segunda-feira, 10 de julho de 2017

Supercomputador aposta em crash nos mercados em poucos meses baseado em "aceleração das oscilações" ...é o que diz reportagem publicada no site "Financial Sense" e "Zero Hedge"........será que dessa vez é diferente ?

Supercomputador aposta em crash nos mercados em poucos meses baseado em "aceleração das oscilações" ...

É o que diz reportagem publicada semana passada no site "Financial Sense" e hoje pelo site "Zero Hedge".

Será que dessa vez é diferente ?

Vamos a parte dela abaixo:

Aqui, o texto completo:

http://www.financialsense.com/didier-sornette/supercomputer-betting-market-crash

Foi resumido no site Zero Hedge:

http://www.zerohedge.com/news/2017-07-10/sornettes-supercomputer-betting-market-crash-global-bubble-status


Sornette's Supercomputer Is Betting On A Market Crash

Tyler Durden's picture
by Tyler Durden
Jul 10, 2017 3:30 PM

Via FinancialSense.com,

One of the world's most powerful supercomputers, retrofitted for trading the stock market, appears to be betting on a crash in the months ahead.

The Financial Crisis Observatory (FCO) at ETH Zurich released its latest Global Bubble Status Report on July 1st.


As we discussed with FCO’s director, Didier Sornette, on our podcast in May, they use one of the world’s leading supercomputers to monitor global markets each day for two distinct bubble-like characteristics: faster than exponential price movement and accelerating oscillations .

[ZH: We first discussed Sornette's work in 2010 on identifying "critical market crashes", and again in 2013 when Sornette explained "how we can predict the next financial crisis" to a TED audience...

The 2007-2008 crash seemed to come out of nowhere, with no source or group to take responsibility, an unpredictable one-time anomaly — as Sornette calls it: “the wrath of God.” But as he says firmly: Despite what standard risk management tools show, these outliers operate under special mechanisms that make them predictable, perhaps even controllable. Sornette and his team at the Financial Crisis Observatory (FCO) call these special cases “dragon-kings.” Dragon-kings, in direct contrast with “black swans,” are at the core characterized by a slow maturation of instability, which move toward a bubble, until the bubble reaches a climax and bursts.

There are many early warning signs of dragon-kings, but one of the crucial ones is super-exponential growth. Super-exponential growth is trenchant and unsustainable and can be found in many areas of study to predict dragon-kings. Sornette has applied it to Ariane rockets, parturition problems, epilepsy, landslides, even blockbuster movies and YouTube virality.

Dragon-king theory can be applied to 30 years of financial bubble history, starting with the worldwide bubble that started in 1980 and popped in 1987, and ending in the most recent global over-valuation bubble that broke in 2007 and 2008. In December 2007 Sornette predicted the Chinese market bubble, to the disbelief of analysts. Three weeks after his presentation the markets lost 20 percent, and by the end of the year they had lost 70 percent.

Can the dragons be slain? In a way. Learn the art of planning and predicting, says Sornette. If we find pockets of predictability, advanced diagnostics of crises are possible. So that crises may never again take us by such surprise.]