Asset Management

BASTT

Bubble-based Automated Strategy of Trade Timing

BASTT is a market-timing, long/short, low frequency trading model based on micro bubbles formation

Market timing - BASTT captures "buy" and "sell" periods

Long/short - BASTT can be used with a "long only" or a "long/short" strategy 

Micro bubbles - BASTT looks for explosive prices within any given trading day

Daily availability - BASTT is calculated for every trading day

Assets covered - Stocks

Dedicated platform - BASTT comes in the form of email alerts and/or a dedicated platform that hosts market timing results

Screenshot of the BASTT dedicated platform.

Screenshot of the BASTT dedicated platform.


Risk Management

Berman Scale

Risk Identification Based on Bubbles

Berman Scale assigns a magnitude number to quantify the strength a bubble. It is a bubble identification model that highlights periods of asset overvaluation

Daily availability - Berman Scale is calculated for every trading day

Bubble - Berman Scale uses our in-house bubble detection algorithm

Assets covered - Stocks, indexes, bonds, commodities

Dedicated platform - Berman Scale comes in the form of email alerts and/or a dedicated platform that hosts Berman Scale results

Screenshot of the Berman Scale on the dedicated platform.

Screenshot of the Berman Scale on the dedicated platform.