Tuesday, September 8, 2009

Bubble Hunter

Click on the title to visit the Bubble Hunter Blog, written by:

PIOTR CHWIEJCZAK
I am 33. I graduated from Warsaw University Economist Department in 1996 (M.A.). I spent few years working in several banks as economist/strategist. I was also working as a economic advisor to official bodies Poland and outside Poland. In year 2003/2004 I spent 9 months in Iraq where I was working as advisor to the central banker.

Recent posts include:

The Chinese equity bubble - UPDATE

provides link to more detailed paper by Sornette.

World stock market: approaching trend reversal?

Stanislaw Drozdz and Pawel Oswiencimka in short paper predict that core stocks indexes will face significant correction.

Sugar bubble ready to burst.



"I analyzed sugar#11 future time series between September 2007 and September 3 2009. The y axis is logarithmically scaled so that the exponential function would appear as a straight line. LPPL fit exhibit upward curvature which is clear evidence that the prices were growing “super-exponentially”. The projected crash dates are September 5-15 .It must be noted that a good fit of the model to the data series is not a 100% certainty for a crash, but it clearly points at a bubble formation."

No comments: