A. Commodity Research Board Index (CRB) Futures Simulation:
China has become playing more important role in commodity prices, as she become major consumer( importer) and producer(exporter) in feed grain, cotton metal, energy . CRB index has been related to US,China's inflation,  consumer, business demand  and US dollar to Yen exchange rate.
This relation explain CRB soared to 286 recently as China, US and global economic recovery demand, US dollar depreciation against EURO 50 % 
China fixxed investment growth at 30 %, US business demand up 16 %, auto up 80 %, housing prices more than double  resulted record metal, oil prices and CRB index at 377 

B China, NYMEX and global Energy Futures Upstream/Downstream prices simulation
Energy (crude oils, gas oils, fuel oil, gasoline, natural gas, propane) future prices have been relation to their end use seasonal demand, inventory(which closely related to monetary policy), and production costs, OPEC supply and US dollar exchange rate
Again, Asian crisis resulted plunge in energy  price especially fuel oil, naphtha for industrial demand spread into China(demand) and major oil producer Indonesia Rupiah plunge from 1600 to 11000, further cut into crude oil prices to 10
However 1999 Asian recovery,  US summer gasoline demand playing key role in gasoline and crude oil prices rebound, OPEC took the right moment in April to announce 1.7 million barrels production cut pushed US gasoline prices from 33 bottom( predicted by Huang in US financial conference on Mar. 28 and on osawh.com) to 59 c/gal, pushed Nymex Tex sweet ligh crude oil  from 10 to 22 in June. As US soaring stock markets pushed consumer spending more on travel and gasoline),Asian recovery created demand,  excessive money supply  for Y2K in winter 1999, falling dollar, pushed  the fuel oil prices soared  from 30 to 101
excessive US summer demand for gasoline pushed gasoline price over 100, oil price to 37
entering winter season, early snow in US midwest driveup heating oil prices from 88 to 99,  
Dr Huang accurately predicted Crude oils will drop to 29 after US SPR rease 30 million barrel oil in. Nov. but will rebound to 35 before Nov. as  snow in US midwest.
Mideast tension, US navy destroyer hit  speculation of oil to 37, heating oil to all time high 115, gasoline to 99 will be shortlife corn, cotton, copper prices follow oil prices up 20 % ,  
US recession and 911 in 2001 drag demand and price for oil to 16.5 .and rebound to 29 in 2002 April due to strong US consumer demand for gasoline from 52 to 82
US  13 rate cuts to 1 % and 2003 and 2004 two tax cuts and dollar plunged to 103 YEN,  1.30 EURO resulted soaring US , China and global  consumer , business manufacturing demand, Iraq turbulence, Russia Yukos interruption pushed Wtex  Lit oil to 46, gasoline to 130, heating oil price to 120, Brent to 43, despite OPEC raised 2.3 million production in peak summer demand

Global Crude oil future prices = (US consumer demand, currency exchange rate, US gasoline price, US fuel price )

The financial and commodity derivatives, options  prices, and Risk Hedging simulation
Daily Currency and Interest futures   simulation
The above commodities, interest rate, exchange rate and stock index simulations have been extended easily to the futures simulation and forecast by replacing the current independent variables value by the future value. While their call/put options have been used extensively by the banking, financial industry and multinationals corporate finance managers for hedging in risks, 70 trillion dollars has been exposed to leveraged hedging fund which using existing models requirement betting on probability and betting . While the following model( self learning Black-Schole formula) predicted the precise relationship eliminating dangerous betting
Call/Put options prices = F(striking price of the call/put, warrant ,Days to expiration, current and future commodities, interest rate, exchange rate and stock index, prices simulation )
This formula is simpler and more reliable than Black-Schole formula, it integrating future commodities interest rate, exchange rate and stock index simulations from above forecasts into the option prices calculation and does not require volatility data. Avoided betting on the wrong side of interest rate, currency, stock prices resulted LTCM  loses provided by Black and Schole formula. It has been developed, implemented successfully since 1987 stock market

Financial futures, Options Derivatives Markets Simulation OSA(980804) Click here to find out how to use this web IBM recommendation made 20 time profit on bought IBM 120 put on June 1 and made another 20 time profit on bought IBM 135 call on July 1,and made 50 % profit in short Dow, Taiwan stock index future on July  

Detailed analysis, simulation analysis of the above and other Asian and European countries commodity and financial futures, options  prices simulation results and chart are available by the order form below.   

Key Benefits:                           

• Up to billions dollars profits cound be generated by these reliable commodity and financial futures, options  prices  simulation and  will  help the global or- porate CEO financial, procurement, marketing  decisions in global procure- ment, investment, market ing strategy, maximize   profit at minimum loss.
• Also help investors timing in global investing.

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