Expert View

David Karsbøl

David Karsbøl holds a Master of Science degree (Economics) from the University of Copenhagen and has previously been employed as an insurance analyst. Mr Karsbøl works with fundamental analysis and research and contributes to Saxo Bank's strategy products. He also develops and maintains macroeconomic models and a number of trading models, which are designed to profit from co-variations between the Forex and fixed income markets. Mr Karsbøl is regularly appears on major financial news networks and comments several days a week on the financial markets via Saxo Bank's live Market Call webcast. He is a native Danish speaker and is fluent in English.

John J. Hardy

John Hardy publishes daily comments on the Forex market. Mr Hardy's analysis attempts to overlay short term technical developments and fundamental event risks with longer term themes and trends in the G-10 currencies. Mr Hardy considers inter-market correlations as paramount in understanding moves in the Forex space, so the analysis draws on a number of models based on other markets and gauges their correlation with Forex markets in an attempt to detect inefficiencies that may provide trading opportunities.

Kristian Siggaard-Jensen

Christian Svendsen

Christian Svendsen is primarily focused on equities traded on the major indices in Europe, US and Asia. Mr Svendsen has a background with financial analysis and works with fundamental techniques when gauging possible equity positions. He is anchor person on Saxo Bank's technical mean reversion model, a model that gives buy signals on the major equity indices. Mr Svendsen is a native Danish speaker and is fluent in English.

Johan Ditz Lemche

Johan Lemche focuses primarily on Forex trading using both fundamental and technical analysis to back up the strategies. He is also active in developing and maintaining models both for intra-day trading and for the longer term, the latter by decomposing the macroeconomic structure. Mr Lemche is a native Danish speaker and is fluent in English.