Buy NOK, EUR, CHF And Sell NZD, JPY, GBP This Wk - G10 FX Scorecard

 | Mar 02, 2015 01:18PM ET

This week the scorecard recommends buying NOK, EUR and CHF while selling NZD, EUR and CHF (see suggested weights in portfolio in table below).

Last week’s signals resulted in a 0.2% gain. Especially the short NOK and AUD positions performed well, while the short SEK position was expensive.