FX Mike
Always on the Grind
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Cointegrated Forex Baskets
I track forex cointegration statistics on a weekly and daily basis. Here is a listing of the highest cointegrated pairs and their current n...
USD/JPY Fundamentals
I have compared Japanese trade balance data with the USD/JPY exchange rate to determine that the dollar could appreciate as much as eight ce...
Inflation Expectations Ahead of FOMC Meeting
Inflation expectations are above 1.92 again. Look for the Fed to bring an end to all their bond purchases.
Monday, June 29, 2009
Gold/Oil Spread
I can't tell if there is a relationship between the GLD/USO spread yet. There may be a time lag.
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