
Jens Nordvig
FX quantitative research, capital flows, alternative data, EM currencies
Jens Nordvig was global head of FX strategy at Nomura Securities before founding Exante Data in 2016. Exante Data provides institutional investors with alternative data products focused on capital flows, positioning, and currency market analytics. Nordvig is one of the most recognized quantitative FX economists, known for integrating fund flow data with macro analysis to generate currency forecasts. He has published extensively on dollar dynamics, global imbalances, and emerging market currency vulnerability, and is a frequent speaker at major currency conferences. His work on measuring speculative positioning in currency futures — and relating CoT data to subsequent currency returns — has provided FX practitioners with a systematic approach to identifying when crowded trades create mean-reversion opportunities across major and emerging market currency pairs.
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