vrijdag 11 oktober 2013

U.S. Treasury Yields Vs. German Treasury Yields

A rather insignificant correlation, but a correlation nevertheless.

U.S. bonds Vs. German bonds have started to follow each other very closely since 1992. I see an arbitrage opportunity in this. Whenever both graphs diverge from each other, you sell one and buy the other.

For example, now is the time to sell German bonds and buy U.S. bonds.


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