Daily risk forecast

Average risk

The forecasts are one trading into the future from the last observation. 2018-10-22 Bitcoin, FTSE, SP-500, USD/EUR, JPY/EUR, GBP/EUR, CHF/EUR. Market cap

Risk over time

Average risk over the past month, quarter and year. Market cap

Cryptocurrencies

19 March 2018

Do cryptocurrencies live up to the hype? Are they the future? Ponzi schemes or just a cult? This follows up from Cryptocurrencies don’t make sense.

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Sound and fury signifying nothing except newspaper headlines

10 February 2018

As the financial press had it, the financial markets had quite a dramatic week.

Put it in context, how dramatic was it?

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on VoxEU.org

July 9, 2008

Which numerical computing language is best: Julia, MATLAB, Python or R?

Julia, MATLAB, Python and R are among the most commonly used numerical programming languages by economic researchers. In this post, Jon Danielsson and Jia Rong Fan compare and contrast these four, reaching a very subjective conclusion as to which is best and which is worst.


June 26, 2008

Cryptocurrencies

Are cryptocurrencies the future of money, Ponzi schemes, speculators dream, freedom or just a cult?