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Alpha Report: Tear Sheets, Positioning Premiums, and The Dollar
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Alpha Reports

Alpha Report: Tear Sheets, Positioning Premiums, and The Dollar

The premiums surrounding macro flows

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Capital Flows
Jan 07, 2025
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Capital Flows
Capital Flows
Alpha Report: Tear Sheets, Positioning Premiums, and The Dollar
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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!

Tearsheet Fi 20250107 V1
10.5MB ∙ PDF file
Download
Download
Tearsheet Eq 20250107
6.12MB ∙ PDF file
Download
Download
Tearsheet Fx 20250107
4.03MB ∙ PDF file
Download
Download
Tearsheet Crypto 20250107
1.8MB ∙ PDF file
Download
Download

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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