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 36 ETFs 27 Yield Curve 25 Stocks 20 TLT 18 SPY 17 60/40 13 Fixed Income 11 US Treasury 11 Auction 8 Bills 7 Diversification 7
More topics (48)
Notes 7 Treasury 6 Bid to Coverage Ratio 5 Gold 5 IEF 5 Bear Steepener 4 Bond Beta 4 Feature 4 Forward Rates 4 GLD 4 IEI 4 Salomon Brothers 4 SHY 4 Stock Beta 4 Term Structure 4 TLH 4 Correlation 3 Duration 3 Fixed-Income 3 GICS 3 Recession 3 Return Stacking 3 Trend Following 3 60-40 Portfolios 2 AGG 2 AI 2 Bid-to-Coverage Ratio 2 Bond Risk Premium 2 Carry 2 Convexity 2 Direct Bids 2 Federal Reserve 2 Government Bonds 2 History 2 Indirect Bids 2 Inflation 2 Interest Rate environments 2 Portfolio Construction 2 Price Tail 2 Rates 2 Regime 2 Rolldown 2 SHV 2 SSRN 2 Term Premium 2 Treasury Bonds 2 2s10s Spread 1 3m10s Spread 1
Year
202616 20255 202426 202314
Latest Popular
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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May 13, 2024 By yieldcurve.pro
Grading US Treasury Auctions

A Systematic Approach

Auction Bid-to-Coverage Ratio Bills Bonds Direct Bids Indirect Bids Notes Price Tail US Treasury
Read
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?

60/40 Bonds ETFs SPY Stocks TLT
Read
March 25, 2024 By yieldcurve.pro
Are Bitcoin ETF Managers Doing A Good Job (Part 1)?

Taking a look at how closely the new ETFs track Bitcoin

ARK ARKB BITB BRRR BTCO BTCW Beta Bitcoin Bitwise Drawdown ETFs EZBC FBTC Fidelity Franklin Templeton GBTC Grayscale HODL IBIT Invesco Tracking Error Valkyrie VanEck WisdomTree iShares
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March 18, 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
March 12, 2024 By yieldcurve.pro
Diversifying Return Stacked Allocations (Part 3)

So You Have Chosen Your Return Stacked Asset Classes. Now What?

Bonds Diversification ETFs Return Stacking Stocks Trend Following
Read
March 03, 2024 By yieldcurve.pro
Diversifying Return Stacked Allocations (Part 2)

So You Have Chosen Your Return Stacked Asset Classes. Now What?

Bonds Diversification ETFs Return Stacking Trend Following
Read

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Topics
Bonds 36 ETFs 27 Yield Curve 25 Stocks 20 TLT 18 SPY 17 60/40 13 Fixed Income 11 US Treasury 11 Auction 8 Bills 7 Diversification 7
More topics (48)
Notes 7 Treasury 6 Bid to Coverage Ratio 5 Gold 5 IEF 5 Bear Steepener 4 Bond Beta 4 Feature 4 Forward Rates 4 GLD 4 IEI 4 Salomon Brothers 4 SHY 4 Stock Beta 4 Term Structure 4 TLH 4 Correlation 3 Duration 3 Fixed-Income 3 GICS 3 Recession 3 Return Stacking 3 Trend Following 3 60-40 Portfolios 2 AGG 2 AI 2 Bid-to-Coverage Ratio 2 Bond Risk Premium 2 Carry 2 Convexity 2 Direct Bids 2 Federal Reserve 2 Government Bonds 2 History 2 Indirect Bids 2 Inflation 2 Interest Rate environments 2 Portfolio Construction 2 Price Tail 2 Rates 2 Regime 2 Rolldown 2 SHV 2 SSRN 2 Term Premium 2 Treasury Bonds 2 2s10s Spread 1 3m10s Spread 1
Year
202616 20255 202426 202314