Alpha Report: Tear Sheets, Positioning Premiums, and The Dollar
The premiums surrounding macro flows
I recorded a short video breaking down the scenario analysis for GDP and recession risk here: (Also I started a YouTube channel as well. I would appreciate it if you subscribe there as well)
The most recent Macro Tear Sheets are below. The FX Tear Sheet has been added!
On the FX side of things, EURUSD is seeing a considerably implied volatility premium as we approach this lower level from 2022:
Rates on the long end between the US (white) and Eurozone (yellow) have been diverging which is WHY we have seen this type of move in EURUSD with rising implied volatility.
The same is true on the short end:
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