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

  • browse posts in reverse chronological order (newest first)
  • click Read to view the full post
  • use pagination at the bottom to navigate between pages

Notes

  • posts are paginated with 3 posts per page
  • each post includes tags for easy categorization
  • logged-in users can leave comments on individual posts
Filter by topic or year
Topics Clear
Bonds 36 ETFs 28 Yield Curve 25 Stocks 20 TLT 18 SPY 17 60/40 13 Fixed Income 12 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 Cash Management 2 Convexity 2 Direct Bids 2 Federal Reserve 2 Government Bonds 2 History 2 Indirect Bids 2 Inflation 2 Interest Rate environments 2 Momentum 2 Portfolio Construction 2 Price Tail 2 Rates 2 Regime 2 Rolldown 2 SHV 2 SSRN 2 SweePro 2 T-Bills 2
Year
202617 20255 202426 202314
Latest Popular
August 24, 2026 By yieldcurve.pro
Beating Your Favorite Cash ETF (Idle Cash Part 2)

A $100,000 sleeve in SweePro grew to $138,472 since 2007, net of fees. The same money in BIL grew to $129,881, and took a deeper drawdown getting there. One monthly review, twelve tenors, the front of the Treasury curve.

Cash Management ETFs Fixed Income Momentum SweePro T-Bills US Treasury slug: idle-cash-part-2
Read
June 30, 2026 By yieldcurve.pro
Apple...Asset Management? (Idle Cash Part 1)

Apple manages its idle cash via a billion dollar bond book out of a Reno office. Is it possible to use the humble T-bill to manage your idle cash just as effectively?

Cash Management Fixed Income Stablecoins SweePro T-Bills US Treasury
Read
Topics Clear
Bonds 36 ETFs 28 Yield Curve 25 Stocks 20 TLT 18 SPY 17 60/40 13 Fixed Income 12 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 Cash Management 2 Convexity 2 Direct Bids 2 Federal Reserve 2 Government Bonds 2 History 2 Indirect Bids 2 Inflation 2 Interest Rate environments 2 Momentum 2 Portfolio Construction 2 Price Tail 2 Rates 2 Regime 2 Rolldown 2 SHV 2 SSRN 2 SweePro 2 T-Bills 2
Year
202617 20255 202426 202314