Ulf Holmberg

I’m Ulf Holmberg, a PhD economist working withing the financial industry who enjoys exploring various and interesting topics such as macroeconomics, econometrics, equity markets, climate change and consciousness. On this webpage, I share my results and you are more than welcome to read them and to contact me if you have any questions.

GCP data effect index

(Last data point: 2023-09-22)

Macroeconomic tail probabilities

Low values represent macroeconomic stress

(Under construction, last data point December 2022)

GCP data dependet stock market returns

Note: The results should not be interpreted as trading advice

From the simulations finalized on the 31st of July 2023

The figure depicts the calculated index values as presented here during the one-year simulation period (i.e., using an approximated contract price). The final analysis uses the actual S&P future price.

ulf.e.holmberg@me.com