Running Alpha Trading Box Unplugged -- Timing Momentum Crashes, Extreme Reversions, and Emerging Mega-Trends

I'm very excited to announce that I'm offering 1-on-1 sessions that focus on providing expertise and knowledge for helping you achieve life-changing benefits -- amplifying your career and business goals.

Take advantage of this great opportunity to grow and fine-tune your trading market intelligence skills and investing knowledge of global-macro trends, momentum trading, market player perceptions and trade positioning, and inter-market money flows in dark and lit markets across world capital markets.

Gain Actionable Insights on a unique Momentum Crash strategy that has an uncanny record of profiting from market anomalies and unusual multi-sigma events, as well as identifying trend continuation moves, where positions can be dialed up.

The strategy also augments trend-following strategies for honing guidance on adjusting position size and performing asset replacements, when sudden market regime changes and extreme reversion events are ripe to occur.

Inspired by the Physics of Chasing Tornadoes from Weather Radar Signals using patented and proprietary AI technology invented by our founder, Efrem Hoffman,

Running Alpha Trading Box is building on over two decades of quantitative innovations in self-teaching computers to see the invisible and unlearn relationships that are no longer relevant for making sense of tomorrow.

We are taking a giant leap forward exploiting the constraints of classical computing logic ( that virtually every strategy in the marketplace today is running on ) with Quantum Computing Principles, for:

turning a special class of “unknown unknowns” into actionable information you can now profit from ahead of the crowd.

It’s like seeing the momentum behind asset price behavior and sentiment effects of market history before it happens; thereby,

giving you time-relevant foresights for amplifying your defense and profit opportunities to future scenarios –

not only found outside the borders of history, consensus, and conventional practice, but also those you nor the market place may have ever imagined.

Book your session by clicking the link in the first comment. During the session, we'll cover actionable alpha narratives to give you the upper hand you need to stand out in your profession and industry.

Feel free to get in touch if you have any questions. I'm looking forward to helping you take your career and business endeavors to the next level.

For additional details on Running Alpha's unique Investing and Trading Market Intelligence Framework, as well as Brief Bio of its Founder, Efrem Hoffman, Read information below.

Founded by Efrem Hoffman, a Global Top 50 Fintech Influencer and Thought-Leader,

The Running Alpha service stands out at exploiting uncertainty for competitive advantage, by learning from the future, and

bringing action-reaction feedback chains of broad-scale observer interactions and tall-tailed risk scenarios -- human and machine, in dark and lit markets into the trading momentum and investment valuation equation.

Finding the ideal moments for profiting from super-anomalies, disruptive change, and enduring mega trends, that are invisible to current-day best practices, is our sandbox.

We are putting boundaries around price and time, that are precisely synchronizing with markets that are climbing a wall of worry or descending a slope of hope.”

In other words, we are only trading/investing when it is expected that the asset-price impact to future News-Flow and prior market-moving events, yet to be reflected in price action —

both scheduled announcements and unexpected scenarios —

are most likely to be amplified or attenuated through echoes of future buying and selling activity.

That means helping you sleep better at night, with antifragile portfolios that gain from volatility, instead of creating more uncertainty in market expectations.

Whether you are interested in:

narrowing your investment universe;

avoiding bad stocks and industry groups or picking the best value plays before the street;

trading around core positions;

lowering transaction costs and market noise by broadening the scope of undiscovered information well beyond the time-horizon of traditional analytics, or

simply integrating a new source of Sustainable Alpha into your Investing Decision-Making Process,

Our Active MindShare Intelligence, powering Running Alpha Trading Box can be put to work for you -- and your organization; allowing you to benefit from a new source of Alpha, that is not available anywhere else.

This includes:

precision foresight into the opening and closing times of emerging cross-market sector rotations, momentum crashes, life-changing volatility events, short squeezes, gamma-squeezes, value traps, growth traps, and commodity supply and demand shocks; and

scrutinizing subtle and not so subtle cross-market action-reaction feedback chains of emergent sentiment, momentum, and trade positioning biases.

Running alpha successfully achieves this mission by revealing hidden and anomalous imbalances between uninformed and smart real-money market players in dark and lit markets on broad-scale time-lines;

giving early warning of outlier trends and regime shifts, that have no past analogue; thereby telling you when:

market participants and dealers will be hitting the panic button;

smart money flows will be amplified; and

cross-asset price relationships and correlation will start breaking down --

unleashing opportunities for profiting from persistent megatrends, gamma squeezes, and short squeezes, & avoiding value traps.

