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Oct 05 - 09:55 AM

G10: Strong Preference For Mean-Reverting Strategies; Sticking With Fading Extremes Pricing N-Term - TD

By eFXdata  —  Oct 05 - 08:45 AM
TD Research discusses its preferred trading strategies in the near-term.
"We run through our MRSI factors to gauge FX performance relative to some of these narratives. We see a strong preference for mean-reverting strategies, underscoring the state of confusion in the past few months," TD notes. 
"Still, the performance of growth, terms of trade, and carry have started to bounce back. We think these macro styles will remain important for FX but are also keen to stick with fading extreme narrative pricing," TD adds. 
TD Bank Research/Market Commentary


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