Fast FX Fair Value Model

Market ReportFXOther

The FAST FX model reports that the USD is currently overvalued against the EUR, CAD, and NZD, though no new trade signals were generated this week. The report details updated fair value estimates and Z-scores for major currency pairs.

Key Takeaways

  • 1.The FAST FX model did not trigger any new trades this week.
  • 2.The model continues to signal that the USD is overvalued against the EUR, CAD, and NZD.
  • 3.The model achieved a 0.27% return last week by being long EUR/USD.

Table of Contents

  • FAST FX Fair Value Model
  • USD overvalued vs the EUR and CAD
  • Related publications
  • New trades this week
  • FX under/overvaluation – Z-scores
  • FAST FX fair value summary
  • Short-term fair value charts
  • Historical trade performance
  • Red Mount Analytics
  • Global Markets Research contact details

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Authors

Valentin MarinovDavid Forrester

Securities

EURUSD

Themes

Currency ValuationQuantitative Trading Models

Regions

EuropeAsia PacificUnited StatesCanadaJapan