Tag Archives: TRY
FX Quant Fund Positioning Data
Over the past week, the SG FX Enhanced Risk Premia strategy has increased its long CAD and
FX Quant Fund Positioning Data
While biggest long position of the SG FX Enhanced Risk Premia remains the dollar,
FX Quant Fund Positioning Data
The SG FX Enhanced Risk Premia system has been building a long yen position comparable in size to
FX Quant Fund Positioning Data
The major changes in terms of the positioning of the SG FX Enhanced Risk Premia strategy are the increase in the aggregated long dollar position,
FX Quant Fund Positioning Data
There have been no substantial changes in the aggregated positions since last week except for switching to small longs in Aussie and Kiwi.
FX Quant Fund Positioning Data
There have been no substantial changes in the aggregated positions since last week except for an increase in the short kiwi position.
FX Quant Fund Positioning Data
The most substantial change in terms of positioning this week has been the cut in the long AUD, NZD and
FX Quant Fund Positioning Data
The main change in terms of positioning this week has been the increase in the short JPY and long CAD position.
FX Quant Fund Positioning Data
The aggregate positions of the SG FX Enhanced Risk Premia have not changed substantially over the week. The biggest longs continue to be USD, AUD, NOK and NZD.
FX Quant Fund Positioning Data
The most substantial change in the positions of the SG FX Enhanced Risk Premia strategy over the week has been the cut by around a third of the long NZD position.
Turkey: 50 bp cut this time
A 50 bp rate cut this time. More could come if risk sentiment remains decent and the TRY does not weaken further.
Weekly Report
Is current US monetary policy “too easy”? A recent study by Wu & Xia gains traction in discussions on Fed and