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.
Instructions
Notes
Which Asset Classes Perform Well in the Months Following a Bear Steepener?
A simple study to determine if the yield curve actually follows a somewhat predictable cycle.
Evaluating the Health of Yesterday's US Treasury Auction
Evaluating the Health of Today's US Treasury Auction
Monitoring US Treasury Auctions and Issuance to Estimate Security Liquidity
Does adding gold to traditional stock-bond portfolios provide diversification? The answer is it (still) depends.
A curated collection of informative reads.
Does adding gold to traditional stock bond portfolios provide diversification? The answer is it depends.
A curated collection of informative reads.
How can we complement traditional 60-40 portfolios with alternative sources of return that provide diversification?