Proactive
Structural China/Global Multiclass Asset
Pricing
Mechanism Simulation for Strategic Asset Management (PSSAM), Allocation in
Trillion Dollar Recession Optimal Long-Short Hedging
Fund
World, China, 2008,
Workshop
Proactive
Recession Strategy osawhh@sina.com/ wh3928@yahoo.com
Dr. Warren Huang
(黃華南博士)
Pioneer, Proactive
structural global inflation, macro economy, daily financial markets
interest rates, currency, stock, bond, Derivatives, housing,
commodities, oil asset pricing and risks valuation markets
fundamentals mechanism, accurately warned
on Wall Street Journal Market beat Blog Sept.19, 2007 that US housing price slump
continue into summer 2008 drag economy into inflationary recession
and US, global stock indices bear market correction, oil above 110,
Bear Stearn 30 billion dollar MBS hedge fund
failure. despite
Fed rate cuts
He also warned top QFII management on Peking Univ June 2007 International Financial Engineering Conference
that China overheated
housing, stock market wealth gain resulted inflation over 8.7 % will lead to China Peoples Bank credit tightening to remove excessive liquidity, Housing, stock markets follow US
housing price slump, recession, bear market correction, with Shanghai A testing 3000- 4000 till summer 2008
DO not miss Trillion Dollar Recession, China /US derivatives pricing
mechanism, optimal long-short ,ultra
short equities, commodities, futures, bond, macro, arbitrage hedging strategy by
Dr. Warren Huang who was risk management panelist and planned full day master class workshop lecturer for Terrapinn China Fund World 2008 conference, offer proactive structural China/global asset pricing, 2008 credit tightening, US subprime meltdown, recession impact on global stock indices, commodities, energy indexing ETF Optimal multiclass asset 1xx/xx long-short hedging, asset allocation strategy by catching ahead the emerging bull/bear market trend
Fed is pleasing every one in the Wall Street and global capital and housing markets by offering surprise half point cut, even Greenspan in 2001 dare not to
do it when the oil price was only 19 dollar and gold price below 400.Dow Jones shot up 350 points heading for record 14000 again , certainly will boost the housing
prices ( July housing price already up 5 %),and It cut mortgage rate and lending cost by half point. bail out the sub-prime rate reset cost, will temporarily cut
mortgage default rate ( according to my housing prices and default rate model) but it will led to dollar plunge to new low 1.40 , it will hit 1.50 sometime next year,
Oil price already celebrating the rate cut, by shooting to 82.4 all time high and heading for 85-100, gold already 735, shooting for 950 soybean heading for 1200
wheat to 990., eventually will spread into core inflation.
As Fed job only focus on inflation ( core inflation rate exclude energy and food price) and unemployment it ignore housing, stocks, commodities asset prices bubbles. But sooner or later, the current stocks prices will not be sustainable, start to plunge, it will drag the housing prices, and led to more default, the burst of next housing bubble, drag economic into recession till 2008 summer ,can not be solved by any rate cuts Greenspan was much luckier than Benanke, he could go ahead with full steam rate cut, but we will be facing inflationary recession bear market correction ahead detail can be found on www.osawh.com/riskm.html Comment by Warren Huang - Wall Street Journal Market Beat September 18, 2007 at 5:55 pm
Maximize
Risks Adjusted Return by Proactive, Structural Strategic
Masterclass
goal
Provide
QFII / QDII derivatives, hedge fund
managers the what, why, how and timing of China/Global derivatives and hedging fund market
fundamental asset
price
mechanism,
multi class asset allocation strategy, forecast years, months ahead of the emerging
bull/bear market
trends
Mission: Implement Proactive, Structural Dynamic Greater China/Global Equities, Bond, Currency Commodities Futures, Derivatives prices mechanism for online trading, arbitrage, housing prices, and Optimal Long-Short hedging Strategy for China derivatives, hedge fund challenges, opportunities in 2008.
Session
1
Proactive
Structural OSA
of
A.
