The Financial Crisis Observatory from ETH Zurich and SIMAG join forces

The Financial Crisis Observatory (FCO) is part of the Department of Management, Technology and Economics at the ETH Zurich and is chaired by Prof. Didier Sornette. It is a scientific platform aimed at quantifying in a systematic way the hypothesis that financial markets exhibit a degree of inefficiency and a potential for predictability, especially during regimes when bubbles develop. It's goal is to provide warnings on the development of future financial instabilities.

SIMAG's edge is the proprietary machine learning engine specifically designed for financial markets which relies on our unique in-house expertise in this field.

The report combines the extensive analysis undertaken at the FCO on the historical time series of about 450 systemic asset classes and approximately 850 single stocks and the unique dynamic models built by SIMAG. It identifies market regime changes and provides rich investment content and deep research insights.


A new monthly report for investment decision makers

The Financial Crisis Observatory (FCO) monthly report discusses the historical evolution of bubbles in and between different asset classes and geographies. The purpose of the FCO report is to ascertain which asset classes and sectors are deemed to be crowded and to what degree contagion risks may develop.

The report helps explain the bigger financial markets picture by highlighting growing bubbles and instabilities. This information will help Chief Investment Officers, Senior Researchers, Fund Managers, and other financial or risk professionals to manage their investment portfolios or better understand risk.

The monthly FCO Report provides you with an easy to read but comprehensive overview of financial market signals. It can be downloaded here.

Download monthly report


Access to the FCO Cockpit

The FCO Cockpit gives you direct access to the full breadth of underlying data and the complete historical time series of all 450 systemic assets and approximately 850 global stocks.

Contact us via email (info@simag.com) to get a demonstration of the FCO Cockpit or to request access.