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Exante Data

@exantedata

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linkhttp://exantedata.com calendar_today11-10-2016 20:40:14

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Visit our Media and News page for the latest updates, including the recent Bloomberg News feature from our Senior Macro Strategist, Alex Etra. Stay informed with all our latest insights and company news. Click here to view all: homepage.exantedata.com/media-news/ #Finance #News #Economy

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The largest absolute flows over the past 7 days have been in the following ETFs: $SPY (-$8.8B) $EFV ($3.8B) $LQD (-$3.2B) $QQQ (-$3.1B) $VOO ($2.3B)

The largest absolute flows over the past 7 days have been in the following ETFs: $SPY (-$8.8B) $EFV ($3.8B) $LQD (-$3.2B) $QQQ (-$3.1B) $VOO ($2.3B)
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2 Hours ahead of the NY Open, our cross-asset model indicates a +0.10% gain for the S&P (while futures are up +0.19% since prior close). The signal from Commodities is most bullish (+0.18%), while the signal from FX is least bullish (-0.01%).

2 Hours ahead of the NY Open, our cross-asset model indicates a +0.10% gain for the S&P (while futures are up +0.19% since prior close). The signal from Commodities is most bullish (+0.18%), while the signal from FX is least bullish (-0.01%).
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Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +0.44% cumulatively during the period.

Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +0.44% cumulatively during the period.
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$USD has broadly weakened since 5AM this morning, with $JPY, $SEK, and $EUR appreciating the most vs. USD. The $JPY was strongest vs. USD with a 0.416% return, while the $MXN was weakest vs. USD with a -0.238% return. #Forex

$USD has broadly weakened since 5AM this morning, with $JPY, $SEK, and $EUR appreciating the most vs. USD. The $JPY was strongest vs. USD with a 0.416% return, while the $MXN was weakest vs. USD with a -0.238% return. #Forex
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The largest move in the last 24h was: Aluminum. There were no commodities that had returns greater than 2 standard deviations during the period.

The largest move in the last 24h was: Aluminum. There were no commodities that had returns greater than 2 standard deviations during the period.
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Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.99% in Asia, and -1.08% in Europe. Yesterday $BTC returned 0.98% in the American session.

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.99% in Asia, and -1.08% in Europe. Yesterday $BTC returned 0.98% in the American session.
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The largest move in the last 24 hours was: Italy 10s30s. G10 bond yields that had 2 standard deviation moves during the period include: Italy 10s30s, China 2s10s, China 10Y

The largest move in the last 24 hours was: Italy 10s30s. G10 bond yields that had 2 standard deviation moves during the period include: Italy 10s30s, China 2s10s, China 10Y
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The largest move in the last 7 days was: China 2Y. G10 bond yields that had 2 standard deviation moves during the period include: China 2Y

The largest move in the last 7 days was: China 2Y. G10 bond yields that had 2 standard deviation moves during the period include: China 2Y
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Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.

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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The biggest movers in global FX overnight, based on volatility adjusted returns, were #USDRUB, #USDKRW, #USDCNH, #USDMYR, & #USDJPY. For USD crosses, 5 out of 28 had positive returns. For EUR crosses, 7 out of 13 had positive returns. #Forex

The biggest movers in global FX overnight, based on volatility adjusted returns, were #USDRUB, #USDKRW, #USDCNH, #USDMYR, & #USDJPY. 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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5 Hours ahead of the NY Open, our cross-asset model indicates a +0.00% gain for the S&P (while futures are up +0.20% since prior close). The signal from Commodities is most bullish (+0.09%), while the signal from Rates is least bullish (-0.12%).

5 Hours ahead of the NY Open, our cross-asset model indicates a +0.00% gain for the S&P (while futures are up +0.20% since prior close). The signal from Commodities is most bullish (+0.09%), while the signal from Rates is least bullish (-0.12%).
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Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +0.5% cumulatively during the period.

Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +0.5% cumulatively during the period.
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Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Broad Debt and Treasury, while outflows are being seen in Investment Grade and Financials.

Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Broad Debt and Treasury, while outflows are being seen in Investment Grade and Financials.
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The largest absolute flows over the past 7 days have been in the following ETFs: $SPY (-$4.9B) $VOO ($2.5B) $TQQQ ($2.0B) $LQD (-$2.0B) $IVV (-$1.7B)

The largest absolute flows over the past 7 days have been in the following ETFs: $SPY (-$4.9B) $VOO ($2.5B) $TQQQ ($2.0B) $LQD (-$2.0B) $IVV (-$1.7B)
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2 Hours ahead of the NY Open, our cross-asset model indicates a -0.01% loss for the S&P (while futures are up +0.17% since prior close). The signal from Commodities is most bullish (+0.09%), while the signal from FX is least bullish (-0.11%).

2 Hours ahead of the NY Open, our cross-asset model indicates a -0.01% loss for the S&P (while futures are up +0.17% since prior close). The signal from Commodities is most bullish (+0.09%), while the signal from FX is least bullish (-0.11%).
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Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +0.47% cumulatively during the period.

Over the last 20 days, we have generally seen the S&P index closely track the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +0.47% cumulatively during the period.
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$USD has broadly weakened since 5AM this morning, with $MXN, $NOK, and $CHF appreciating the most vs. USD. The $MXN was strongest vs. USD with a 0.961% return, while the $NZD was weakest vs. USD with a -0.121% return. #Forex

$USD has broadly weakened since 5AM this morning, with $MXN, $NOK, and $CHF appreciating the most vs. USD. The $MXN was strongest vs. USD with a 0.961% return, while the $NZD was weakest vs. USD with a -0.121% return. #Forex
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The largest move in the last 24h was: Corn. Commodities that had 2 standard deviation moves during the period include: Corn, WTI, Brent, Copper

The largest move in the last 24h was: Corn. Commodities that had 2 standard deviation moves during the period include: Corn, WTI, Brent, Copper
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Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.69% in Asia, and 0.72% in Europe. Yesterday $BTC returned 1.02% in the American session.

Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.69% in Asia, and 0.72% in Europe. Yesterday $BTC returned 1.02% in the American session.