Global Flow Analytics is designed to extract directional asset price signals from detailed capital flows analysis.
The service has two layers:
1. Comprehensive Data and Analytics Platform
The platform is designed to support FX and rates strategy. You can do your own analysis, looking at more than 10,000 data series for more than 30 countries, updated at the highest frequency possible on exantedata.com.
2. Human Synthesis and Interpretation
We complement the hard data and the raw model outputs with our interpretation to derive signals for asset prices. We communicate our strategy narrative through timely blog-posts and emails.
Our online platform is comprised of several product lines, including our China Flow Analytics, Global Flow Analytics, Emerging Markets Flow Analytics, Central Bank Flow Analytics, FX Factor Models, FX Valuations, FX Positioning, and FX Models & Tools . We are constantly adding new data and product lines to our service as well, and will soon be expanding our Fixed Income Analytics.
The Online Platform Products
We built our Global Flow Analytics platform with the aim of providing the most accurate, timely, consistent, and comprehensive cross border flow data possible and making it available on a simple to use interface. Here we collect data from over 30 countries individual balance of payments to frame the cross border flows, adjusting the series such that they are consistently presented in an intuitive manner for easy comparison and contrast.
Our FX Factor Model is a product designed to decompose the movements of currencies based on its component explanatory variables. For each currency cross we have determined a set of variables that we believe are key in explaining the movements of the currency and we have created an intuitive interface to easily display the model explained path, including the various contributions from the factors, and contrasted to the actual path of the currency.
For more than 30 countries, we provide a battery FX valuation metrics. Because each country is unique, we have created several variants. Market positioning can provide insightful information as to imbalances and risks currently present in an asset class. To capture this information for various currencies, we created our FX Positioning Analytics, which includes two major components – proprietary data according to our CTA models and reported data from the CFTC
Our China Flow Analytics platform looks to fill unique data gaps with regards to China in a way that can help clarify both the short and long-term direction of the currency. As China is unlike any other country in its simple to use interface. Here we collect data from over 30 countries series and models to track in real time individual balance of payments to the FX currency management regime including our own daily FX intervention and fixing models.
Through Central Bank Flow Analytics, we provide a comprehensive view of the behavior of central bank FX reserve managers. Because of their large size in the market, and their importance in FX markets generally, tracking reserve manager behavior is crucial to understanding FX markets more broadly.
Given the intense interest in EM FX, and the close tie between EM portfolio flows and EMFX pressure, we created a product that focuses on EM portfolio flows specifically. The product is designed to provide the most timely, accurate, and comprehensive view of EM portfolio flows. With 16 countries covered, and with daily data series for most, the Emerging Market Flow Analytics provides a very timely gauge for the portfolio flows into emerging markets and the currency pressure being generated.
We combine unique data and modeling infrastructure with human interpretation and discretionary mapping into directional asset price views. We use multiple channels to provide customer alerts.
