Download as PDF Introduction Over the past few years, volatility in the foreign exchange markets has entered a marked downward trend, which ultimately culminated with the signing of the US-China Phase One trade deal in January 2020. This descending movement has characterised both Developed and Emerging Markets currency pairs and Read more…
Given the recent market volatility, and the prolonged commodity rout, we decided to investigate whether some long-term relationships are still present on the market. And, of course, we looked for potential trades arising from the situation. We analysed different commodities on different time-frames (from 5-minute to weekly data). While noise Read more…
The first point is that the Greek equity index level is very stretched: RSI is now over 70 and price levels already reached the upper Bollinger band. Although this would already be enough to short the index, a closer look at historical data corroborates this feeling. The true driver seems Read more…