The Forex module applies quantitative models to the currency market. It analyzes currency pairs using fair value, carry trade, volatility and momentum to generate positioning signals.
Analysis Models
- PPP (Purchasing Power Parity): Calculates the equilibrium exchange rate using the Big Mac Index and relative price data
- Carry Trade: Evaluates the interest rate differential between countries
- Implied Volatility: Analyzes FX options to measure movement expectations
- Momentum & Mean Reversion: Technical signals adapted to the currency market
- CFAR (Currency Fair Value): Proprietary multifactor fair value model
Signal Panel
Each currency pair receives a composite signal based on multiple models. The panel shows which currencies are undervalued, which have positive carry, and where momentum lies.
Quantitative approach: The signals are not subjective opinions but calculations based on real macroeconomic data, rate differentials and historical volatility.
Market Coverage
Major pairs (EUR/USD, GBP/USD, USD/JPY), European crosses, and emerging market currencies including MXN, BRL, ZAR and TRY.
Analyze currencies with quantitative models
Open Forex