NomVolatility Storms
IDALX009
Nom scientifique
Date de création2017-06-18
Date de lancement0000-00-00
ActifNo
Volatility Storms is a trading algorithm that ties planetary flows into planetary scale trading computation. It searches for fluctuation patterns similarities between catastrophe bonds and recent or deep time atmospheric and seismic events. The algorithm connects different temporalities of current daily events and geological eras and epochs such as the pre-cambrian, cambrian, paleozoic, mesozoic, cenozoic, pleistocene and holocene.

Using different geologic and atmospheric data the trading algorithm not only crosses different geological epoch in milliseconds, but also plays against the inherent nature of catastrophe bonds. Catastrophe bonds quantify floods, volcanic eruptions, hurricanes, earthquakes and tsunamis into financial value and increasingly gain popularity due to climate change. For investors it doesn’t matter if and why places become colder, dryer, wetter or stormier, it is the rising weather volatility that counts. These increasing dynamics haunt insurers and governments who struggle covering big catastrophic risks, whom therefor started selling catastrophe bonds to spread the risk. Risk spreading in broader markets via catastrophe bonds is like distributing an earthquake of the highest level across the planet so no one will feel it. But when a natural disaster hits, it hits hard. ‘Volatility Storms’ tries to restore the physical experience and impact of financial gain or loss caused by planetary disruption.

TAXINOMIE ALGORITHMIQUE
Classe Pattern recognition
Données entrantes Atmospheric, seismic and deep time data
Données sortantes
Quantité de ressources (complexité)
Parents
Implémentation
/ Langage
Phyton
Code source
Licencecopyfarleft

NOMENCLATURE FINANCIÈRE
TypePlanetary trading
StratégieAtmospheric and seismic correlations
MarchésInsurance linked securities
ProduitsCatastrophe bonds (CAT)

AUTEUR
Name Femke Herregraven
Website http://www.femkeherregraven.net
Femke Herregraven is an artist who explores which new material base, geographies and value systems contemporary financial technologies and infrastructures carve out.