Record Correlations
Worst may be over for Treasuries
EUR/USD expected to fall
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A quick reminder about the macro environment: Positive supply shocks are characterized by lower prices and higher quantities demanded. The...
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I track forex cointegration statistics on a weekly and daily basis. Here is a listing of the highest cointegrated pairs and their current n... -
The cointegrated spread between the CAD.USD and the AUD.NZD has widened today and is nearing a potential entry point. The spread is now 1.7...
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