The blog shares commentary on capital markets, interest rates, fixed-income securities, and the yield curve. Posts cover topics ranging from auction analysis to regime detection to yield curve similarity measures.
Instructions
Notes
Does adding gold to traditional stock-bond portfolios provide diversification? The answer is it (still) depends.
A curated collection of informative reads.
Does adding gold to traditional stock bond portfolios provide diversification? The answer is it depends.
A curated collection of informative reads.
How can we complement traditional 60-40 portfolios with alternative sources of return that provide diversification?
In light of recent setbacks for 60-40 funds it interesting to examine the differences in comovements between equity sectors and government bonds.
A curated collection of informative articles from the interwebs!
Revisiting different interest rate regimes.
A curated list of journal articles relevant to the capital markets, interest rates, etc.
How to discover similar interest rate environments?