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
How can we complement traditional 60-40 portfolios with alternative sources of return that provide diversification?
In light of recent setbacks for 60-40 funds it interesting to examine the differences in comovements between equity sectors and government bonds.
A curated collection of informative articles from the interwebs!
Revisiting different interest rate regimes.
A curated list of journal articles relevant to the capital markets, interest rates, etc.
How to discover similar interest rate environments?
Learn why the Yield Curve is important to the economy and capital markets.
The level and slope of the yield curve are indicative of different interest rate regimes.