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Market Insight

Institutional Insights: Goldman Sachs - Equity Positioning & Key Levels

Equity Positioning and Key Levels|16 December 2024 | Summary:1.CTA Corner:We have CTAs modeled long +$129bn of global equities(75th%tile) after buying +$25bn of equities last week globally (link).2.GS...

FX Options Insights 16/12/24

FX Options Insights 16/12/24The cash hedging of soon-to-expire FX option strikes may enhance nearby support and resistance levels, while also potentially attracting FX price movements towards each...

Institutional Insights: BofA Systematic Flows Monitor

Systematic Flows MonitorTrend followers overweight US equities and USD with low unwind risk currently CTAs long US equities and neutral in Europe & JapanAccording to our model, CTAs remain long US...

Institutional Insights: Goldman Sachs Tactical Flow of Funds 13/12/24

GS Tactical Flow-of-Funds: The Twelve Days of Flowsa. We are entering the best seasonals of the year for US equities, and the bar for being bearish right now remains high with 12.5 days to trade.b....

FX Options Insights 13/12/24

FX Options Insights 13/12/24FX implied volatility is easing as the weekend approaches, but significant declines are expected to be limited ahead of next week's meetings of the U.S., Japanese, and...

USDJPY Seasonal & Structural Setup

USDJPY Seasonal & Structural SetupIn this update we review the recent price action in the USDJPY and identify the next high probability trading opportunity and price objectives to target using...

FX Options Insights 12/12/24

FX Options Insights 12/12/24FX options were positioned for heightened volatility in response to policy announcements from the Swiss and European central banks on Thursday. At the same time, 1-week...

Institutional Insights: Societe Generale 2025 US Equity Strategy

Societe Generale 2025 US Equity StrategyExecutive summary US. From inauguration day to the first 100 days and beyond. The three big positives under the new US government: 1) lower taxes to accelerate...

FX Options Insights 11/12/24

FX Options Insights 11/12/24U.S. CPI data aligned with expectations, but short-dated option implied volatility declines were slight, as there remains the possibility of heightened FX realized...