OPEN-SOURCE SCRIPT
Actualizado

Modified Mannarino Market Risk Indicator & Bubbles

6 202

Modified Mannarino Market Risk Indicator

MMRI = DXY * 10Y Yield
MMMRI = MMRI * (Debt/GDP)

  • Color Indicators
    Green ~ Low Risk
    Yellow - Mod Risk
    Red - High Risk
    Purple - Extreme Risk

*


Bubbles Formula (MMMRI_DK)

DXY*(10Y + FED Rate)* (Shiller P/E Ratio) * (Warren Buffet Indicator)*(Debt/GDP) /1.61

Similar to the Shiller P/E Ratio - you need to look back to see where the bubbles were. The difference between the Dot Com bubble and subsequent ones is that we now have QE which is why I included the FED Rate + 10Y.


*Color Indicators
Green ~ Low Risk
Yellow - Mod Risk
Red - High Risk
Purple - Extreme Risk


Future Bubbles Formula (MMMRI_DK_Fut)

DXY*(10Y + Future FED Rate)* (Shiller P/E Ratio) * (Warren Buffet Indicator)*(Debt/GDP) /1.61

Assumes that the 10Y is fixed but what is important is that you will get an idea on when the system may pop.
Notas de prensa
Bug Fix

Exención de responsabilidad

La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.