Sunday, October 24, 2010

BFIA Market Update 10.24.10

The BFIA behavioral models are signaling to continue over weighting India as well as other Asian market including Thailand, Indonesia, and Malaysia.

Our agent-based-behavioral measure for the US is now at 0.91. If we are to compare this time period to the time period right before the flash crash, we are two weeks before a major downside movement. Therefore, we predict another week or two of low volatility.

No comments:

Post a Comment