01 · Financial Risks
Know when a bubble is about to turn
Our LPPLS indicators forecast windows of elevated volatility and crash risk during market bubbles, built on Prof. Didier Sornette’s research from ETH Zurich.
The Financial Crisis Observatory
Albatrisk’s financial-risk platform
The Financial Crisis Observatory (FCO) is Albatrisk’s dedicated product for financial markets. It continues the observatory founded by Prof. Didier Sornette at ETH Zurich and runs as its own platform at sornette.finance, with daily indicators, scenarios and monthly reports.
89%
reported success rate in real-time forecasting over five yearsas published by the FCO
600+
institutions served by the ETH Zurich FCO legacy
~450
assets and ~850 stocks covered in monthly reports
Daily
bubble dashboards: 12 overvalued and 12 undervalued assets
What the observatory delivers
Indicators, dashboards and reports
LPPLS bubble & crash-risk signals
The Log-Periodic Power Law Singularity model detects the accelerating, oscillating price dynamics that characterise bubbles — positive and negative — and the approach of a critical time.
Multi-timeframe confidence indicators
Confidence indicators aggregate fits across many time windows to flag regime changes from short-term (weeks) to long-term (years) horizons.
Daily bubble dashboards
Daily rankings of the most overvalued and undervalued assets across stocks, indices, commodities, currencies, bonds and crypto.
Scenarios & critical time tc
Probability distributions for the critical time tc — the window in which a regime shift becomes most likely — to support hedging and positioning decisions.
Monthly reports
Systemic analysis of hundreds of assets and stocks every month, with a consistent methodology institutions can audit and archive.
Who it is for
From investment committees to research desks
Asset managers & hedge funds
Timing of entries, exits and hedges around bubble regimes.
Family offices & private banks
Independent, quantitative second opinion on crowded trades.
Risk & research teams
Systematic monitoring of crash risk across a large universe of assets.
Academics & students
Reference implementation of LPPLS and dragon-king research.
Subscriptions
Two plans, one methodology
Plans, prices and the money-back guarantee are managed on sornette.finance.
Standard
Monthly reports, daily scores, a pre-selected set of assets and a custom selection — with a money-back guarantee.
See plans on sornette.financeProfessional
Full indicator access across all covered assets, scenarios and critical-time distributions.
See plans on sornette.financeLearn more