Hamburger
Request a demo
Close
Close
08.11.2022
USD - G10 fx: spot the odd one out
The eye inevitably gets drawn to the Fair Value Gap - the difference between spot price & Qi's model value. It immediately highlights any divergence between macro conditions & where an asset is trading. It is a huge time-saving tool, a way to quickly identify dislocations.

But that's the first step. The FVG needs to be broken down into the constituent parts.

An asset may be rich to its macro environment but, if model value is trending higher, then the market is simply moving quicker than fundamentals. That may be a reason not to chase the trade right-here-right-now. But it is not a reason to fade the directional move.

Qi portal users can see macro fair value versus the spot price on each model page via the "Historical Model Value" chart.

Qi API users may want to build a dashboard along these lines. A snapshot of Dollar G10 fx crosses as seen purely from a Qi model value perspective.

Spot the odd one out.
Close
Thank you for request
A team member will contact you soon shortly.
Request a demo
Explore Quant Insight's unique data, analysis and solutions to understand how you and your team can easily integrate our information into your workflow.
Book a 15 minute intro call here



Or, simply complete the short enquiry form on this page, and one of our team will be in touch via email.
Name: 
Company email: 
Tel number (optional): 
Company: 
My geographical location is:

My asset class focus is:
Submit