Thanks FXMacroGuy, started following you recently and the amount of detail is so impressive. Agree generally on your equity and FX views - JPY feels like a longer term train despite this week whilst EUR is the one I thought would disappoint due to ECB potential to flip flop.
Thank you very much, as always appreciate it a lot.
I got a quesiton regarding the VIX COT position. "VIX futures had a -2.35 SD change in Commercial net positions and a +1.96 SD change in Large Trader net positions, which suggests short-term lower volatility". Why does this position suggest short-term lower volatility?
Thank you very much. Appreciated it as always. I got a question regarding the VIX COT position. "VIX futures had a -2.35 SD change in Commercial net positions and a +1.96 SD change in Large Trader net positions, which suggests short-term lower volatility". Why does this suggest short-term lower volatility?
It was great .thank you so much
Thanks FXMacroGuy, started following you recently and the amount of detail is so impressive. Agree generally on your equity and FX views - JPY feels like a longer term train despite this week whilst EUR is the one I thought would disappoint due to ECB potential to flip flop.
great take, thank you!
Allays enjoy your substack. Thanks
appreciate your work. ;)
Absolutely insane amount of useful information. FX is amazing at consolidating it into a single publication.
Keep up the good work!
Thank you very much, as always appreciate it a lot.
I got a quesiton regarding the VIX COT position. "VIX futures had a -2.35 SD change in Commercial net positions and a +1.96 SD change in Large Trader net positions, which suggests short-term lower volatility". Why does this position suggest short-term lower volatility?
BEst Regards
Thank you very much. Appreciated it as always. I got a question regarding the VIX COT position. "VIX futures had a -2.35 SD change in Commercial net positions and a +1.96 SD change in Large Trader net positions, which suggests short-term lower volatility". Why does this suggest short-term lower volatility?
Best Regards