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Alpha Bonds


Understanding interest rates and bond markets are key for not only understanding macro economic situation but also Intermarket capital flows. ALPHA BONDS introduces Numeric Ranking between American, Japanese and German bonds. The product also illustrates pair and individual cycles between bonds. The debut issue focuses on quarterly tendencies and will be adding intermediate (multi week) and minor (multi day) perspectives shortly. The histogram below suggests US 30 Year Bonds as the top performer and Japanese 5 Year bonds as the worst performer for the period under study. Based on performance cycles, the top underperformer should reverse it’s polarity and outperform over the next few months and move up in Numeric Ranking. The pair cycles illustrated ahead indicate an outperformance on German 2 Year bonds compared to German 5 Year bonds.

Disclosure: "No positions"