G10 positioning snapshot; what's the trade? – TD

What's crowded and what isn't?
TD Research discusses the current positioning in the FX market. 
"
Our positioning index tracker (PIT) has performed well the past few
years, generating a Sharpe ratio of around 0.8. In turn, we highlight a
few positioning trends across the FX landscape, starting with the broad
USD.

Leave a Comment

Leave a Reply

Your email address will not be published. Required fields are marked *