FASANARA CAPITAL | SCENARIOS
How To Navigate The Cliff Edge In Markets
New Tools For Flaky Markets In Transition: Introducing The 15-Days EWS Indicator
At a time in which bonds are no longer bonds but rather tax bills, and equities are as expensive as washing machines going on auction at 50 thousand dollars, what role is left to play for us rational investors?
At a time when machines dominate 90% of daily trading flows, are pitted against other machines to extrapolate a non-existant alpha, and a passive or quasi-passive true nature infected most brands of investing (ETF, risk parity, risk premia, low vol vehicles, quant funds, CTA, all), what role is left to play for us humans?
TABLE OF CONTENTS:
Lunatic Markets: What Are We To Do?
A Tool For Visualising Tensions In The Market Structure
A Tool For Monitoring The Risk Of A Market Epidemic
A Tool To Estimate Proximity To A Large-Scale Systemic Risk Event
A Tool To Capture Small-Scale Market Events
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