Exante Data

Data driven insights before the consensus
We serve the world's top institutional investors

[Exante Data @ExanteData]

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

[Exante Data @ExanteData]

Here are 20, 50, and 200 day correlation matrices of daily returns for various asset classes including major cryptocurrencies

[Exante Data @ExanteData]

The largest move in the last 7 days was: Sweden 10Y. G10 bond yields that had 2 standard deviation moves during the period include: Sweden 10Y, Sweden 20Y

[Exante Data @ExanteData]

The largest move in the last 24 hours was: Swe. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Swe. 2s10s, Sweden 10Y, Sweden 20Y, Japan 10Y, Japan 5Y, China 5Y, Japan 2s10s, German 10Y (among others)

[Exante Data @ExanteData]

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

[Exante Data @ExanteData]

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 +1.84% cumulatively during the period.

[Exante Data @ExanteData]

2 Hours ahead of the NY Open, our cross-asset model indicates a -0.14% loss for the S&P (while futures are down -0.19% since prior close). The signal from Global Equities is most bullish (-0.10%), while the signal from Rates is least bullish (-0.19%).

[Exante Data @ExanteData]

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 Broad Debt, while outflows are being seen in Broad Equity and Treasury.

[Exante Data @ExanteData]

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 +1.86% cumulatively during the period.

[Exante Data @ExanteData]

The biggest movers in global FX overnight, based on volatility adjusted returns were #USDMYR, #USDIDR, #NOKSEK, #EURSEK, & #USDSEK. For USD crosses, 25 out of 28 had positive returns. For EUR crosses, 6 out of 13 had positive returns. #Forex

[Exante Data @ExanteData]

5 Hours ahead of the NY Open, our cross-asset model indicates a -0.09% loss for the S&P (while futures are down -0.11% since prior close). The signal from Global Equities is most bullish (-0.02%), while the signal from Commodities is least bullish (-0.20%).

[Exante Data @ExanteData]

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

[Exante Data @ExanteData]

The largest move in the last 7 days was: Japan 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Japan 2s10s, Japan 10Y, Japan 5Y

[Exante Data @ExanteData]

The largest move in the last 24 hours was: Japan 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Japan 2s10s, Japan 10Y, Japan 5Y, Japan 30Y

[Exante Data @ExanteData]

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

[Exante Data @ExanteData]

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 +2.15% cumulatively during the period.

[Exante Data @ExanteData]

2 Hours ahead of the NY Open, our cross-asset model indicates a +0.09% gain for the S&P (while futures are down -0.19% since prior close). The signal from Global Equities is most bullish (+0.11%), while the signal from FX is least bullish (+0.06%).

[Exante Data @ExanteData]

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 Broad Debt, while outflows are being seen in Broad Equity and Health Care.

[Exante Data @ExanteData]

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 +2.25% cumulatively during the period.

[Exante Data @ExanteData]

5 Hours ahead of the NY Open, our cross-asset model indicates a +0.10% gain for the S&P (while futures are down -0.11% since prior close). The signal from Rates is most bullish (+0.13%), while the signal from FX is least bullish (+0.06%).