cubiculum auguria

CUBICULUM AUGURIA

Bubbles, crashes, rallies, and corrections along with some prognostications and discussions.

There is a lot of market uncertainty and volatility.  We apply our technology to the analysis of potential crashes/rallies on asset prices and other indicators.

We will be discussing potential crashes/rallies and prognosticating the impacts along with specific forecasts and bubbles.


Is the S&P 500 crashing?  Recession?

We crunch our numbers on this looking at the detailed analytics based upon our bubble technology.  We look at the S&P 500 to determine our best guess as to whether or not it is crashing or is it rallying?

Graph of the ln of asset prices and a normal price process along with the probability of a crash/rally.

In order to answer this question, see our complete report Is S&P Crashing

In that report we analyze the probability of a crash/rally up to 18 January 2019.  Our conclusions may be surprising.  We will monitor their accuracy but so far applying our technology to the S&P over the last two years has performed very well.


Ex-post Analysis

On 31 March 2016, we correctly predicted the negative bubble in Nifty Financial on the India market and gave it a strong buy signal. We did the same for Nifty 50 and S&P BSE 500.

nifty 50

s & p bse 500

Much more to come here. Return regularly to see what is happening.

We are actively running a dynamic stochastic optimization on tailored portfolio models using our RisKontroller technology.  We are putting information on that portfolio  and results on our AugurMax efficient portfolio page.