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Sunday, 19 September 2010

Multi Yield Curve Analysis-

Every week, I post an updated snapshot of the USA, Eur, GBp and JPY Governement Bond Yield Curves (see below) and a statistical look at the changes, not only of the shape of the Curve but also various Segmaents of each Curve

I assign no "fundamental economic" justification or explanation of why these changes have occured, only that they have and here's buy how much.

Later this week, I will post a series of Charts on someof these segments with one of my Trading models ovelayed showing various stages of "Entry" and "Exit" signals generated for "Flattening" and "Steepening" positions on these Curves



[Click to Enlarge]
Enjoy.

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