Just curious for those who like to create their own models in trading view, is that something possibly we can do with Interest Rate sensitivity models? While I definitely appreciate your combining them all into PDFs, this is something I’d like to be able to reproduce on my own. I’m more of the teach a man to fish guy. These are amazing by the way.
I'm not being sarcastic. The answer to your question of when have rates mattered since 2022 is that rates are practically the only thing moving markets currently. Why do you think we just ripped on JH
Short term duration that fuels repo leverage… the shift from 11 percent issuance in t bills in 2017 to 22 percent today… that’s crack for the repo market… which creates a combination of basis trade and leveraged Mag 7 stock leverage.
The Fed has kept rates elevated and yet… the markets ripped to new highs…
Why?
shadow banking leverage.
liquidity land leverage are driving markets higher… not rates…
I’m happy to have this conversation until I’m blue in the face.
Just curious for those who like to create their own models in trading view, is that something possibly we can do with Interest Rate sensitivity models? While I definitely appreciate your combining them all into PDFs, this is something I’d like to be able to reproduce on my own. I’m more of the teach a man to fish guy. These are amazing by the way.
Come on man...
Nothing is a "Rates" trade.
It's a liquidity trade. When have rates mattered post 2022?
What are you talking about?! Rates and liquidity are one and the same
I hope you’re being sarcastic…
I'm not being sarcastic. The answer to your question of when have rates mattered since 2022 is that rates are practically the only thing moving markets currently. Why do you think we just ripped on JH
No man. What’s driving markets?
Short term duration that fuels repo leverage… the shift from 11 percent issuance in t bills in 2017 to 22 percent today… that’s crack for the repo market… which creates a combination of basis trade and leveraged Mag 7 stock leverage.
The Fed has kept rates elevated and yet… the markets ripped to new highs…
Why?
shadow banking leverage.
liquidity land leverage are driving markets higher… not rates…
I’m happy to have this conversation until I’m blue in the face.