Bubble anatomy

June 17, 2011

Here is a schematic of a financial bubble.

This is taken from a post by The Reformed Broker.

Questions

The picture feels right to me, but …

Is there any data to support it?

What process could fit a model like this without assuming the answer?

Related posts

Review of “Boombustology” by Vikram Mansharamani

Subscribe to the Portfolio Probe blog by Email

Latest posts

Leave a Reply

Related posts

  • December 30, 2010

    The blog year started in August and consists of 30-something posts.  Here is a summary. Most popular Ideas for World Statistics Day A quant review of "The Quants" by [...]

  • December 27, 2010

    We're really interested in markets, but we'll start with a series of coin tosses.  If the coin lands heads, then we go up one; if it lands tails, we [...]

  • December 23, 2010

    One of the things I'd most like to happen in finance is for a science mindset to take hold. Perhaps this would happen more if society as a whole [...]