FX Dashboard: Leaders and Laggards in EM in the Dollar’s Latest Appreciation Bout
We compare the beta-adjusted performances of EM currencies to identify leaders and laggards in the latest bout of dollar appreciation.
408 Views
FX Dashboard: Is Carry Compensating for Volatility?
In this note, we discuss the relationship between a currency's carry with its volatility, and use it to identify dislocations.
368 Views
FX Dashboard: Mexican Peso Vs Canadian Dollar
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we dig into the recent underperformance of Mexican...
411 Views
FX Dashboard: Copper Outlook Positive for Chilean Peso
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we argue that the Chilean peso's outperformance can...
387 Views
FX Dashboard: Russian Ruble Lagging Oil Rally
Attached is our daily FX Dashboard that identifies dislocations in EM currency. In this note, we discuss the underperformance of the Russian ruble...
509 Views