The report details new trade signals from the FAST FX Fair Value Model, specifically highlighting a short position in EUR/SEK. The model evaluates G10 currency pairs based on fair value estimates and Z-score deviation levels.
Key Takeaways
- 1.The FAST FX model triggered a short EUR/SEK trade following a significant overvaluation.
- 2.EUR/SEK is currently more than 1.5 standard deviations overvalued according to the model.
Table of Contents
- FAST FX Fair Value Model
- Related publications
- New trades this week
- FX under/overvaluation – Z-scores
- FAST FX fair value summary
- Short-term fair value charts
- Historical trade performance
- Portfolio performance
- Red Mount Analytics
- Global Markets Research contact details
- Certification
- Foreign exchange disclosure statement to clients of CACIB
- Additional recommendation obligations
- Valuation and methodology
- MiFID II contact details
- Disclaimer
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Authors
Valentin MarinovDavid Forrester
Securities
EURSEK
Themes
Quantitative FX Modeling
Regions
EuropeSwedenUnited StatesCanada