151 Trading Strategies
Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
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 …
trading strategies across a host of asset classes (and trading styles). This includes stocks …
Empirical analysis of term structure shifts
JR Barber - Journal of Economics and Finance, 2021 - Springer
Principal component analysis and factor analysis of term structure movements shows that
between 80 and 90% of term structure shifts can be explained by a uniform shift that is …
between 80 and 90% of term structure shifts can be explained by a uniform shift that is …
Yield curve forecasting with the Burg model
P Rostan, R Belhachemi, FE Racicot - Journal of Forecasting, 2017 - Wiley Online Library
We introduce a versatile and robust model that may help policymakers, bond portfolio
managers and financial institutions to gain insight into the future shape of the yield curve …
managers and financial institutions to gain insight into the future shape of the yield curve …
[PDF][PDF] Forecasting the Yield Curve with the" Stock Dog" Technique
We design an innovative technique coupled with Monte Carlo simulation that accurately
forecasts the yield curve. This" stock dog" technique forces the simulated yield curve inside …
forecasts the yield curve. This" stock dog" technique forces the simulated yield curve inside …
Joint Behavior of Conventional and Amortizing Bonds' Yields to Maturity under Different Shapes of Spot Curve
ГОР ХАЧАТРЯН - Вестник Армянского государственного …, 2020 - elibrary.ru
В данной статье рассматривается совместное поведение доходностей к погашению по
обычным и амортизационным облигациям в условиях восходящей и нисходяще …
обычным и амортизационным облигациям в условиях восходящей и нисходяще …
[PDF][PDF] Term structure modeling, forecasting and implications for monetary policy
C Marknual - 2022 - figshare.mq.edu.au
This thesis is positioned in the research area represented at the intersection of term struture
estimation and the modeling of macroeconomic and monetary policy. The main contribution …
estimation and the modeling of macroeconomic and monetary policy. The main contribution …