds and reversals. Using Omega Analysis’ Trend Signals to predict the turning points in this process and daily Expected Shortfall levels to size positions has produced excellent absolute and risk adjusted returns.
What Just Happened? Recovery in the Canadian Equity Market–or More Trouble Ahead? -7 March 2016. The S&P/TSX Composite Index has reached its Correction Level. Daily and multi-day risk levels continue to rise and an Unstable Contraction is emerging. Major corrections are still to come in the US and globally. This is the most dangerous part of the Risk Cycle.
What Just Happened? Global Financial Market Turmoil. -13 January 2016.
Dangerous markets require accurate risk assessment. The turbulence of the past two weeks was perfectly predictable.
Even the largest swings were well within the risk estimates of Omega Metrics® technology.