文本描述
避免断更,请加微信501863613
MACRO QUANT STRATEGY | G10 FX18 February 2019
Fig. 2: Absolute total G10 positioning
Three-year plot of G10 currency positioning scores
Fig. 3: USD overall positioning Fig. 4: GBP overall positioning
Fig. 5: EUR overall positioning Fig. 6: JPY overall positioning
Fig. 7: AUD overall positioning Fig. 8: CAD overall positioning
All charts source: BNP Paribas All charts source: BNP Paribas
MACRO QUANT STRATEGY | G10 FX18 February 2019
Fig. 9: NZD overall positioningFig. 10: CHF overall positioning
Fig. 11: NOK overall positioningFig. 12: SEK overall positioning
All charts source: BNP ParibasAll charts source: BNP Paribas
One-year plot of G10 currency positioning – individual scores
Fig. 13: USD positioning componentsFig. 14: GBP positioning components
Fig. 15: EUR positioning componentsFig. 16: JPY positioning components
All charts source: BNP ParibasAll charts source: BNP Paribas
MACRO QUANT STRATEGY | G10 FX18 February 2019
Fig. 17: AUD positioning componentsFig. 18: CAD positioning components
Fig. 19: NZD positioning componentsFig. 20: CHF positioning components
Fig. 21: NOK positioning componentsFig. 22: SEK positioning components
All charts source: BNP ParibasAll charts source: BNP Paribas。