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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Which Asset Classes Perform Well in the Months Following a Bear Steepener?
Tags: Bear Steepener, Bonds, ETFs, Equities, GICS, Yield Curve
Evaluating the Health of Today's US Treasury Auction
Tags: Auction, Bid to Coverage Ratio, Bills, Bonds, Notes, US Treasury
A simple study to determine if the yield curve actually follows a somewhat predictable cycle.
Tags: Bear Steepener, Economic Cycle, Yield Curve