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.

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May 14, 2024 By yieldcurve.pro
How Good Have Recent US Treasury Auctions Been?


Looking At The Most Recent Auction By Tenor

Tags: Auction, Bid-to-Coverage Ratio, Bills, Bonds, Direct Bids, Indirect Bids, Notes, Price Tail, US Treasury


May 13, 2024 By yieldcurve.pro
Grading US Treasury Auctions


A Systematic Approach

Tags: Auction, Bid-to-Coverage Ratio, Bills, Bonds, Direct Bids, Indirect Bids, Notes, Price Tail, US Treasury


April 15, 2024 By yieldcurve.pro
Monthly 60/40 Equilibrium


What do current market movements in stocks and bonds have to say about 60/40 fund weights?

Tags: 60/40, Bonds, ETFs, SPY, Stocks, TLT


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