The Bull Bear Trader discusses market events and news with an interest in understanding risk and return in both bull and bear markets. Discussion topics include trading and hedging strategies, derivatives, risk management, hedge funds, quantitative finance, the energy and commodity markets, and private equity, as well as an occasional investment opinion.
Wednesday, July 1, 2009
US Yield Curve Mambo
Now for a little fun (?). Below is a video of the 3 month to 30 year U.S. Swap Spread data from Bloomberg, animated and set to music. Who said Swap Spreads were not fun? Well, maybe just about everyone. This may not change your mind, but let us give a hat tip to Nick Gogerty for putting it together anyway.
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