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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So You Have Chosen Your Return Stacked Asset Classes. Now What?
So You Have Chosen Your Return Stacked Asset Classes. Now What?
So You Have Chosen Your Return Stacked Asset Classes. Now What?
Three articles discussing machine learning applied to the yield curve
Evaluating the Health of Yesterday's US Treasury Auction
Which Asset Classes Perform Well in the Months Following a Bear Steepener?
Evaluating the Health of Today's US Treasury Auction
A simple study to determine if the yield curve actually follows a somewhat predictable cycle.
Evaluating the Health of Yesterday's US Treasury Auction