Fast FX Fair Value Model

The FAST FX model has triggered a long EUR/USD trade following a decline in the pair's valuation relative to its fair value model. The report provides ongoing monitoring of fair value metrics for major currency pairs.

Key Takeaways

• 1.The FAST FX model triggered a new long EUR/USD trade due to the pair becoming significantly undervalued.
• 2.The FAST FX model portfolio performance shows a 12M rolling return of -5.32% and a hit ratio of 41%.

Table of Contents

• FAST FX Fair Value Model
• Short-term fair value charts
• EUR/SEK
• NZD/USD
• EUR/JPY
• NOK/SEK
• t-statistic charts
• USD/CAD primary model t-statistics
• USD/CAD secondary model t-statistics
• EUR/NOK primary model t-statistics
• EUR/NOK secondary model t-statistics
• EUR/SEK primary model t-statistics
• EUR/SEK secondary model t-statistics
• NZD/USD primary model t-statistics
• NZD/USD secondary models t-statistics
• EUR/JPY primary model t-statistics
• EUR/JPY secondary models t-statistics
• NOK/SEK primary model t-statistics
• NOK/SEK secondary models t-statistics
• Historical trade performance
• Red Mount Analytics

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