For several decades now, the correlation between asset prices has generally been increasing.
If used improperly, statistics and the graphical representation of those statistics can be misleading
How can a negative yield bond deliver a positive return, or a positive yield bond deliver a loss?
The ‘repo market’ – has received an unusual amount of attention since the latter part of 2019.
Since the early 2000’s the name ‘Mrs. Watanabe’ has been used to describe yield seeking Japanese retail investors, who were forced to increase their offshore investment risk taking in response to ultra-low interest rates back home.
Finance text books, reams of academic research and practitioner experience all point to the existence of a “volatility risk premium” (VRP), which is a foundational principal of option selling strategies.
The Hive is a video series featuring ActiveX fund managers. ActiveX’s Sam Morris and Ardea discuss the latest trends in fixed income and what investors should be considering.
Conventional thinking about bond-equity relationships currently poses a paradox – the resolution to this seeming paradox is the changing bond-equity correlation.
One way to profit from interest rate volatility is to get directional calls right, ahead of a large move in rates. Sadly, we have yet to come across anyone who has been able to consistently get these directional calls right.
In this Nestegg podcast, Gopi Karunakaran speaks with host David Stratford about the current spotlight on the fixed income markets and the importance of a balanced portfolio.