Archive for May, 2009

Launch of Olsen Scale

Olsen Ltd recently launched the website www.OlsenScale.com as the first product of Olsen’s Information System with predictive information of the world economy and the financial markets that Olsen is building. The service is intended to provide decision support for investors; both institutional and private, to treasurers, risk managers, central bankers and government representatives. Its output is to be generated by processing byte by byte of data on economic activity, buy and sale flows on the financial markets and news events. The added value of the service is its systematic compilation and analysis of the abundance of data that is spewed out by the global economy. The service is based on the models of high frequency finance that analyze the complex feedback processes in the economy impacting the occurrence and outcome of future events. The Scale of Market Quakes (SMQ) measures price displacement on a tick-by-tick basis over a 2 hour time frame, thus quantifying the impact of political and economic events and other events, such as large orders; cascades of liquidations; and ubiquitous unbalances between buyers and sellers…

Clicking here will open the website

By: Richard B. Olsen, Founder and CEO of Olsen Ltd

May 28th, 2009 | News | | No Comments »

Pricing in the FX Marketplace

Price displacement in the fx market is an artifact of market mechanics that have nothing to do with determining fundamental value. The inefficiency of over-shooting is disruptive, increases risk, and drives uncertainty.
Olsen’s investment methodology counters this uncertainty by anticipating imbalances between buyers and sellers and providing liquidity that can restore prices to more reasonable levels…

Clicking here will retrieve an Acrobat version.

By: Richard B. Olsen, Founder and CEO of Olsen Ltd

May 8th, 2009 | Market, News | | No Comments »