Global Currencies (FX)

Foreign exchange markets reflect real-time shifts in global liquidity, rates expectations and institutional flows. SIGMA analyses major pairs to detect regime transitions, volatility contractions and flow-driven inflection points that often precede directional moves, isolating the moments when risk appetite rotates, leverage builds or unwinds and liquidity conditions change enough to alter trend structure. These timing signals help clients see when currency risk is rising or stabilising, when hedges should be adjusted and when cross-asset flow patterns are set to shift, across majors, commodity-linked FX and selective EM exposures.