高盛G69页全球外汇交易策略深度研究报告 英文.pdf

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1、TheGlobalFXMonthlyAnalystNovember2010SEKC$RUBNOKPLN£US$CHF€CNY¥MXNINRHK$BRLZARA$ARSNZ$QE2isanimportantfactorforfurtherpotentialappreciationofEMcurrencies.ButtheweakUSBBoPpositionremainsthemainunderlyingdriverofUSDtrendweakness.Weremaincautiousaboutnear-termdevelopmentsinFXasrisksentimentmaychan

2、ge.EuropeansovereignissuesandAsianpolicytighteningdeserveattention.GoldmanSachsGlobalEconomics,CommoditiesandStrategyResearchTheGlobalFXMonthlyAnalystContentsOverviewAsiaRecommendedFXTradeIdeasiAustralianDollar26FeatureiiChineseYuan27HongKongDollar28G3IndianRupee29USDollar1IndonesianRupiah30Eur

3、o3KoreanWon31JapaneseYen5MalaysianRinggit32NewZealandDollar33Europe,MiddleEast&AfricaPhilippinePeso34BritishPound7SingaporeDollar35CzechKoruna8TaiwanDollar36HungarianForint9ThaiBaht37IsraeliShekel10FXAnalyticsNorwegianKroner11PolishZloty12InterestRateForecasts38RussianRuble13GSSentimentIndex39S

4、outhAfricanRand14FXCurrents41SwedishKrona15GSTradeWeightedIndices43SwissFranc16GSAnecdotalFlows45TurkishLira17GSDEER47KeyEconomicData49AmericasPolicyRateForecasts54ArgentinePeso18ExchangeRateForecasts55BrazilianReal19CanadianDollar20ChileanPeso21ColombianPeso22MexicanPeso23PeruvianNewSol24Venez

5、uelaBolivar25November2010GoldmanSachsGlobalEconomics,CommoditiesandStrategyResearchTheGlobalFXMonthlyAnalystRecommendedFXTradeIdeasFXIdeasinourTopTradesfor2010TradeEntryLevelTarget2.LongRussianEquities(RDXUSD),FXunhedged1645.920503.LongGBP/NZD2.292.607.Long'Growth'FXCurrent103.5111.88.LongPLN/J

6、PY32.137.5TacticalFXTradePerformanceFiscalYear2010NumberCumReturnAvgReturnAvgDurationAllTrades29-1.0%-0.04%31daysProfitable1237.7%3.14%46daysLoss-Making17-38.7%-2.28%20daysLast20TacticalFXRecommendationsDescriptionOpenCloseOpenQuoteCloseQuotePotentialDayTimeDayTimeReturnLongEURUSD12-Mar-10"09:5

7、1"24-Mar-10"17:00"1.37351.3353-2.78%ShortUSDTWD31-Mar-10"01:47"21-May-10"17:00"31.740032.1500-1.28%ShortUSDSGD01-Apr-10"02:42"15-Apr-10"12:55"1.39761.37231.84%LongTRYBRL14-Apr-10"14:51"17-Jun-10"14:45"1.17781.1391-3.78%ShortEURGBP