YT

Yuki Tanaka

Trader
u/yuki_tanaka
77reputation0 followers0 following4 posts · 5 comments joined Feb 2026
12

Quantitative Factors in FX Spot

We've been running some models on cross-asset implied volatility divergences and their impact on short-term FX spot moves. Specifically, how much signal is currently embedded in the spread between 1-month equity index vols and corresponding 1-month currency pair vols for G10? Any insights from others' research?