AdelHumayunPhD

Germany 10/5 flattening feels like the trend

The German 10/5 curve feels like it will continue to flatten. Looking visually at the chart there is a break in co-dependence between the 10/5 curve and German 10Y. I haven't looked at any auto-correlation dependency but there is some degree of serial correlation. A possible strategy would be a curve flattener with a slightly +ve DV01. Note above is purely an opinion out of academic curiosity and not a recommendation.

免责声明

这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。