Beyond the Horizon

By Todd Spillane   As we enter the next decile of the 21st century, there are a number of things that I see coming at us with increasing speed. These are the things that I am thinking about that are coming at us fast and furious as it relates to…

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Historical Unemployment Rate and AlphaTrAI Model Observations

By Hudson Cooper   In the left panel, we plot the yearly maximum United States unemployment rate since 1948, updated on a quarterly basis.   The right panel shows the unconditional probability of exceeding a given unemployment rate over the course of a year. The points marked "Observations" are the…

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Looking beyond the $300b risk of capital outflow prediction

by Andreas Roell   By now, most of us have likely become aware of JP Morgan’s prediction that approximately $300b of capital in equity markets are at the risk of outflow. As a quick reminder, this forecast is based on the traditional 60/40 approach of mutual funds, which are in…

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