Challenges
and Risks:
Greater
China,
Asian
macroeconomic overheating, credit tightening, regulation, US
sub prime meltdown ,credit crisis,
housing
price slump , MBS/CDO widening write down loss, recessions,
banking, finance, energy material sectors facing correction, credit
default,
equities,
currency
market risks
B. Opportunities: China banking, finance, capital markets reform for China/global innovative financial products, markets for Sovereign Wealth Fund, QFII/QDII investment banking IPO, M/A, ETF, BRIC,ETF Indexing mutual fund, Optimal equities, Commodities, energy, metal , Housing, Bond , Currency Asset Pricing Mechanism OSA, multistrategy hedging , allocation, performances, real time commodity, financial futures, derivatives trading, arbitrage, optimal trillion dollar recession long-short, ultra short hedging strategy for SWF, pension fund strategic wealth management
Session
2
Proactive
Structural
(OSA)
hedging
strategy integrate
macro-economic, sectors, business news, fundamentals into quantitative models
A.
Monetary, economic,
fiscal policy
impact on China/US/Global inflation, interest rate, .RMB and global currencies,
oil , metals
futures, derivatives and housing
market
prices mechanism 2008
forecast
and
optimal trillion dollar recession optimal multi class asset allocation,
long-short strategy
B. Monetary policy, housing prices, currencies speculation,
US subprime meltdown, recession impact on
Shanghai-Shenzhen 300, Hong
Kong H, red blue chips,
Taiwan index, US/Asian
stock
indices
and Index, ETF fund , US credit crisis impact on global financial markets, ADR price
performances2008 forecasts for optimal
QFII/QDII
trillion dollar recession
long/short hedging strategy
Session 3
Proactive
Structural China/Global industrial
demand,
price mechanism and corporate performance 2008 OSA optimal long-short hedging
strategy
iA. China
macro-econmic
inflation, housing price control
credit tightening
impact
on stock, housing,
wealth effect impact
on
banking, finance,
performances
US
subprime meltdown
housing
price slump,
mortgage default, banking, housing and construction
materials
sector stock price performances,.
B. Greater
China
housing overheating ,credit tightening and
US Housing slump impact on US economic recession,
and
China/global oil downstream, auto, IT
retail sectors demand slowdown, stock prices
performances
and optimal long-short strategy
Session 4
Strategic
government, Greater
China QFII/QDII
funds
asset
pricing,
allocation,optimal
long-short strategy risks
early warning case studies
A.
Proactive structural strategy in
FX
derivatives and China Sovereign Wealth Fund 3
billion
in Black
Stone
and 5 billion in Morgan Stanley.
B. Shanghai-Shenzhen 300 future
index
futures
, derivatives prices and component
industrial sectors, stock prices forecast OSA,
risks hedging.
C. SSgA BRIC (China, Russia, Brazil, India) 40 index, Goldman Sach
GBRIX, BGRCX, holding,
index
ETF pricing
, heperformance
D. Proactive, optimal long-short strategy for,
1xx/xx
equities
Commodities, Housing, Bond , Currency Asset Pricing Mechanism Simulation
allocation,
fund return , pricing,
portfolio
selection hedging,
scandals, market risks
Proactive Structural global housing
price bubble burst Operation Simulation Analysis
Workshops Highlights: The what , why, how and
timing of root causes, onset, recovery, early warning of equities, housing,
commodities bubble burst, mortgage default crisis,
tracking regulation AB for ABS, CMBS, RMBS, CDO pooled asset credit rating and
REIT fund performance, default, global assets allocations,
with 2008 forecast.
5 Day China Macroeconomic, Housing , equities bubble control and Default
Crisis Early Warning
5 Day US Macroeconomic, Housing , equities bubble control and Default
Crisis Early Warning
5 Day UK Macroeconomic , housing, equities price bubble burst simulation,
control, defaults early warning
5 Day EU Macroeconomic , housing, equities price bubble burst simulation,
control, defaults early warning