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US 10 Yr Yield Fair Value
I calculate a fair value of the US 10 year yield applying a rolling regression (default 15 periods) with 2 different ratios.
Entry of long and short are based on differ and exit are based if yield high/low price is below/above the fair value -/+ 1 std dev.
Exit when long is based on if short is indicated or yield is inside the boundary of the FV value (+/-5% of FV for example)
Exit when short is when long is indicated.
Entry of long and short are based on differ and exit are based if yield high/low price is below/above the fair value -/+ 1 std dev.
Exit when long is based on if short is indicated or yield is inside the boundary of the FV value (+/-5% of FV for example)
Exit when short is when long is indicated.
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