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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The lifecycle portfolio calculator treats future income as human capital — a bond-like asset — and uses Choi, Liu & Liu (2025) to derive an optimal equity glide path grounded in theory, not rules of thumb.
Tags: Asset Allocation, Bonds, Feature, Glide Path, Human Capital, Lifecycle, Merton, Portfolio Construction, Yield Curve
YCP's new Odds page brings Kalshi and Polymarket implied probabilities for Treasury yields, spreads, and Fed decisions — bridging prediction markets and fixed-income analytics on a single screen.
Tags: Feature, Federal Funds Rate, Federal Reserve, FOMC, Forecasting, Kalshi, Prediction Markets, US Treasury, Yield Curve
yieldcurve.pro now has a REST API. Bearer token auth, JSON responses, 9 endpoints covering yields, auctions, forwards, term premia, regimes, and FOMC decisions.
Tags: RestFUL API, Yield Curve