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Hard Data for Financial Thoughts

Hard Data for Financial Thoughts. Friday, April 5, 2013. Wide gyrations yesterday and today in the JGB, Japans 10-year rates. Rates volatility is supposedly lower when absolute levels are low, such as in the Cox Ingersoll Rand model. Some CTA and macro hedge funds had an excellent day yesterday if they were long Japanese rates. But today will test their profit taking and stop losses rules; probably many will give back yesterdays profits. Links to this post. Monday, June 28, 2010. Links to this post.

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Hard Data for Financial Thoughts

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Hard Data for Financial Thoughts. Friday, April 5, 2013. Wide gyrations yesterday and today in the JGB, Japans 10-year rates. Rates volatility is supposedly lower when absolute levels are low, such as in the Cox Ingersoll Rand model. Some CTA and macro hedge funds had an excellent day yesterday if they were long Japanese rates. But today will test their profit taking and stop losses rules; probably many will give back yesterdays profits. Links to this post. Monday, June 28, 2010. Links to this post.

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This web page dataforthoughts.blogspot.com states the following, "Friday, April 5, 2013." We saw that the webpage said " Wide gyrations yesterday and today in the JGB, Japans 10-year rates." It also said " Rates volatility is supposedly lower when absolute levels are low, such as in the Cox Ingersoll Rand model. Some CTA and macro hedge funds had an excellent day yesterday if they were long Japanese rates. But today will test their profit taking and stop losses rules; probably many will give back yesterdays profits. Monday, June 28, 2010."

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