Most recent articles by Olivier d'Assier
Keep Calm and Consult your Magic Eight Ball
It is the time of year for glass ball predictions. Are we are witnessing irrational exuberance in the markets, and will it come to an abrupt end?
Who the Vix Cares?
You know the world has gone mad when the probability of losses increases and yet investors double down!
Who Let The Dogs Out?
We began our attempt to model a war scenario between the US and North Korea by looking for some historical precedents in our database.
I am shocked – shocked – to hear that impeachment talk is going on in this market!
I recently attended a large quant conference in Hong Kong during which I overheard some of the participants discussing what the recent political noise out of the US could mean.
A rolling stone gathers no moss, but an old risk model does
Investors have been talking about risk ever since the first time one of them got a forecast wrong.