7 Comments
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Celeritas Capital's avatar

great work! i’m excited for part 2

Marilee Cordova's avatar

What is the lookback that you use on the YC regime? I had it set at 50 and it was showing only bear flattening

Alfie Kerswell's avatar

This is on a 20d lookback

Marilee Cordova's avatar

follow up, do you have a bloomberg and if not, what “inflation swaps” replica do you use for your dashboard/real rates

Alfie Kerswell's avatar

i dont have a bloomberg. id say if you can’t find any reliable sources from people etc of inflation swaps, use breakevens. i dont explicitly have a place to recommend

Marilee Cordova's avatar

thanks!