Proactive structural China/Global Commodity, financial futures ,derivatives prices simulation, forecasts for optimal long-short strategy and hedge fund risk management

Proactive, Structural China/Global Housing, Equities, Commodity, Financial , Derivatives Prices Mechanism Operations Simulation Simulation Analysis (OSA) Forecasts, Strategic Risks Hedging for Hedge Fund Optimal Long Short Leverage Strategy Workshops (Chinese)
Profiting From The Challenges, and Opportunities of Global Asset Price Bubbles Burst, Recession, Liquidity, Financial Crisis

recommended by European www.derivativesportal.org of Eurex and IMC

Thousands proactive structural dynamic China/Global Commodity, Financial , Derivatives Prices Mechanism Operations Simulation Simulation Analysis (OSA) Forecasts, Strategic Risks Hedging for Hedge Fund Optimal Long Short Leverage Strategy predicted multiclass asset price bubbles mechanism, profit trillion dollars from market crash by identify month ahead of 2007- 2009 global financial crisis, recession impact on economy recession , interest rate, currency, equities, housing, commodities asset price cycle boom, bust, recession, bear/bull market trends avoided 50 trillion dollars global housing, equities, bond, CDS , MBS, commodities market loss due to current probability, statistical based VaR position risks control
Proactive commodities futures, derivatives prices OSA    Proactive financial futures, derivatives prices OSA

By top down two master hands controlling global assetrategic and derivatives prices mechanism for strategic risks hedging pioneer  Dr. Warren Huang (黃華南博士) Pioneer, proactive structural dynamic global inflation, macro economy, daily financial markets interest rates, currency, stock, bond, derivatives, housing, commodities, oil asset pricing and risks valuation markets fundamentals price mechanism, accurately warned on Wall Street Journal Market beat Blog Sept.19, 2007 and Mar 5, 2008 masterclass workshop China fund world 2008, Pudong, China to Goldman Sach managing directors JPM, UBS and 150 China QDII/QFII fund managers that US Fed aggressive rate cuts drag dollar to 1.53-1.65 EURO, 95- 108 Yen, economic stimulus boost consumer spending on gasoline and jet fuel summer, demand, driving gasoline , heating oil to 415, oil price to 121-145, commodity price double, will peak out as US dollar rebound follow Fed ending rate cuts cycle , can not stop sub-prime crisis spreading, regional housing price slump 30-50 % and credit crisis, crunch crisis continue through 2009 drag economy into 2009 double dip deep recession resulted trillion housing and stock market loss and US, global stock indices bear market 50 - 70 % correction , Dow Jones test 6500-7000- NASDAQ PLUNGE testing 1250- 1500 and high fliers (GOOG, PTR, AAPL) , IT, retail stocks facing correction,    with banking, finance, housing share price plunge 70- 90   %, dollar making to new low 90 Yen,   commodity prices doubled, and bubble burst plunge 50 % in recession widening bond , CDS spread and failure in MBS/CDO, Bear Stearn 30 billion dollar MBS hedge fund and government steps rescue Fannie Mae, Freddie Mac bail out, despite Fed rate cuts . He also warned top global 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, Banking housing, stock markets follow US housing price slump 30- 50 %, US - 6.1 GDP contraction, and -10 to - 20 % contraction for Asian countries deep recession, bear market correction, with Shanghai A testing 1700 rebound to 3450 in 2009 overheated in the first half due to 568 billion economic stimulus, increased money supply from 15 % to 28 %, fixed investment from 22 to 33 %., oil price rebound from 33 to 72 summer 2009, and plunge to 55, due to soaring jobless rate and falling housing price resulted deep recession continue through 2009.
US stock market 30 % V- shape rebound from March 2009 low, leading to global stock price bubble appears again ( with Taiwan, China , Hong Kong, most serious) speculating recession recovery due to overoptimistic over economic recovery by China/US stimulus package, are facing bubble burst in summer 2009 correction due to disappointing U shape slow recession recovery
Dr. Warren Huang predicted to Asian Business Forum's ExxonMobil, ARAMCO , Merril Lynch, HSBC, VP, Phillips Petroleum CEO, 100 multinational oil, banking CEO, executives in Beijing Feb and Nov. 2005, that oil prices will soar to 69 in summer 2005, metal prices to new high in January 2006 and oil prices will challenge 80 in summer 2006, soaring US inflation will forcel raise rates throughout summer 2006., Fed fund rate will go to 5.5 %    gasoline futures to 265, metals , commodity continue making new high , drive CPI to 4.3 % in March and higher in the month ahead. US Fed fund rate 10 yr. bond yield will go to 5.5 %, stocks, bond facing correction ahead.
Dr. Warren Huang was invited by Zhejiang Financial Engineering and Risk Management conference , Oct. 15-16 in Hanzhou together with Nobel Prize winner ,Father of EURO Prof. Mondel as keynote speaker to speak on China capital market reform Operations Simulation Analysis
Derivatives Take Over the World

Posted by Tim Annett Wall Street Journal Market Beat Blog. Sep. 27, 2007

Yesterday investors learned that trading in currencies is exploding. Emily Barrett reports on another market that’s growing in leaps and bounds:
The first six months of this year saw more rapid growth in the global derivatives market, led by the burgeoning equity derivatives sector, the International Swaps and Derivatives Association said Wednesday.
The teeming market for interest-rate derivatives reached $347.09 trillion by the end of June — which marks a 21% increase since the beginning of the year, the industry body said at its annual conference in New York. Derivatives allow hedging or speculative investment by taking positions on the performance of an underlying asset.
The credit derivatives sector, which allows investors to gain exposure to corporate creditworthiness, grew even faster. That market expanded by almost a third in the same period to a notional outstanding volume of $45.46 trillion, from $34.42 trillion at the end of 2006. This nevertheless takes a little off the pace the industry has seen so far. Last year, according to ISDA, the notional volume of credit derivative contracts outstanding more than doubled.
Indeed, the fastest growth was in the niche area of equity derivatives, which includes equity swaps, options and forwards. By mid-year, total contracts amounted to $10.1 trillion — 39% more than at the end of 2007.
The derivatives market’s continued expansion is testimony to what has become its central role in capital markets, particularly during the liquidity crisis of the past couple of months, according to ISDA Chief Executive Officer Robert Pickel
. “We expect this strong volume to continue over the 2007 second half, as privately negotiated derivatives have provided liquidity and functioned efficiently through the recent market volatility,” he said.

We should looking the risks side of these 345 billions interest rate derivatives, The LTCM hedging fund failure
is good example of betting on the wrong side of interest rate spread of junk bond resulted loss.
Beware of our uncertainties in near term inflation and interest rate, betting on Fed continue rate cuts on top of skyrocketing asset prices. details can be found on www.osawh.com/riskm.html

Comment by Warren Huang - September 26, 2007 at 2:18 pm

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