Speaker:    Thomas Seligman

                    Emeritus Professor, ICF, UNAM, Cuernavaca, Mexico

Date: 28 September, 2023, 4:00 pm (GMT-6)

 Auditorium Z,  YouTube link

Abstract:

 Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we shall discuss its possible implications as an isolated state or as a beginning of a new general market condition. We study this in terms of the Pearson correlation matrix and relative correlation with respect to the S&P 500 index. In both cases the anomaly shows strongly.