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
A Treasury fund's yield forecasts its return best over a holding period of about twice the fund's duration and less well over shorter periods. The post tests the claim on fifty-seven years of constant maturity data for four tenors and ends with four rules.
YCP's new Odds page brings Kalshi and Polymarket implied probabilities for Treasury yields, spreads, and Fed decisions — bridging prediction markets and fixed-income analytics on a single screen.