[Imagine a giant liquid soap bottle (the market) in which every bubble & droplet contains particles (individual decision-maker perceptions) that have been encoded with the product's manufacturing history -- it's factory source (the marketplace); how it's made; a calendar tracking the order its particles (active and passive market players) were mixed;

sort of like a giant digital footprint of human perceptions & machine trading activity.]

That's what's going on behind the scenes of the Alpha Trading Box.

Running Alpha has uncovered a blind spot in conventional measurement of market momentum, that gets in the way of interpreting and profiting from over 80 years of modern stock market history -- telling us why the “madness of crowds” and “irrational exuberance” are not the underlying mechanisms behind panics and manias.

Running Alpha has observed that if the people cluster into certain pockets of arrangement, with just the right time delay and sequencing of movement, the toppling effect and compression from crowd turbulence do not occur in the presence of any individual or localized group of actors, orchestrating the movement; and

cannot be revealed by simply assuming that people behave as sets of repulsive particles, that tend to move out of the way with increasing momentum, when the distribution of their cross-market trading ideas, momentum perceptions, and positioning histories get overcrowded and “too close for comfort,”

but rather are predisposed by the way humans and machines are hard-wired to avoid collisions, particularly by anticipating when the velocity and trajectory patterns of neighboring bodies pose a clear and present danger.

In other wards, it is not how close price gets to violating a trend that sparks people into emotionally-charged action, but the perception that the speed of change of either an asset’s price or a related fundamental or macro variable is threatening to break trend.

Knowledge of changes in these emotional market state potentials gives us foresight into changes in both volatility and uncertainty surrounding volatility, which informs us when:

we have an extra edge at forecasting episodes of price/earnings compression;

investors, who are feeling less certain about the future, are more likely to pay less for more earnings; and

vertical option spread strategies will be in their sweet spot for sharply outperforming their historical average mathematical edge.

That is why Running Alpha has created an inhouse tool – a Financial Weather Map, for visualizing a 360-degree view of how buyers and sellers feel about an asset’s pace of momentum change – be it sunny or stormy skies.

This is the tool Running Alpha used for successfully forecasting the May 2006 Flash Crash weeks in advance -- when several groups of decision-makers crossed below a confluence of zero momentum isobars –

different price levels in the future that are calibrated to correspond with constant levels of zero momentum -- much like having several gallons of water squeezed into a narrow hose; yielding high pressure movement and fast action.

Because it’s decisions that drive price action, why, after over 100 years of market observation, are virtually all market-players and technicians still following cycles in asset prices ( the outputs of millions of decision-makers ) for calculating changes in fundamental and macro-market variables,

instead of analyzing momentum cycles in the perception biases of decision-makers -- the inputs of the price formation process;

that only get converted by the orderbook matching process into what really matters –the actualized future price action, that has a material impact on the most watched fundamental metrics.

Behind the scenes of every actionable trading idea and outlier risk assessment delivered to Running Alpha Trading Box subscribers, you can be sure that Tornado-Chasing principles and Crowd Physics Intelligence is playing a leading role.

About the Founder, Efrem Hoffman

Efrem is passionate about:

Imaging the Future that we are in the process of creating, by studying how people and machines are imagining possible scenarios on the horizon; and

Embracing the unknown as a best friend;

explaining away why records are made to be broken and diverge from the dustbins of history, especially as they apply to profiting from and averting the risks associated with the episodic fits of panic, mania, greed and fear in world financial markets.

Running Alpha Trading Box Unplugged is built on Efrem’s philosophy of "Seizing opportunities from a place of curiosity instead of predicting elusive one-sided outcomes from a position of what is familiar, [yet no longer relevant]."

Beyond finding the company, Efrem's role at Running Alpha is laser-focused on Turning Financial Tornadoes into Profitable Inflation-Protected Opportunities, that are Thriving on Uncertainty; and

Sharing Actionable Time-Relevant Investment and Capital Allocation Decisions with its Alpha Trading Box Unplugged Clients and Subscribers --

https://launchpass.com/runningalphainc/alphatradingbox/v2

For Elevating Your Performance with less anxiety, better foresight, and fewer human and computing resources – augmenting your capacity for Investing with Ice in your Veins.

Efrem Hoffman has developed an anti-fragile asset selection and risk-sensing research framework, instantiated by a Sentiment-Aware innovation, called Relational Perception Momentum Maps, for:

capturing changes in the size, number, duration, scope, magnitude, and persistence of trends; and the interdependencies among the total spectrum of active/passive market trend observations and perceptions,

that will be disproportionally contributing to the momentum behind future asset price behavior and sentiment biases;

Thereby, giving us valuable insights about impending shifts in ultra-slow & hyper-changing states of complex non-linear financial market systems; and

the hidden and anomalous transitions in the inter-market financial wiring and market structures, that are inherently driving uncertainty and being influenced by it.

