Comments on: Curve Steepeners & Flatteners http://www.mebanefaber.com/2009/06/09/curve-steepeners-flatteners/ Stock Market and Investing Blog of Mebane Faber Tue, 11 Oct 2011 15:24:53 +0000 hourly 1 http://wordpress.org/?v=3.2.1 By: Carl http://www.mebanefaber.com/2009/06/09/curve-steepeners-flatteners/comment-page-1/#comment-4404 Carl Thu, 11 Jun 2009 17:00:32 +0000 http://www.mebanefaber.com/?p=1380#comment-4404 Yes, they are the spreads... answered my own question by reading more carefully... Carl Yes, they are the spreads… answered my own question by reading more carefully… Carl

]]> By: Carl http://www.mebanefaber.com/2009/06/09/curve-steepeners-flatteners/comment-page-1/#comment-2600 Carl Thu, 11 Jun 2009 12:00:32 +0000 http://www.mebanefaber.com/?p=1380#comment-2600 Yes, they are the spreads... answered my own question by reading more carefully... Carl Yes, they are the spreads… answered my own question by reading more carefully… Carl

]]> By: Carl http://www.mebanefaber.com/2009/06/09/curve-steepeners-flatteners/comment-page-1/#comment-2599 Carl Thu, 11 Jun 2009 03:51:01 +0000 http://www.mebanefaber.com/?p=1380#comment-2599 Are the yield charts the spread over Treasuries? Are the yield charts the spread over Treasuries?

]]> By: Mike C http://www.mebanefaber.com/2009/06/09/curve-steepeners-flatteners/comment-page-1/#comment-2596 Mike C Wed, 10 Jun 2009 15:12:19 +0000 http://www.mebanefaber.com/?p=1380#comment-2596 "Forest from the trees, I would much rather be on the flattening side than the opposite. It seems like a simple mean reverting series."<br><br><a href="http://www.marketfolly.com/2009/06/julian-robertsons-steepener-swap-play.html" rel="nofollow">http://www.marketfolly.com/2009/06/julian-rober...</a><br><br>Fade him? I don't know “Forest from the trees, I would much rather be on the flattening side than the opposite. It seems like a simple mean reverting series.”

http://www.marketfolly.com/2009/06/julian-rober…

Fade him? I don't know

]]> By: j'adoube http://www.mebanefaber.com/2009/06/09/curve-steepeners-flatteners/comment-page-1/#comment-2589 j'adoube Tue, 09 Jun 2009 21:29:20 +0000 http://www.mebanefaber.com/?p=1380#comment-2589 The steepening trade sure didn't work into 1980. We had the highest rate of inflation in modern history, and an inverted curve. The steepening trade sure didn't work into 1980. We had the highest rate of inflation in modern history, and an inverted curve.

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