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Tag Archives: Bond Quant
I was going to title this post something like ‘bond quant performance during the bond meltdown’ or something a bit more hyperbolic than the current title. But there’s enough hyperbole in the financial news without me adding to the mix. Just google ‘bond meltdown’ and you’ll see what I mean. Anyway, in this post I want to take a quick look at how the Bond Quant model has performed during the recent bond selloff. I’ll look at performance from the end of 2015 through yesterday. First, let’s take a look at some benchmarks for broad bond portfolios. Here’s the YTD … Continue reading