How do YOU forecast bonds?

nodoodahs · Moderator Joined: 06 May 2005 Posts: 2408

Question for readers and for Henry:

How do YOU set targets for bond yields and prices? and correspondingly, do you have any information on the models used by hedge funds and other players to set targets?

I see some TA indicators, some macro based on economic indicator releases (mostly on BTV or Skwak Boks), lots of discussion on FFR rate changes, other economic "clues" etc. But no real discussion of the modeling techniques used!

I'll get us started - historically this has been pretty good:
Current 10-Yr Treasury Yield = 383*(YOY M3 Change)^2 - 26*(YOY M3 Change) + 0.5*FFR + 3.55

HenryTo · Posted: Mon May 30, 2005 11:14 pm Post subject: i'll try my best

As you know, bonds are not my specialty! I'll also ask around to see if anyone has come up with anything.

Henry

HenryTo · Posted: Mon May 30, 2005 11:13 pm Post subject: bonds

Sorry Bill for not following up - I will look into this sometime this week.

Henry

nodoodahs · Moderator Joined: 06 May 2005 Posts: 2408

33 + views and no opinions or responses?

Not even Henry with insight on how the Hedge Funds project bond prices?

Crying or Very sad