Accidents Waiting to Happen: the ‘Everything Bubble'


Ana Cascon & William Shadwick (Omega Analysis/IMPA)


Praia de Botafogo, 190 - sala 537


11 de Julho de 2019 às 16h

In this talk we will present analytical tools that have been developed over many years, in particular the Omega Metrics® suite of ‘statistical macro’ indicators, originally designed for a major commercial bank’s investment market intelligence and to inform a G7 Central Bank’s policy decisions.  

Market Modes provide early warning of asset price bubbles and anti-bubbles with highly predictive estimates of eventual Correction Levels in each case. Market Risk Analysis gives accurate measures of downside exposures at daily, weekly, bi-weekly and monthly time horizons. 

These indicators apply across asset classes and at levels of granularity from regional to country specific to sub-sectors and individual assets. 

They are coupled with Multi-Trend Analysis which provides accurate assessment of the current phase in market cycles. We will also discuss how the combination of these tools can be used by an investor to take advantage of market bubbles and anti-bubbles. Turning point indicators and very high levels of market risk indicate that the end game of the everything bubble is now presenting investors and policy makers with a panoply of accidents waiting to happen.

*Texto informado pelo autor.