Olsen Ltd

Olsen’s high frequency finance investment strategy trade spot currencies following a purely quantitative, statistical and systematic trading style. At the core of the investment strategy are trading models that analyze currency markets on a tick-by-tick high frequency basis. The trading model analyzes currency-price changes in real time, in the context of numerous and variable trading conditions including volatility, spread, liquidity and different levels of currency and exchange-rate exposure and risk. The objective of the trading model is to identify even momentary discrepancies between buyers and sellers and take positions to fill expected gaps in liquidity. Instead of following the trend, we invest against it. The same trading model is used for each currency, but each model is “fractal,” meaning that it contains many sub-models with the same basic structure but configured for groups of traders with characteristically different profiles. Because of the high frequency finance and counter-trend strategy, the performance shows low correlation with other trading advisors.