MEXGroup：晚间专题技术报告2020-08-27

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Focus of foreign exchange market
In terms of safe haven currencies,日内，美元指数震荡。数据方面，今晚20:30，美国将公布初请人数和第二季度GDP;目前市场预计第二季度GDP修正值可能比初值稍稍好一些;初请人数为100万人，考虑到近期美国的疫情整体有缓解的趋势，如数据较好有望给予美元一定支持。而今晚的焦点集中在了美联储主席鲍威尔的讲话，目前市场普遍预计美联储主席鲍威尔将在会上进一步透露美联储的政策框架。总的来说，鲍威尔的讲话立场偏鸽，但是这已经在市场的预期当中;如果他没有释放更加鸽派的信号，那么美元指数不可能大幅下挫，反而有企稳的可能。

On the European side,日内，欧元、英镑同样波动不大。虽然最新一轮脱欧谈判再度陷入困境，但英国负利率预期的下降，英镑在近日也获得了一定提振。而目前市场的焦点主要集中在美联储鲍威尔的讲话上，如鲍威尔的将会不及市场预期鸽派提振美元，短线欧系货币或有下调;反正亦然。

In terms of commodity currency,日内，澳元、纽元整体较为强势。一方面是因美国有望在年底前研制出新冠疫苗;另一方面，随着市场风险偏好情绪回暖，大宗商品的走高，亚洲股市的继续走高，也给予了支持。此前新西兰官员表示，该国最新一轮疫情的影响正比预期更早消退，因而经济恢复增长前景重新看好也支撑了纽元。整体来看，短期我们还是维持澳元、纽元为震荡偏多的结构。

MEX Quantitative strategy year to date relative benchmarkS&amp 500 Total Return IndexAnnualized alpha(α)by13%。The quantitative model adjusts positions weekly and places orders at the opening on Mondays and closes positions on Fridays, with each currency facing a standard hand,Suggest setting stop loss at0.3%。在没有考虑实际杠杆下，MEXThe quantitative strategy has significantly outperformed the target since the beginning of the year. For details, please refer to the "Quantitative Topic: Construction Based on Momentum Reversal Strategy"G7货币对冲组合》。The net value of the portfolio increased last week0.06%。This week's combination and as of Beijing time8month27day16:23盈亏如下，利差(库存费)为正向。


commodity market
goldaspect,日内，黄金整体偏弱。一方面是因美国副总统彭斯表示有望在年底前研制出新冠疫苗，市场风险偏好情绪继续回暖;另外，美元的反弹和美国经济数据好转也施压金价。同样建议大家关注鲍威尔今晚的讲话。

In terms of oil prices,日内，油价同样小幅回落。虽然飓风的影响以及库存减少的利好支撑着油价，但美国选情及贸易地缘局势的不确定性仍困扰多头投资情绪，令油价缺失更多续升动能。短线维持油价为震荡结构。

abstract
CFTC资金流数据显示，加元、美元空头仍处于极值，因此，预计短期随着资金流入并支持其回涨，另外，欧元、纽元、澳元多头也处于极值。

Pound/USA and Australia/US bulls can cash in some profits.

Economic Calendar

(The above analysis only represents our views on the market and is for reference only;There are risks in the foreign exchange market, and investment needs to be cautious.MEXNot for(Direct or indirect)Responsible for any profit or loss that may arise from the use of this information.)
MEX Production ? Must be a boutique product
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