10 year yield vs Usd/Jpy

Discussion in 'Forex' started by Gazillionaire, Feb 19, 2022.

  1. Is the 10 year yield a leading indicator for usd/jpy or vice versa?
    Does anyone pairs trade using these 2 instruments? I have heard fund managers mentioned that these are the 2 more stable instruments to get consistent results but what is the strategy? Mean reversion or something else? 2022_02_19_16_07_19_668~2.jpg
     
    Last edited: Feb 19, 2022
    trader221 likes this.
  2. kroxobor

    kroxobor

    You can try to regress returns of US10Y to JPY returns with a lag to test that hypothesis. Visual overlaps gives you just an idea that connection between two variables exists but I don't recommend to use to accept it without proof.
     
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