Menu

Monthly archive December, 2017

G10FX: The Signals From CTA Positioning Data – TD

D FX Strategy Research discusses the data on G10FX from the positioning proxies for trending following CTA performance via a model tracking the 20d rolling beta (log change) of G10 and CTA performance.

"The final chart shows the results, Read More →

USD/JPY: Modestly Higher In 2018 With Exporters’ Sell Orders Around 115 – ABN AMRO

ANB AMRO FX Strategy Research discusses USD/JPY outlook in the coming year and sees only a modest move higher towards 115.

"Taking out this level of 115 will be difficult because exporters will probably have sell-orders around this level. Read More →

USD at 2-week highs; CAD lower after BoC

US Dollar made it to 2-wk highs shrugging off concerns of a possible US shutdown and instead choosing to be optimistic on the progress being made on the tax bill. US Dollar index (DXY) is currently at 93.58 just off Read More →