Nov

18

Bonds Rout, from Paolo Pezzutti

November 18, 2016 |

We are very close to 100% of probabilities the Fed is going to increase interest rates. JY remarks triggered another wave of selling. If the threat is worse than the execution what else can we expect? May be we have seen a short term low on bonds?


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2 Comments so far

  1. Astro the dog on November 21, 2016 3:23 pm

    A short term high in rates, allowing another low to forth come down the road a bit.

    The low will be a ‘prime rate’ of 1% to end the ‘end..game’ trend.

  2. Liz Merrill on April 12, 2018 2:03 pm

    Paolo, you wrote an article in s&c in oct 2002 re volatility breakout systems, and included a stat sheet on characteristics of the s&p market at the time, e.g., c>xaverage(13) and c>c[1] then 32% etc.
    Can you explain what the percentages referred to in the table?

    Thanks,

    Liz

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