汇市新闻

STEER模型显示纽元/美元依然被严重高估

日期:2015-12-01
    法国巴黎银行(BNPP)周一(11月30日)提供了最新量化交易模型STEER给出的主要货产品公允价值对比信号。
  某分析师表示:“多数G10主要货产品对交投情况与STEER公允值信号相符,除了纽元以外。同时G10货产品的净多头头寸显著低于5年移动均线。”
  某分析师指出,纽元/美元存在严重高估的情况,STEER公允值仅为0.6203,但汇价的Z-Scores达到2.0以上。
    某分析师补充道:“纵观新兴市场,美元/南非兰特是唯一出现STEER公允值与交投情况不符的货产品对,目前汇价显著高于STEER公允值13.9188。”
北京时间05:57,纽元/美元报0.6582,美元/南非兰特报14.4467。    
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