FxWirePro: Trading rules for EM FX baskets amid global uncertainties
Aug 23, 2016 13:28 pm UTC| Insights & Views
A rule-based model to that goes long USD-EM in themonth (t+1) when economic policy uncertainty shows a large gain in the month (t) provides favourable returns over time. For the US and European uncertainty indices, all of...

FxWirePro: USD/JPY still the most expensive G10 volatility – Stay positioned with option knock outs
Aug 23, 2016 12:27 pm UTC| Research & Analysis Insights & Views
The latest FX options quant screener emphasizes that USDJPY remains the most expensive G10 volatility. It also has the most expensive smile parameters up to the 6m tenor. It suggests buying an RKO put, taking advantage...

Rising household leverage could tackle China’s massive debt build-up and support growth
Aug 23, 2016 12:16 pm UTC| Insights & Views
Chinas housing market has remained strong this year and has come as a surprise to many after the governments explicit voicing of housing bubble concerns. Chinas home sales were up 26.4 percent y/y in the first seven...
FxWirePro: Make or break moment for USD/JPY amid Fed’s patience and BoJ’s impotence
Aug 23, 2016 12:01 pm UTC| Central Banks Insights & Views
The dollar slipped lower against the other major currencies on Tuesday, as investors became more cautious ahead of Fridays speech byFederal Reserve Chair Janet Yellen. Market participants are hoping Ms. Yellen will give...

Quantimentals, signal surfing and fast walkers: mapping the rise of weird data
Aug 23, 2016 09:58 am UTC| Insights & Views Science
One of the lesser understood aspects of what you can do with massive stockpiles of data is the ability to use data that would traditionally have been overlooked or in some cases even considered rubbish. This whole new...

After Brexit, nationals could take a lesson in integration from immigrants
Aug 23, 2016 09:45 am UTC| Insights & Views Politics
Hate crimes in England, Wales and Northern Ireland reached a new peak after the UKs Brexit vote. This was sadly predictable, considering that one of the Leave campaigns key arguments in favour of exiting the European Union...

How Dostoevsky predicted Trump's America
Aug 23, 2016 09:36 am UTC| Insights & Views Politics
As a professor of Russian literature, Ive come to realize that its never a good sign when real life resembles a Fyodor Dostoevsky novel. Donald Trumps presidential campaign, with its riotous rhetoric and steady stream...