ABN Amro launches e/$ indicator
The model assesses market volatility and positioning, giving a probability factor as to likely movements in the currency pair in the coming week. It was built from data collated between January 2000 and December 2002, and tested for the period between January 2003 to the end of last month.
Aziz McMahon, senior FX strategist at the bank in London, said the tool provides traders and portfolio managers with an extra level of sophistication and choice in managing their currency exposure.
"Regime
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