Alphablock

Category: Research

  • Divergence Cyclicality

    Divergence Cyclicality

    Abstract: Divergence is an understudied subject loosely defined as an unpredictable random error. The classification of divergences as small or large is also at the heart of efficient or inefficient market theory debate. This paper explains how divergence is cyclical and can be quantified and used as a predictive model.

  • The 3D Time

    The 3D Time

    If 3D Time and 3D Space were interchangeable, we have a unified theory of science which is easier to comprehend than the complex string theory. The recent work on the possibility of multiverse rather than universe brings us closer to understanding the cosmos and the closer we get to understanding cosmos, the closer we get…

  • The Intertemporal Choice

    The Intertemporal Choice

    I was working on a presentation this week and the time allocated to me was 18 minutes. It’s always tough to simplify the message. I allocated some additional hours to fine-tune my message. It was not a coincidence that I wanted to write on intertemporal choices (current decisions impacting options available in future), was speaking…

  • Cost of Money

    Cost of Money

    Cheap cost of money is one reason why markets may discount negative news and continue to rise despite any short-term negativity. I was invited to present at the Market Technicians Association, Global Intermarket conference at Budapest. Technicians from Central and Eastern Europe had come together to discuss the global Intermarket situation and outlook for 2011.…

  • Shiller’s Fluctuations vs. Temporal Changes

    Shiller’s Fluctuations vs. Temporal Changes

    Robert Shiller was not only one of the few to challenge the efficient market theory, as early as 1981 he was also the first to connect fundamental data with market data.

  • The Benner Prophecy

    The Benner Prophecy

    Benner’s model of ‘Time’ predicts a mini-crash in 2011, a boom till 2019, and a depression in 2021. He was the first one to talk about hierarchal ‘Time’ in 1875.

  • Life and coastlines

    Life and coastlines

    Some problems span multi-generations, Benoit Mandelbrot solved one such problem and earned himself a well-deserving place in history, as the father of fractals. Many of these mathematical structures and their descriptions go back to classical mathematics and mathematicians of the past like Cantor, Peano, Hilbert, Koch, Sierpinski, Julia, Hausdorff, but it was Mandelbrot who extended…

  • The BRIC Model From A Japanese Perspective.

    The BRIC Model From A Japanese Perspective.

    Starting with the fundamental idea of an “emerging market economy”, it’s role, utility and dynamics in the current global set up as a balancing economic block, the paper analysis Goldman Sach’s emerging BRIC’s countries model in context of the pre and post 2008 financial crisis. The paper looks at micro and macroeconomic valuations, currency and…

  • Long Football, Short Baseball

    Long Football, Short Baseball

    Economics is at the soul of everything including big-ticket sports. Now that football is the number 1 sport in the world, the growth might look obvious. But it has taken more than a few decades for football to attain this cult. Was it chance that we reached here to a 1 billion audience, was it…

  • The Bankrupt State

    The Bankrupt State

    A search on “state”, “failed state” will bring out search results like real estate, United States, state insurance, anything but the idea of a state. It’s not only on the world wide web but even real societies that still struggle to accept the idea of a failed state.