Positioning intelligence for FX and macro markets.
FX Engineer
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No two broker sentiment feeds are constructed the same way. Methodologies differ on client size weighting, A-book vs B-book, hedged positions, and retail vs institutional flows. Brokers strip out construction details from public displays.
FX hourly volatility profile correlates r=0.987 between 2005-2009 and 2020-2024. Despite electronic trading and crises, session peaks remain identical. Patterns trace to bank locations and overlaps, not tech changes.
