Monday, September 12, 2011

The 'Continuum' as illustrated by Monty

30 Year T Bond Yield
I want to point you here to Monty High's view of what I call the 'continuum' in T bonds, not so much because he has nice things to say about biiwii (well, maybe a little), but more because he is taking the analysis further and actually assigning a formal trading system to it.

Monty will be keeping tabs on what happens from here on and updating the analysis.  I think it will be interesting to see what he comes up with.  I do not personally do anything nearly so formal with the Continuum; I just watch it for inflection points to the inflation/deflation debate from a contrary perspective.  I think Monty is on to something by formalizing a trading system around it.

http://www.biiwii.blogspot.com
http://www.biiwii.com

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