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ID:8221847
大小:1.03 MB
页数:11页
时间:2018-03-10
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1、Thisdocumenthasbeenproducedby:USDequityandratesmomentumremainsbullish,incontrasttoBNPParibasLondonBranchUSDFXmomentumwhichisstronglybearish.TheoverallscoreforUSDmomentumcurrentlystandsat+26(-/+100scale).AlexJekovNZDmomentumisverybearishat-72,driven
2、mainlybyratesandGraduateequitymomentumturningmorebearish.CADbullishmomentumhasincreasedtoascoreof+57asFXMichaelSneydmomentumturnsmorebullish.GlobalHeadofFXStrategy&GBPmomentumremainsbullishwithascoreof+26,asequityandCross-AssetStrategistFXmomentumr
3、emainpositive.Chart1:USDequityandratesmomentumstillbullishChart2:NZDmomentumremainsverybearishChart3:CADbullishmomentumcontinuesChart4:GBPmomentumstillbullishAllchartsources:Macrobond,BNPParibasAllchartsources:Macrobond,BNPParibasInChart3,eachcompone
4、ntscorevariesbetween+/-33.3.InCharts1,2and4,theoverallscoreisasumofthethreecomponentsandvariesbetween+/-100.BNPParibasFXmomentum(scaleof-100to100)100BullishmomentumBNPParibasFXMomentum5716-Jan-201809-Jan-201850262617540-2-8-50-25-72-100Bearishmomentu
5、mCADUSDGBPNOKSEKEURCHFJPYAUDNZDSource:BNPParibasPleaserefertoimportantinformationattheendofthereport&MARDisclosureswww.GlobalMarkets.bnpparibas.comBNPParibasFXmomentumportfolioreturns*Source:Macrobond,BNPParibas*Portfolioofequally-weightedbasketsofea
6、chG10currencywithpositionsizesdeterminedbythemomentumscoresand10%voltarget.Indexedto1Jan2010.Three-yearplotofG10currencymomentumscoresUSDoverallmomentumGBPoverallmomentumEURoverallmomentumJPYoverallmomentumAUDoverallmomentumCADoverallmomentumAllchart
7、sources:Macrobond,BNPParibasAllchartsources:Macrobond,BNPParibas16January20182FXQuantInsightwww.GlobalMarkets.bnpparibas.comNZDoverallmomentumCHFoverallmomentumNOKoverallmomentumSEKoverallmomentumAllchartsources:Macrobond,BNPParibasAllchartsources:Ma
8、crobond,BNPParibasBriefintroductiontoBNPParibasFXMomentumBNPParibasFXMomentummeasuresthestrengthofacurrency’sbullishorbearishtrend,providingascoreforeachcurrencybetween+100and-100.Thelargerthescoreforacurrency,thestrongeritstrendappearstobe.Whenanexc
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