We examine the role of price discovery in the US Treasury market through the empirical
relationship between orderflow, liquidity, and the yield curve. We find that orderflow …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives
to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage …

Trading the Fixed Income, Inflation and Credit Markets is a comprehensive guide to the most
popular strategies that are used in the wholesale financial markets, answering the question …

The aim of this thesis is to evaluate the effectiveness of technical analytic indicators in the
fixed income markets. Technical analysis is a widely used methodology by investors in the …

Today, butterflytrading is a very famous fixed-incometrading strategy and iswidely utilized by
many traders and fund managers around the world. Most of the quantitativefixed-inceme …

En este trabajo ofrecemos una visión general y actualizada sobre diferentes estrategias de
negociación en activos de renta fija que hacen uso de la estructura temporal de tipos de …

イールドカーブ戦略の理論と実践 ― 米国債券市場における経験と展望 ― Page 1 WIF-05-007:November
2005 イールドカーブ戦略の理論と実践 ― 米国債券市場における経験と展望 ― 四塚 利樹 Page 2 …

This book discusses important aspects of fixed income securities in emerging economies.
Key features• Clarifies all conceptual and analytical aspects of fixed income securities and …

All butterfly strategies also depend crucially on the concept of duration in determining the
number of short, medium and long-term bonds that need to be traded. The duration of a …