'C' class signal detected in the US 10 Year Treasury Yield (TNX). Running at an average wavelength of 65 days over 8 completed sample iterations since September 2021 and currently trending up
I would like learn more about the long term outlook for yields it would be great if you could make a phasing assessment of this. Also wondering if you can add correlations with neighbouring asset classes?
Certainly Hamish, I will add a longer term outlook to the list of snippets to publish. Regarding correlations, which instruments would you like to see an assessment of, relative to yields?
Great thanks for that looks like Hurst's nominal 18 month low coming up in 10y yields. Cheers appreciate it.
Yes certainly aligns with wavelengths within Hurst's nominal model for that component
I would like learn more about the long term outlook for yields it would be great if you could make a phasing assessment of this. Also wondering if you can add correlations with neighbouring asset classes?
Certainly Hamish, I will add a longer term outlook to the list of snippets to publish. Regarding correlations, which instruments would you like to see an assessment of, relative to yields?