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 Clear
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
February 23, 2026 By yieldcurve.pro
The End of the Hedge

Ian Harnett argues the 40-year stock-bond correlation regime is over. If he's right, most institutional portfolios are running unhedged risk they haven't priced.

Bonds Correlation Regime Inflation Portfolio Construction
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February 04, 2026 Members By yieldcurve.pro
Is Gold a Stock-Bond Diversifier (Part 4)?

Does adding gold to traditional stock-bond portfolios provide diversification?

AGG Bonds Correlation Diversification ETFs GLD Gold IEF IEI Inflation SHY SPY Stocks TLH TLT
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December 11, 2023 By yieldcurve.pro
Is Gold a Stock-Bond Diversifier (Part 3)?

Does adding gold to traditional stock-bond portfolios provide diversification? The answer is it (still) depends.

Bonds Correlation Diversification ETFs GLD Gold IEF IEI SHY SPY Stocks TLH TLT
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Topics Clear
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