The US Dollar Index ($DXY) represents a weighted basket of currencies
CURRENCY WEIGHT
Euro (EUR) 57.6%
Japanese Yen (JPY) 13.6%
British Pound (GBP) 11.9%
Canadian Dollar (CAD) 9.1%
Swedish Krona (SEK) 4.2%
Swiss Franc (CHF) 3.6%
I believe these currencies will depreciate on a net basis relative to the the USD for these reasons:
1) The Federal Reserve has...
SHAFF’s Volume Weighted Cycle (VWC) Model uses the monthly time frame and has predictive capacity using the following conditions:
BULL MARKET CONTINUATION:
1) Volume change stays positive (green)
2) 12 Day Exponential Moving Average stays above the 100 Week Exponential Moving Average
3) Positive MACD
BEAR MARKET BEGINNING:
1) Volume change turns negative...
The federal reserve uses a large set of indicators to measure the risk premium in US economy asset prices. The ICE MOVE index which measures the volatility of the US Treasury market is one of those indicators, as government bonds theoretically provide a "risk free rate" to market participants
I believe that the infamous Fed put can be more readily measured in the...
