Sentences with phrase «term structure»

Learn the complex concepts and calculations for trading bonds including bond pricing, yield, term structure of interest rates and duration.

It's pleasing that there is a long - term structure in place at the club but the changes I'd want are in the short to medium term.

Currently our big law firms focus on short term profit rather than long term structure and prosperity.

They define a short - term structured approach of 8 - 20 sessions (although in practice it can realistically go longer).

My intention for my clients is to create a short term structured approach with clear goals for therapy or long term depth analytic approach for those wanting deeper exploration.

Its short - term structure make it the ideal solution to bridge that gap.

His responsibilities include security selection and sector rotation, ratings allocation, and duration / term structure management.

Explore the market's view of expected dividends on a quarterly and annual basis and analyze changes in dividend term structure across multiple points in time.

The paper goes on to analyze three trading strategies using both the momentum and term structure of futures prices.

«As term structure strengthens and perhaps even inverts, the psychological impact of locking in future fuel prices below near - dated and spot prices should also embolden consumer hedging.»

Actively managed bond funds have the people, data and tools for credit selection, can adjust for term structure and duration risk and Read more -LSB-...]

He measures the VIX futures term structure as the slope of a best - fit line for VIX (spot value) and closing prices for available VIX futures as a function of time to maturity.

-LSB-...] Volatility Term Structure In «Long Gamma, Short Vega» the option strategy entailed getting long short term options and short longer term options.

Banking and Monetary Statistics 1914 - 1941 (1,400 +) Data on the nominal term structure model from Kim and Wright (6 +) Historical Federal Reserve Data NBER Macrohistory Database (2,000 +) Penn World Table 7.1 (4,400 +) Penn World Table 9.0 (3,800 +) Recession Probabilities Weekly U.S. and State Bond Prices, 1855 - 1865 Economic Policy Uncertainty Sticky Wages and Comovement (3 +) A Millennium of Macroeconomic Data for the UK (9 +)

Does a simple relative momentum strategy applied to tradable U.S. Treasury term structure proxies produce attractive results by picking the best duration for exploiting current interest rate trend?

The site also includes 11 model portfolios — encompassing expected and historical returns and risk, tracking error, CAPE ratios, inflation expectations, yield curves, GDP growth rates, commodity term structures, and more.

Previously at Putnam, he held various positions in the Investment - Grade Corporate, High - Yield Corporate, and Global Term Structure teams.

Sony recently announced its pricing structure for its PlayStation Now rental streaming service and while the disapproval of the high price compared to the short rental term structure has been loud and clear, I thought it would be helpful to compare what PlayStation Now is offering in terms of a rental service against other game rental services to show how, despite its relatively high prices, PlayStation Now may still become the best on the market.

The short vol trade didn't just depend on low vol, it depended on an upward - sloping term structure of volatility.

I mean we're going to see this continued back and forth between the Fed talking about raising interest rates and therefore markets trying to absorb that higher term structure of rates, that's going to continue.

On the other hand, the — term structure typically slopes up.

A BOJ paper proposes an affine terms structure model for bond yields under consideration of the zero lower bound.

Does a dual momentum selection / weighting approach applied to the U.S. Treasuries term structure identify a safe haven superior to any one duration?

Both parents and teachers came to a joint agreement on the new term structure, which will allow pupils two weeks off during the May and October half - term breaks as opposed to one.

Our research shows that it is not a single risk - free rate that drives asset pricing, but rather the entire term structure of interest rates (also referred to as the shape of the yield curve; we use these terms interchangeably).

From the above observation, we conclude that backwardation in the futures term structure explains the stronger correlation between VIX futures and these two bond sectors in down markets.

yield curve) as a trading signal is described in the paper Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals.

(The curves in question plot market prices for various contracts at different maturities — cf. term structure of interest rates) «In broad terms, backwardation reflects the majority market view that spot prices will move down, and contango that they will move up.

$ 5.5 Million Dollar Settlement, and Long - Term Structured Settlement Funds to Help with Medical Expenses Our team of truck accident attorneys were able to resolve the case of the second child at mediation.

Community Services Group (CSG) is recruiting for a Licensed Practical Nurse (LPN) for our Adult Mental Health (MH) Long Term Structured Residence (LTSR) Program in Spring Grove, PA..

The New Ways for Families ® (NWFF) method is a short - term structured parenting skills program designed to reduce the impact of conflict on the children in potentially high - conflict separation and divorce cases.

Tension arises over an array of issues, according to Catherine Bronza, an Orlando, FL - based psychotherapist who uses a short - term structured psychotherapy approach with clients called the Emotionally Focused Couples Therapy Model (EFT).

He analyzes market and macroeconomic data, creates quantitative models, and recommends global macro and relative - value positions along the global term structure.

Achieve long term structured and realistic career progression in a well - known company that keeps its staff happy by rewarding them with a leading package and long term security.

Sony recently announced its pricing structure for its PlayStation Now rental streaming service and while the disapproval of the high price compared to the short rental term structure has been loud and clear, I thought...

Actively managed bond funds have the people, data and tools for credit selection, can adjust for term structure and duration risk and have control over the timing of bond purchases and sales.

He tests relationships between change in VIX futures term structure and S&P 500 Index return via regressions run at frequencies of one day, one week, two weeks, one month and two months, with the sample winnowed in each case so that measurements do not overlap.

EFT is a short term structured approach to couples therapy formulated by Dr. Sue Johnson.

The volatility term structure has inverted, which has also tended to be a reasonable indicator of elevated fear.

FITS encourages long - term structuring of your ICT systems big or small so you can make the most of this vital resource.

«We're still a small team but we're also building a long - term structure in terms of roles that we want to introduce in the near future,» says Emme.

The vast majority of the time, the VIX futures are in contango, and the term structure is very steep.

On the downside, the term structure of VIX

We look to identify fixed income issues that trade for less than we believe them to be worth, and we attempt to increase (or decrease) our fixed income portfolio weight when the term structure of interest rates is itself attractive (or unattractive).

The Valuation of Futures Options for Emissions Allowances under the Term Structure of Stochastic Multi-factors

Hence, a flat yield curve can be seen as a yardstick of ineffective policy normalization focusing on the «wrong part of the term structure.»