Our risk management and nowcasting research is subscription based and is targeted at the institutional/professional investor.
Investors can send email including their affiliation to office3 (at) ineichen-rm (dot) com for free three month trial.
A 22-page introduction to the main offering can be found here. A two-page flyer can be found here. A five-page article on "nowcasting" as a risk management tool can be found here.
Subscribers get roughly one email per week. The research consists of 2-4 thematic reports (20-80 pages), 15-25 risk management updates (main part of offering, 60-120 pages, landscape format for screen viewing), 25-50 flash updates (1-25 pages), 25-40 earnings momentum monitors (3 pages), and 45-50 price momentum monitors (8 pages) per year. Distribution is via email. Below some samples.
A recent report:
Risk management update. We do 15-25 of these per year. This is our main offering.
Nowcasting and financial wizardry. We typically do 2-4 of these reports per year.
Flash update. A shorter update of which we do one per week, two if VIX > 30.
Earnings momentum monitor; an ad-on publication. We do 25-40 of these per year.
Price momentum monitor; an ad-on publication. We do 45-50 of these per year
From the introduction:
We conclude the report with an outlook for the next 100 years. If our predictions do not materialise until the next derivatives century-review is due, the author will take full responsibility. Our conclusions are intended to be thought provoking. Some readers, however, might regard them as fatuous or even ludicrous – probably as fatuous and ludicrous as a rational economic agent viewed the contemporary in December 1899 who stated that inflation would top 10,000% in Berlin and the conversion of Karl Marx’s theories into the real world would cost 100m lives during the next 100 years.
Managing the Curve - Improving risk-adjusted returns, UBS Warburg, September 2002.
From the executive summary: