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OlsenBlog's Blog

Review of 2012 & Outlook for 2013

January 11, 2013 Comments (0)

Political and economic uncertainty paralyzed the markets and was a drag on market liquidity, which contributed to erratic market moves in 2012. At OLSEN, we introduced new trading models with refined money management rules and upgraded our risk management framework. We were invited to participate in a research project funded by the EU to analyze the microstructure of markets. Our fully automated investment process is well equipped to successfully navigate the increasingly complex financial...

TEDxZurich: Who Controls The World

November 30, 2012 Comments (0)

James B. Glattfelder – a researcher and trading model developer at Olsen Ltd – had the chance to speak at the TEDxZurich. Read more about James on the TEDxZurich website. Decoding Complexity: The Organizing Principles Behind our Economy It sounds paradoxical, but today it appears that we understand more about the universe than our society. We have created systems that have outgrown our capacity to genuinely understand and control them. Just think about the ongoing financial crisis....

Trading Forex Is A Positive Sum Game

November 2, 2012 Comments (0)

Have you ever played dice with a friend? Betting a fixed amount of money each turn, you win if the number on the top face of the die is one, two or three, your friend wins in all the three other cases. At any single point in time, the sum of all the profits and losses amount up to exactly zero. This is an example of a very simple zero sum game. Read the whole article on FXStreet.com

The Future of Computer Trading Report of Foresight

October 31, 2012 Comments (0)

Hurricane Sandy is one of the biggest hurricanes in the history of the United States with an estimated damage of 30 billion USD, a lot of money. The flash crash on May 6th 2010 caused a drop of 9 percent in the world equity markets in a matter of 30 minutes wiping out 6 trillion USD of market market capitalization. This is 200 times more damage than the hurricane. The published report of The Future of Computer Trading in Financial Markets by the Foresight Project fails to highlight, how...

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October 8, 2012 Comments (0)

We are please to announce that our product profile was ranked in the Barclay Hedge Ranking award for August 2012. var siteHost = (("https:" == document.location.protocol) ? "https://" : "http://"); document.write(''); This fund was ranked based on the data in BarclayHedge’s CTA database In August, the health of the European economy was the main concern of investors and market participants around the world. The ECB responded with a clear signal that it will resume with buying...

Speed is Good

September 13, 2012 Comments (0)

Richard Olsen argues (in the September issue of Investment & Pensions Europe) that, far from slowing down, transaction volumes need to increase by a factor of thousands, and that pension funds should benefit from its uncorrelated alpha. Download original article Today’s financial markets are dysfunctional – price movements are exaggerated and do not mirror underlying fundamentals. The cause is a lack of market liquidity across time scales. We need to dramatically increase liquidity in...

How a Cell Based Company Pioneers the Structure of Modern Society

July 31, 2012 Comments (0)

A recent article (Living Cells Show How to Fix the Financial System) by Michael Buchanan in Bloomberg Views argued that modern finance and especially financial engineering could benefit from nature’s cell based architecture. It is possible to go beyond financial engineering to benefit from nature’s experience and organize companies, countries and even society as a whole along the lines of nature. The following text outlines possible implementations for current and future...

Investors Hunt For Uncorrelated Profits

June 29, 2012 Comments (0)

A recent article on Reuters (Hedge funds get exotic in hunt for profits) described the arduous efforts of money managers to find new ways to generate returns in the current market environment. Safe havens are viewed as overvalued and the stock market as too volatile. Additionally, investors would like to diversify their portfolios and therefore are on the lookout for truly uncorrelated investment opportunities. OLSEN today features products that not only generate consistent return but are also...

Science of Global Economics

June 6, 2012 Comments (0)

By Richard B. Olsen, Founder and CEO of Olsen Ltd
Download: Science of Global Economics Here (pdf)

Problem1. Stalemate in public debate on how to deal with economic crisis.2. The global economy is in negative equity.Methodology3. The Science of Global Economics is a hard science.4. The economy is a dynamic system.Recommendations6. Ethics: in all walks of life we need to embrace a Hippocratic Oath.7. Create ubiquitous internet exchange for digital certificates representing any type of...

Outlook for 2012: Global Interest Rate Hurricane – What Next?

January 12, 2012 Comments (0)

In 2011, interest rate markets for Greek government bonds bolted and interest rates skyrocketed raising the specter of a sovereign debt crisis for the whole of Europe. Overall, interest rates around the world have remained at record lows thanks to the maneuvering of central banks; 10-year US treasuries for example pay less than 2 percent. Investors are increasingly impatient and there is a rapidly growing demand for equity capital that has to be pumped into the economy to salvage balance...