Category: Market Risk Indicator

There be Dragons

What an incredible time in the World stock markets, volatility(to the downside), pandemics, credit market collapse and an oil market collapse.  First and foremost I hope that my readers are healthy and safe, in...

Market Risk Indicator

Market Risk Indicator, Part 2

In the blog post Market Risk Indicator, I wrote about the amount of debt in the economy and how different market based time series can be used to flag when there is stress in the...

Market Risk Indicator

Market Risk Indicator

I thought with this post that I should give some more details on the Market Risk Indicator or the Boom-Doom indicator that was recently posted to the website.  In summary before I go into...