Fast FX Fair Value Model

The FAST FX fair value model has triggered a new short EUR/SEK trade. This recommendation follows an analysis showing the pair is over 1.5 standard deviations overvalued.

Key Takeaways

• 1.The FAST FX model triggered a short EUR/SEK trade.
• 2.EUR/SEK is overvalued by more than 1.5 standard deviations.

Table of Contents

• Sell EUR/SEK
• Related publications
• New trades this week
• FX under/overvaluation – Z-scores
• FAST FX fair value summary
• Short-term fair value charts
• t-statistic charts
• Historical trade performance
• Red Mount Analytics
• Our new interactive data website features:
• Global Markets Research contact details
• Certification
• Foreign exchange disclosure statement to clients of CACIB
• Additional recommendation obligations – available from analyst(s) upon request:
• Valuation and methodology
• MiFID II contact details
• Disclaimer

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