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Tag: interest rate
Chart of the Month – Interest Rate vs Equity “Fear”: Two different worlds
Interest Rate vs Equity "Fear": Two different worlds SRVIX vs VIX "gap" is once again getting very extreme. The current gap has been mentioned during multiple conversations with HF managers recently. They also confirmed that equities are not realizing much volatility nor is much "exogenous" risk being priced in for…
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Cosa aspettarsi dal dollaro per il prossimo anno
Cosa aspettarsi dal dollaro per il prossimo anno Considerando l’inizio del ciclo di tagli della FED e il modello di fair value sottostante, potremmo quasi affermare che la forza del dollaro (USD) è stata piuttosto sorprendente quest'anno. Il grafico rappresentato mostra un confronto tra: il differenziale tra il rendimento a…
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Chart of the Month – Could the USD/EUR surprise on the downside in 2020?
Could the USD/EUR surprise on the downside in 2020? The strength of the USD has been quite surprising this year when looking at central banks activity and fair value models. It is now up 4.0% versus the EUR at 1.10. The US Federal Reserve reversed course in early 2019 by…
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Chart of the Month – “Something’s gotta give”
“Something's Gotta Give” Something's Gotta Give is a 2003 American romantic comedy starring Jack Nicholson and Diane Keaton who find love for each other in later life, despite being complete opposites. Why is the USD so weak recently despite the 10-year interest differential between the US and Germany indicating the…
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