What do current market movements in stocks and bonds have to say about 60/40 fund weights?
Tags: 60/40, Bonds, ETFs, SPY, Stocks, TLT
Three articles discussing machine learning applied to the yield curve
Tags: Credit Growth, Fnancial Crises, Fnancial Stability, LightGBM, Machine Learning, Machine Learning, Neural Networks, Probit, Random Forest, Recession, Recession Forecasting, SSRN, Shapley Values, Support Vector Machine, Tree ensemble, XGBoost, Yield Curve
Evaluating the Health of Yesterday's US Treasury Auction
Tags: Auction, Bid to Coverage Ratio, Bills, Bonds, Notes, US Treasury