Via a Bloomberg piece on the the Swiss franc
- three of SG's highlight that the CHF is overvalued and is expected to revert to its longer term average
- three models look at price reversion, valuation versus other currencies, and the slope of yield curves
- have time horizons of one to six months
- All three together suggest a weaker franc
SG say the models can be "wrong-footed by unforeseen external factors"
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Models point to SEK as best to buy into year end.
