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

31 minutes 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

6 hours ago

The largest move in the last 7 days was: AU 10s30s. G10 bond yields that had 2 standard deviation moves during the period include: AU 10s30s

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Exante Data @ExanteData

6 hours ago

The largest move in the last 24 hours was: Ger. 10s30s. G10 bond yields that had 2 standard deviation moves during the period include: Ger. 10s30s, Fra. 10s30s, Italy 30Y, AU 30Y, German 30Y

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Jens Nordvig @jnordvig

11 hours ago

Main stories today: ILS stronger on Gaza peace plan hope CNH stronger and better industrial profits data

Exante Data @ExanteData

13 hours ago

Main stories today: ILS stronger on Gaza peace plan hope CNH stronger and better industrial profits data

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Exante Data @ExanteData

8 hours ago

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.43% in Asia, and 1.76% in Europe. Yesterday $BTC returned 1.48% in the American session.

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Exante Data @ExanteData

9 hours ago

The largest move in the last 24h was: NatGas. Commodities that had 2 standard deviation moves during the period include: NatGas

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Exante Data @ExanteData

9 hours ago

USD has broadly strengthened since 5AM this morning, with $SEK, $CHF, and $NZD depreciating the most vs. USD. The $MXN was strongest vs. USD with a 0.146% return, while the $SEK was weakest vs. USD with a -0.272% return. #Forex

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Exante Data @ExanteData

10 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 +1.61% cumulatively during the period.

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Exante Data @ExanteData

10 hours ago

2 Hours ahead of the NY Open, our cross-asset model indicates a +0.14% gain for the S&P (while futures are up +0.55% since prior close). The signal from Global Equities is most bullish (+0.27%), while the signal from FX is least bullish (-0.01%).

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Exante Data @ExanteData

11 hours ago

The largest absolute flows over the past 7 days have been in the following ETFs: $IVV ($39.9B) $VOO (-$25.4B) $SPY ($7.0B) $VUG (-$5.3B) $VXF (-$2.6B)

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Exante Data @ExanteData

11 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 Large Cap and Treasury, while outflows are being seen in Broad Equity and Financials.

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Exante Data @ExanteData

13 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 +1.59% cumulatively during the period.

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Exante Data @ExanteData

13 hours ago

5 Hours ahead of the NY Open, our cross-asset model indicates a +0.14% gain for the S&P (while futures are up +0.50% since prior close). The signal from Global Equities is most bullish (+0.26%), while the signal from Rates is least bullish (-0.04%).

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Exante Data @ExanteData

13 hours ago

The biggest movers in global FX overnight, based on volatility adjusted returns were #USDILS, #USDCNH, #USDJPY, #EURCZK, & #USDKRW. For USD crosses, 5 out of 28 had positive returns. For EUR crosses, 5 out of 13 had positive returns. #Forex

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Exante Data @ExanteData

a day ago

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.22% in Asia, and 0.27% in Europe. Yesterday $BTC returned 0.14% in the American session.

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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 -0.09% in Asia, and -0.08% in Europe. Yesterday $BTC returned 0.28% in the American session.

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Exante Data @ExanteData

3 days ago

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

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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 strengthened since last Friday, September 19, with $CAD, $NZD, and $JPY depreciating the most vs. USD. The $MXN was strongest vs. USD with a 0.189% return, while the $NZD was weakest vs. USD with a -1.451% 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: BMVIPC (1.82%), NOK OSEAX (1.41%), ZAR JSE40 (1.31%). In contrast, least performers were DKK OMXC20 (-5.5%), IND NIFTY50 (-2.69%), PHP PSEi (-3.79%).