# Articles We Read This Week
Source: https://www.yieldcurve.pro/blog/articles-we-read-this-week-001  
Published: 2023-09-14  
Tags: Gold, Momentum, Trend, Value, Yield Curve, noindex

_A curated collection of informative articles from the interwebs!_

# Articles We Read This Week

<br />

### Gold Market Commentary: Can gold bear the bond steepener?

Article by the World Gold Council (who knew?) describing an interesting
Gold Return Attribution Model (GRAM). They show a nice table summarizing
an analysis of asset returns during different bear/bull/flattener/steepener
yield curve regimes.

<a href="https://www.gold.org/goldhub/research/gold-market-commentary-august-2023" target="_blank">Read</a>

<br />

### Value and Momentum Factors in Fixed Income

Andrew Miller's Alpha Architect guest post provides some interesting
insights on how to construct a fixed-income value factor for bond
sectors of varying credit risk.

<a href="https://alphaarchitect.com/2018/02/factors-in-fixed-income" target="_blank">Read</a>

<br />

### Yield Curve Trades with Trend and Momentum

NewFound CIO, Corey Hoffstein's piece is reminiscent of work done by
Jordan Brooks and Tobias Moskowitz at AQR. He adds some cool insights
on how to account for rebalance timing and thoughts on how to add
bond exposure to other types of portfolios (portable beta).

<a href="https://blog.thinknewfound.com/2019/10/yield-curve-trades-with-trend-and-momentum" target="_blank">Read</a>