Читать книгу The Foreign Exchange Matrix - Barbara Rockefeller - Страница 30

There are a selection of indictors that can be used to assess risk in financial markets. Many of these are based on markets or areas other than FX, but conclusions can be extrapolated from these to the FX market. These risk gauges give FX traders reliable guidance towards direction, but not necessarily about the magnitude of moves. Traders use these risk gauges mostly to red flag potential trend changes.

These indicators are:

1 The VIX

2 Risk reversals

3 Federal Reserve stress indexes

4 Bank stress indexes

5 Inflation breakevens and inflation swaps

6 Corporate spreads/credit default swaps

7 Prices of commodities