Tag Archives: zscore

Z-Score Outliers

 1y Z-Score Outlier: VSTOXX3 (-2.96), EURvsUSD_2s10s (-2.89), INR (-2.86), VSTOXX4 (-2.84), CHF_Vol2y (-2.75), NZD_Vol1y (-2.75), SEK_10s30s (-2.74), NZD_Vol6m (-2.70), NOK_Vol2y (-2.68), NZD_Vol3m (-2.66), NZD_Vol2y (-2.62), EURvsGBP_2s10s (-2.60), AUD_Vol3m (-2.52), AUD_Vol1y (-2.51), CHF_Vol1y (-2.51), KOSPI (+2.70)

 5y Z-Score Outlier: Eurodollar_Whites (-2.86), USDvsGBP_10y (-2.78), USDvsGBP_10y_Bond (-2.64), USDvsGBP_2y2y (-2.57), USD_2y (+2.64), USD_1y (+2.87), XBT (+2.98), KOSPI (+3.00)

10y Z-Score Outlier: USDvsGBP_10y (-2.97), USDvsGBP_2y2y (-2.85), USDvsGBP_10y_Bond (-2.82), USDvsGBP_1y1y (-2.63), USDvsGBP_5y5y (-2.56), TRY (+2.52), EURTRY (+2.54), XBT (+3.25)

#zscore, #rate, #xbt, #fx, #nzd, #eur, #vol, #chf, #krw, #sek, #aud, #gbp, #stock, #fxvol, #nok, #xmarket, #inr, #try, #em, #usd, #curve, #future

Z-Score Outliers

 1y Z-Score Outlier: NZD_Vol1y (-2.86), VSTOXX3 (-2.85), NZD_Vol6m (-2.83), NZD_Vol3m (-2.80), JPY_Vol3m (-2.76), VSTOXX4 (-2.76), INR (-2.74), NZD_Vol2y (-2.73), EURvsUSD_2s10s (-2.72), CHF_Vol2y (-2.64), SEK_10s30s (-2.64), AUD_Vol3m (-2.63), AUD_Vol1y (-2.61), NOK_Vol2y (-2.60), EURCZK (-2.59), AUD_Vol6m (-2.58), JPY_Vol6m (-2.54), JPY_Vol1y (-2.53), CHF_Vol1y (-2.51), ITA_2s5s10s_Bond (+2.64)

 5y Z-Score Outlier: Eurodollar_Whites (-2.78), USDvsGBP_10y (-2.70), USDvsGBP_10y_Bond (-2.58), USDvsGBP_2y2y (-2.51), USD_2y (+2.53), KOSPI (+2.69), USD_1y (+2.79), XBT (+2.91)

10y Z-Score Outlier: USDvsGBP_10y (-2.91), USDvsGBP_2y2y (-2.80), USDvsGBP_10y_Bond (-2.77), USDvsGBP_1y1y (-2.57), TRY (+2.51), XBT (+3.18)

#zscore, #nzd, #krw, #inr, #fly, #sek, #fx, #xmarket, #stock, #rate, #xbt, #chf, #nok, #em, #fxvol, #aud, #jpy, #eur, #future, #ita, #vol, #try, #czk, #curve, #gbp, #usd

Z-Score Outliers

 1y Z-Score Outlier: EURvsUSD_2s10s (-2.60), INR (-2.59), FRA_2y_Bond (+2.51), EUR_Vol1m (+2.59), ITA_2s5s10s_Bond (+2.65), SEK_Vol1w (+3.66), EUR_Vol1w (+4.00)

 5y Z-Score Outlier: Eurodollar_Whites (-2.67), USDvsGBP_10y (-2.65), USDvsGBP_10y_Bond (-2.57), KOSPI (+2.58), SEK_Vol1w (+2.68), USD_1y (+2.71), XBT (+2.88), EUR_Vol1w (+3.59)

10y Z-Score Outlier: USDvsGBP_10y (-2.86), USDvsGBP_2y2y (-2.78), USDvsGBP_10y_Bond (-2.76), USDvsGBP_1y1y (-2.55), EURTRY (+2.54), TRY (+2.62), XBT (+3.14)

#zscore, #stock, #fxvol, #fra, #ita, #fx, #eur, #try, #xmarket, #em, #gbp, #inr, #usd, #sek, #krw, #fly, #rate, #xbt, #future

Z-Score Outliers

 1y Z-Score Outlier: INR (-2.69), NZD_Vol1y (-2.53), NOK_Vol1w (+2.85), SEK_Vol1w (+3.69), EUR_Vol1w (+3.71)
 5y Z-Score Outlier: USDvsGBP_10y (-2.61), SEK_Vol1w (+2.62), USD_1y (+2.72), XBT (+2.88), EUR_Vol1w (+3.23)
10y Z-Score Outlier: USDvsGBP_10y (-2.83), USDvsGBP_2y2y (-2.73), USDvsGBP_10y_Bond (-2.66), USDvsGBP_1y1y (-2.51), EURTRY (+2.54), TRY (+2.63), XBT (+3.14)

#zscore, #eur, #fx, #usd, #gbp, #try, #fxvol, #rate, #em, #inr, #nok, #xbt, #nzd, #xmarket, #sek