20160816-法国巴黎银行-STEER_Model-Trading_Signals_11页_293kb

报告摘要

BNP Paribas STEERTM 模型提供了当日的外汇交易信号，涵盖了多个货币对的短期价值偏离（z-score）分析，并附有相关图表和策略团队联系方式。模型主要关注G10货币、新兴市场货币以及拉丁美洲货币的走势预测，并对交易信号的执行情况进行了跟踪。

15-Aug-16: SHORT USDMXN
- 入场汇率: 18.1653
- 目标: 18.0182
- 止损: 18.2388
- 回报率: 0.00%

08-Aug-16: SHORT GBPUSD
- 入场汇率: 1.3046
- 目标: 1.2880
- 止损: 1.3236
- 回报率: 0.87%
02-Aug-16: SHORT USDJPY
- 入场汇率: 102.2200
- 目标: 97.2234
- 止损: 103.8500
- 回报率: 1.09%
12-Aug-16: LONG EURNOK
- 入场汇率: 9.1734
- 目标: 9.2905
- 止损: 9.1042
- 回报率: 0.05%
26-Jul-16: LONG EURGBP
- 入场汇率: 0.8402
- 目标: 0.8769
- 止损: 0.8249
- 回报率: 2.84%
01-Aug-16: LONG USDSGD
- 入场汇率: 1.3394
- 目标: 1.3507
- 止损: 1.3337
- 回报率: 0.30%
11-Aug-16: LONG USDTWD
- 入场汇率: 31.3270
- 目标: 31.4875
- 止损: 31.2467
- 回报率: 0.06%

02-Aug-16: SHORT USDPEN
- 入场汇率: 3.3455
- 结束汇率: 3.3103 (08-Aug-16)
- 回报率: 1.05%
01-Aug-16: LONG USDKRW
- 入场汇率: 1108.2000
- 结束汇率: 1101.0300 (10-Aug-16)
- 回报率: -0.65%
10-Aug-16: SHORT USDMXN
- 入场汇率: 18.4418
- 结束汇率: 18.3009 (10-Aug-16)
- 回报率: 0.76%
11-Aug-16: SHORT USDMXN
- 入场汇率: 18.4460
- 结束汇率: 18.3038 (11-Aug-16)
- 回报率: 0.77%
11-Aug-16: LONG USDCOP
- 入场汇率: 2942.2600
- 结束汇率: 2929.9800 (11-Aug-16)
- 回报率: -0.42%

货币	STEER 目标	当前汇率	z-score	上界	下界
EURNOK	9.2905	9.1740	-1.45(-1.27%)	9.4112	9.1697
EURUSD	1.1295	1.1170	-0.85(-1.12%)	1.1514	1.1076
AUDUSD	0.7765	0.7680	-0.77(-1.18%)	0.7941	0.7590
EURGBP	0.8769	0.8640	-0.71(-1.44%)	0.9032	0.8507
GBPUSD	1.2880	1.2920	0.17(0.32%)	1.3232	1.2527
EURCHF	1.0868	1.0890	0.22(0.16%)	1.0981	1.0755
USDCAD	1.2889	1.2940	0.34(0.35%)	1.3094	1.2684
NZDUSD	0.7152	0.7200	0.44(0.69%)	0.7323	0.6981
EURSEK	9.3338	9.4630	1.44(1.36%)	9.4676	9.1999
USDJPY	97.2234	101.00	1.92(3.78%)	100.2036	94.2432

货币	STEER 目标	当前汇率	z-score	上界	下界
USDTWD	31.6551	31.3340	-1.94(-1.02%)	31.9034	31.4068
USDTHB	34.7996	34.6190	-1.06(-0.52%)	35.0563	34.5429
USDPHP	46.6453	46.4850	-0.40(-0.34%)	47.2396	46.0509
USDKRW	1103	1102	-0.11(-0.12%)	1121.3230	1084.8840
USDSGD	1.3455	1.3440	-0.09(-0.08%)	1.3619	1.3292
USDIDR	13104	13133	0.25(0.22%)	13279.3996	12927.8396
USDINR	66.7733	66.8890	0.44(0.17%)	67.1633	66.3833
USDMYR	3.9534	4.0130	1.40(1.49%)	4.0173	3.8895

货币	STEER 目标	当前汇率	z-score	上界	下界
USDCOP	2943	2930	-0.51(-0.44%)	2980.6433	2905.7833
USDCLP	649.89	649.40	-0.12(-0.07%)	655.4671	644.3205
USDPEN	3.2946	3.3150	0.60(0.62%)	3.3458	3.2433
USDBRL	3.1597	3.1920	0.93(1.02%)	3.2122	3.1072
USDMXN	17.9420	18.1710	1.56(1.26%)	18.1626	17.7214

姓名	职位	地点	电话	邮箱
Steven Saywell	Global Head of FX Strategy	London	44 20 7595 8487	steven.saywell@uk.bnpparibas.com
Michael Sneyd, CFA	FX Strategist & Lead Quant Strategist	London	44 20 7595 1307	michael.sneyd@uk.bnpparibas.com
James Hellawell	Quantitative Strategist	London	44 20 7595 8485	james.hellawell@uk.bnpparibas.com
Sam Lynton-Brown	FX Strategist	London	44 20 7595 8467	sam.lynton-brown@uk.bnpparibas.com
Charlotte Puhringer	Graduate	London	44 20 7595 8270	charlotta.puhringer@uk.bnpparibas.com
Daniel Katzive, CFA	Head of FX Strategy North America	New York	1 212 841 2408	daniel.katzive@us.bnpparibas.com
Vasilis Koutsaftis	FX Options Strategist	New York	1 212 471 7973	vasilis.koutsaftis@americas.bnpparibas.com