Exotic Trading – EURTRY, USDMXN, USDZAR
ExoticTrading is a series of analyzes, which is created in collaboration with the broker InterTrader and is published on Comparic every Monday, Wednesday and...
Weekly FX Review – October 30th
The chart above is ten years of daily spot CAD data in grey overlaid with 3-month CAD implied volatility in blue. The purple &...
Weekly FX Review – August 28th
As we suggested the AUD has not yet topped out and remains in a consolidation pattern, confirmed by the persistent decline in the hourly...
Currency Commentary – Polish Zloty Quite Calm Before Friday
The situation on the Polish zloty (PLN) is quite calm before the end of this week, when may change ratings from two agencies. While...
Exotic Trading – EURTRY, GBPSEK, USDMXN
Exotic Trading is a series of analyses, which is created in collaboration with the broker InterTrader and is published on Comparic every Monday, Wednesday...
Weekly FX Review – November 13th
The chart above is EURJPY implied vol going back to 2014. Three-month EURJPY is in blue and six month is in red and the...
Weekly FX Review – September 11th
The short term correlation of one month IV and spot that we pointed out last week as a leading indicator of a potential USDCAD...
Weekly FX Review – September 25th
One month CAD vol has come off too far too fast. Same story with the one and two week periods. Gamma options are still...
Weekly FX Review – December 4th
USDCAD LT momentum now shows clear signs of turning up from being in the slightly negative territory but we are not yet back to...
Exotic Trading – EURSEK, USDMXN, USDZAR
ExoticTrading is a series of analyzes, which is created in collaboration with the broker InterTrader and is published on Comparic every Monday, Wednesday and...