Exante Data @ExanteData

Data driven insights before the consensus We serve the world's top institutional investors. Check out: https://t.co/WcLvjdLaHc https://t.co/RWQ9sYIeag (substack) exantedata.com New York, NY Joined October 2016

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Exante Data @ExanteData

8 hours ago

Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.

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Exante Data @ExanteData

14 hours ago

The largest move in the last 7 days was: US 30Y. There were no G10 bond yields that had a 2 standard deviation move during the period.

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Exante Data @ExanteData

14 hours ago

The largest move in the last 24 hours was: Ger. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Ger. 2s10s, German 2Y

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Jens Nordvig @jnordvig

18 hours ago

JPY underperforming after LPD leadership uncertainty. USD soft vs Asia (NFP catch up effect it seems)

Exante Data @ExanteData

20 hours ago

JPY underperforming after LPD leadership uncertainty. USD soft vs Asia (NFP catch up effect it seems)

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Exante Data @ExanteData

15 hours ago

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.05% in Asia, and 1.19% in Europe. Yesterday $BTC returned -0.07% in the American session.

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Exante Data @ExanteData

16 hours ago

The largest move in the last 24h was: Palladium. There were no commodities that had returns greater than 2 standard deviations during the period.

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Exante Data @ExanteData

17 hours ago

Over the last 20 days, we have generally seen the S&P index outperform the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +1.63% cumulatively during the period.

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Exante Data @ExanteData

17 hours ago

2 Hours ahead of the NY Open, our cross-asset model indicates a +0.28% gain for the S&P (while futures are up +0.21% since prior close). The signal from Global Equities is most bullish (+0.40%), while the signal from Commodities is least bullish (+0.14%).

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Exante Data @ExanteData

18 hours ago

The largest absolute flows over the past 7 days have been in the following ETFs: $SPY (-$12.0B) $VOO ($3.2B) $IVV ($2.7B) $QQQ (-$2.3B) $VXUS ($0.8B)

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Exante Data @ExanteData

18 hours ago

Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Gold and Health Care, while outflows are being seen in Large Cap and Small Cap.

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Exante Data @ExanteData

20 hours ago

Over the last 20 days, we have generally seen the S&P index outperform the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +1.65% cumulatively during the period.

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Exante Data @ExanteData

20 hours ago

5 Hours ahead of the NY Open, our cross-asset model indicates a +0.28% gain for the S&P (while futures are up +0.25% since prior close). The signal from Global Equities is most bullish (+0.40%), while the signal from FX is least bullish (+0.10%).

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Exante Data @ExanteData

20 hours ago

The biggest movers in global FX overnight, based on volatility adjusted returns were #USDTHB, #USDIDR, #USDHKD, #CHFJPY, & #USDAUD. For USD crosses, 5 out of 28 had positive returns. For EUR crosses, 7 out of 13 had positive returns. #Forex

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Exante Data @ExanteData

2 days ago

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.25% in Asia, and 0.29% in Europe. Yesterday $BTC returned -0.06% in the American session.

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Exante Data @ExanteData

3 days ago

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.12% in Asia, and -0.02% in Europe. Yesterday $BTC returned 0.12% in the American session.

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Exante Data @ExanteData

3 days ago

The largest move in the last 7 days was: Gold. Among the major cryptocurrencies and global assets those that had 2 standard deviation moves in the last 7 days include: Gold

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Exante Data @ExanteData

3 days ago

Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.

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Exante Data @ExanteData

3 days ago

$USD has broadly weakened since last Friday, August 29, with $SEK, $EUR, and $CHF appreciating the most vs. USD. The $SEK was strongest vs. USD with a 0.759% return, while the $CAD was weakest vs. USD with a -0.611% return. #Forex

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Exante Data @ExanteData

3 days ago

Here is a broad view of global stock indices. During the last week, top gainers based on volatility adjusted returns include: IPSA (3.56%), NZX50 (2.14%), BMVIPC (3.08%). In contrast, least performers were DAX (-1.37%), ASX200 (-1.11%), NOK OSEAX (-1.44%).