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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What are implied forward rates and how do you read them? A practical guide to extracting market expectations from the yield curve, with interactive charts.
The second installment of Salomon Brothers' Understanding the Yield Curve series exposes the gap between forward-implied rate changes and actual market expectations, revealing persistent risk premia that inform modern fixed income strategies.
The first installment of Salomon Brothers' Understanding the Yield Curve series laid groundwork for systematic yield curve trading that remains relevant three decades later.
A curated list of journal articles relevant to the capital markets, interest rates, etc.