My Views For Equities, Rates & FX
great piece
Thanks man
I've got 3 questions
SR3 rate expectations in the last image just sfr contracts price?
the corr time frame is hourly?
And what does positive corr indicate compared to a negative corr (>0.6)
1) yes
2) daily
3) strong correlation. E.g as differentials move up, dollar moves up
When strong positive/negative corr just means that the move is macro driven. I'm asking if this the only tell from looking at corrs
I apologize if am asking too many questions
Yes that’s correct. Np, ask away !
great piece
Thanks man
I've got 3 questions
SR3 rate expectations in the last image just sfr contracts price?
the corr time frame is hourly?
And what does positive corr indicate compared to a negative corr (>0.6)
1) yes
2) daily
3) strong correlation. E.g as differentials move up, dollar moves up
When strong positive/negative corr just means that the move is macro driven. I'm asking if this the only tell from looking at corrs
I apologize if am asking too many questions
Yes that’s correct. Np, ask away !