Jordi Visser
đ€ SpeakerAppearances Over Time
Podcast Appearances
I'm going to give you 100 assets that I think are the most important in the marketplace.
So at any given time, there's probably 100 assets that
have high volume, they're diversified.
So it's across all these different components.
And I literally said, I want you to take these hundred, half of them are purely AI related names.
So the CapEx side, all of that, and the other half are more diversified commodities, everything.
And what I want you to do is when the relationship between correlation and volatility breaks apart, and this is,
getting a little wonky, but basically it's a covariance matrix.
And I want to see when it's shaking, meaning all of a sudden like a warning signal for an earthquake.
You don't feel it yet, but it's happening under under the ground.
You just can't feel it.
I wanted to get a model that did that, but then also only gave me a warning signal when it was still above the 50 day moving average on the index.
So basically a true tremor system.
And it gave me the first true like, okay,
Big problems ahead.
And that was on Tuesday morning.
And I posted it.
And I just said, all right, if this is right, you can expect a decline and it should start to hit the market level and vol will go higher.
Now, the interesting thing about this- Was it right?
So far, there's been more falling.