Most positioning datasets are lagged and noisy, revealing shifts only after prices have already moved. This makes it difficult for portfolio managers, strategists, and quant teams to act with conviction.
Live FX Positioning Data from Vanda changes that.
What it is
Live FX Positioning Data delivers a continuously refreshed view of speculative activity in OTC FX options. Updated every 10 minutes it provides a near-current snapshot of how positioning is shifting giving you the confidence to respond as the market moves.
Why it matters
Live visibility. Updated every 10 minutes giving you the earliest signal of speculative shifts.
- Correlated with price action: As shown in the chart, our option flow data moves in step with price action providing a direct lens into crowd dynamics. Back tested studies show positioning shifts often precede price reversals, mean reversion, and momentum surges.
- Clean, curated data: Delivered fully normalised and disaggregated, ready to plug directly into your models. Our proprietary data cleaning removes noise and outliers, ensuring a robust historical series.
- Actionable edge: Proven to enhance mean reversion, contrarian, momentum, and discretionary macro strategies. Vanda’s research team has used this data to generate high-conviction macro calls.
- The impact: This is the first dataset that lets you see speculative positioning shifts as they happen. It turns sentiment into signal and signal into alpha.
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