**As seen in Online Tools > Factors, subscribe at cablefxm.co.uk/reports
G10FX Factors are published by Cable FX Macro Strategy and represent a proprietary tool aimed at Cable FX Macro research clients. Read our trading disclaimer for more information
This service is provided to professional directional traders looking to add a quantitative tool to their outlook. Factor rankings and components are updated monthly at the EoM close, and MTD % performance is up-to-the-minute
Upper left panel lists factor performance over the month, below you'll find the components for each basket in a long-only format. Change factor components using the hover menu above the table
Upper right chart ranks the G10FX by the composite model result, the composite is a cumulative ranking of the three factors (carry, volatility, momentum). Change factor ranking using the hover menu on top of the chart
Lower left chart displays a historic M/m % change for the G10FX composite model up to one year. The lower right is the historic performance in index terms to provide further visual guidance.
All data must be available to download
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