why does it matter so much? Iirc the 30y bond has average tail or average stop-through around 1.5bps, which really is a fraction of daily vol, a...
http://en.protothema.gr/top-syriza-mps-in-line-outside-greek-parliaments-atm/ now that's funny.
Going into options would probably make everything even more complicated lol.
Not sure I follow, xandman. Just re-read my OP, obviously the signs should be reversed.
Say I think 10y UK gilts yield too low compared with 10y UST but worried about movements in the 5y yields. My horizon is a few months. I could...
If 37 wrongdoings are the only government screw ups over more than 5-10 years among over 4 million employees, government should be praised. Too...
they could give everyone 1.66
Long ASX200 doesn't look good at all to me. I looked at DAX/FTSE/S&P returns during the ECB/BOE/Fed rate hikes/cuts in the 2004-2014 period;...
Well, is being a slacker and a deadbeat much worse than writing a 2 page article that doesn't answer the real question: is participation rate...
So, Ukraine has received the first $5 billion tranche from the $17.5b IMF deal. The whole loan package that includes loans from other entities is...
I'm not sure about the tremendous value of understanding PCA inside out - do you want to calculate it manually? Common sense is sufficient to...
Curvature. I thought you were supplied with the materials on this already. I will pm you.
Inflection point divides the curve into 2 parts, where yields go in opposite direction as the factor (steepness) changes. Belly is the point in...
investing.com is probably the closest to what you need. Not sure you can chart the indices on there but they have free bond yield data - not sure...
Principal components are by construction uncorrelated in the period analyzed as a whole, but we also have the rule of thumb that extremely steep...
Inflation is back to what levels? Core inflation has been trending down from around 1.3% in mid 2011 to 0.9% in Jan 15. Why are you also assuming...
So GDP is down YoY for the third quarter, all three quarters had real consumption fall of more than 2%. VAT hike seems like a really dumb idea to...
I think there is a good chance EZ will yield to the Greeks again - some sort of compromise closer to the Greek demands - a promise of close to...
I never found it available for free on the internet. It doesn't have intraday data iirc.
Well, the previous one still hasn't found a new job.. and the one before stayed with RT despite the beef she had with them.
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