London Algo Developer Claims To Identify Market Crashes

HFA Padded
Mark Melin
Published on
Updated on

Consistently predicting stock market crashes has been a futile exercise on a historic basis. The indicators of one crash don’t always act consistently from crash to crash. Recently some algorithmic analysis have had some success modeling CTAs, derivatives and other systematic strategies to determine asset flows and make reasonably accurate predictions. Now a U.K. based algorithm developer, fresh off recent success in December 2015 and January 2016, claims to offer a method to detect a crash before it occurs – but he appears shy to show historical back testing or get into details of how the cluster identification model works. We…

This content is exclusively for paying members of Hedge Fund Alpha

Log In

Insider Strategies and Letters to Shareholders from the Top Hedge Funds and Maximize Your Portfolio Growth with Hedge Fund Alpha

Don’t have an account?

Subscribe now and get 7 days free!

HFA Padded

Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.