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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Topics
Bonds 39 ETFs 32 Yield Curve 26 Stocks 21 SPY 19 TLT 19 Fixed Income 16 US Treasury 16 60/40 13 Auction 8 IEF 8 Bills 7
More topics (48)
Diversification 7 Notes 7 IEI 6 Treasury 6 Bid to Coverage Ratio 5 Duration 5 Gold 5 SHY 5 TLH 5 AGG 4 Bear Steepener 4 Bond Beta 4 Correlation 4 Feature 4 Forward Rates 4 GLD 4 iShares 4 Salomon Brothers 4 Stock Beta 4 Term Structure 4 Cash Management 3 Drawdown 3 Fixed-Income 3 GICS 3 Recession 3 Return Stacking 3 SHV 3 SweePro 3 T-Bills 3 Trend Following 3 60-40 Portfolios 2 AI 2 ARK 2 ARKB 2 Beta 2 Bid-to-Coverage Ratio 2 BITB 2 Bitcoin 2 Bitwise 2 Bond Risk Premium 2 BRRR 2 BTCO 2 BTCW 2 Carry 2 Convexity 2 Direct Bids 2 EZBC 2 FBTC 2
Year
202622 20255 202426 202314
Latest Popular
November 10, 2025 By yieldcurve.pro
Understanding Bond Duration and Volatility: Insights from the 1985 Salomon Brothers Manual

The 1985 Salomon Brothers manual on duration and volatility remains a foundational text for fixed-income risk management, providing rigorous analytics and practical applications that persist in modern markets.

Bond Volatility Convexity Duration Fixed-Income Hedging Interest Rate Risk Modified Duration Salomon Brothers Systematic Strategies Treasury Bonds
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November 03, 2025 By yieldcurve.pro
Lehman's 2005 Repo Manual: A Document With Historical Relevance

A detailed examination of Lehman Brothers' repo operations manual from 2005 provides a window into pre-crisis dealer financing practices and market mechanics.

Collateral Dealer Financing Financial Crisis Fixed Income Haircuts Lehman Brothers Market Microstructure Matched Book Repo Repurchase Agreements Securities Financing Tri-party Repo
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March 20, 2025 By yieldcurve.pro
Monthly 60/40 Equilibrium

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

60/40 Bonds ETFs SPY Stocks TLT
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November 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?

60/40 Bonds ETFs SPY Stocks TLT
Read
October 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?

60/40 Bonds ETFs SPY Stocks TLT
Read
September 17, 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?

60/40 Bonds ETFs SPY Stocks TLT
Read
August 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?

60/40 Bonds ETFs SPY Stocks TLT
Read
July 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?

60/40 Bonds ETFs SPY Stocks TLT
Read
June 14, 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?

60/40 Bonds ETFs SPY Stocks TLT
Read
June 07, 2024 By yieldcurve.pro
Annual Fixed-Income Performance

Examining How Different Bond ETFs Have Performed Historically

AGG Bonds Credit ETFs Fixed-Income HYG IEF IEI Investment Grade LQD Rates SHV SHY TLH TLT Treasury Bonds
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May 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?

60/40 Bonds ETFs SPY Stocks TLT
Read
May 14, 2024 By yieldcurve.pro
How Good Have Recent US Treasury Auctions Been?

Looking At The Most Recent Auction By Tenor

Auction Bid-to-Coverage Ratio Bills Bonds Direct Bids Indirect Bids Notes Price Tail US Treasury
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Topics
Bonds 39 ETFs 32 Yield Curve 26 Stocks 21 SPY 19 TLT 19 Fixed Income 16 US Treasury 16 60/40 13 Auction 8 IEF 8 Bills 7
More topics (48)
Diversification 7 Notes 7 IEI 6 Treasury 6 Bid to Coverage Ratio 5 Duration 5 Gold 5 SHY 5 TLH 5 AGG 4 Bear Steepener 4 Bond Beta 4 Correlation 4 Feature 4 Forward Rates 4 GLD 4 iShares 4 Salomon Brothers 4 Stock Beta 4 Term Structure 4 Cash Management 3 Drawdown 3 Fixed-Income 3 GICS 3 Recession 3 Return Stacking 3 SHV 3 SweePro 3 T-Bills 3 Trend Following 3 60-40 Portfolios 2 AI 2 ARK 2 ARKB 2 Beta 2 Bid-to-Coverage Ratio 2 BITB 2 Bitcoin 2 Bitwise 2 Bond Risk Premium 2 BRRR 2 BTCO 2 BTCW 2 Carry 2 Convexity 2 Direct Bids 2 EZBC 2 FBTC 2
Year
202622 20255 202426 202314