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.

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.