These foresights are helping Running Alpha Trading Box Subscribers to gain from disruption and complex system disorder instead of running away from it; thereby elevating their anxiety-adjusted returns.

Momentum-based strategies for capturing the forward sentiment bias across asset classes, are especially useful in high inflation environments, like we are experiencing today.

The underlying logic is that momentum in consumer prices leads to persistent reactions in both central bank and private investment decision-making, which in turn drives asset price action.

We closely Monitor those special times, after prolonged market corrections and risk events, when hedging activity of market dealers in broad-based equity & option markets,

taking the other side of hedged long positions in public market option exchanges, are creating an increasingly negative gamma market dealer position in an extended trend, ripe for an extreme reversal,

while at the same time there is a divergence between positions ( market dealers and speculators ) in listed markets and smart-money buying activity by dark pool liquidity dealers in unlisted market venues, who are working on behalf of big institutions, for

concealing their buying intentions from the public markets for averting large-scale market movements, that would otherwise adversely impact their execution price before they can build a substantial position on listed exchanges.

These insights enable Running Alpha Trading Box subscribers to profit from dual short covering rallies, both by speculative shorts and hedged dealers, as well as follow-through buying from momentum crashes and extreme reversion asset rotations, when trends get overly stretched; and

the relative performance of the stronger and weaker market links flip direction, causing momentum strategies that were working before the transition to start failing.

Efrem passionately believes that the uncertainty of Knowing Something is Out There and Not knowing When It’s Coming for You Is an Investor’s Biggest Nightmare getting in the way of achieving successful outcomes.

In Efrem’s years of watching investors behave and interacting with clients, it’s not a coincidence that most investors abandon a good trading plan right before a meteoric rise in prices; and

nor is it a surprise when they patiently wait for years after a prolonged risk event, only to find that their dollar-cost averaging, value-investing, short-squeeze or market fading strategies are failing to match up with their tolerance for cumulative losses –

be it death by a thousand cuts or a sudden unanticipated plunge or rise in prices.

This scenario causes many investors to lose trust in the asset and/or strategy,

so much so, that when the economic and trading stars finally begin aligning, all who are left are short sellers ending up in ruin.

This is typically followed by a rinse and repeat cycle, as investors move on to the next asset, only to discover a similar fate.

With 95% of assets losing ground in an equity bear market, and under 70% of equities rising in a bull market; and

given that it takes twice the gain to recover from a loss, it’s critical for investors to have the foresight of knowing what market regime they are currently in and transiting toward;

Get that wrong, and your odds of success drop dramatically, given the remarkable tendency for markets to display disproportionately wild swings in bearish/bullish activity in not only prices,

but also in the magnitude and shape of their local volatility distributions, across broad-scale observation and holding intervals.

Many people insist it is luck if one can place themselves into an investing interval, where all these factors are lining up.

After all, a broken clock is right twice a day, but it’s much harder to argue with a trading protocol that’s consistently giving you many data points between performance reporting intervals; for

empowering you to verify that the strategy is generating the systematic alpha advantage for reasons stated by the developer,

as opposed to dumb luck of finding yourself in a market regime that does not differentiate smart money from the uninformed; only to discover in the next battle rounds, who the true alpha-players are.

We do this in a way that has never been done before – utilizing a zero-knowledge performance claim.

Unlike prevailing strategies and premium market intelligence services, with our Zero-Knowledge Claim, we can show the strategy works without compromising the secret sauce.

Without such a claim, there is no way of knowing whether a service is: only giving you transparency into B-class signals; holding out on A-class signals for themselves; or

giving you what they believe is an A-class strategy, but with no way for you to verify that it's working in the next cycle, for reasons outside of dumb luck.

What gives Running Alpha the unfair advantage of generating zero-knowledge trust of the forward strategy alpha, is that our performance edge is not strictly anchored to a risk and inflation-adjusted outcome, but to whether our rankings of best-in-class asset selections in a given industry vertical ( with investable liquidity ),

are actually outperforming lower-ranked assets, in terms of their capacity for benefiting from shocks instead of being vulnerable;

as can be determined by monitoring how favorably our featured assets are responding to changes in news cycle sentiment, relative to alternatives within a corresponding category.