ya shorting the short-term part will reduce risk drastically of some kind of new short-term economic emergency. Doesnt have to be full duration-adjusted size. Just a little hahaha. I dont have a BB. U mind citing me the best longest-term TIPs to buy in YTM terms and telling me the duration? From there I can figure out how many ZBs t…
ya shorting the short-term part will reduce risk drastically of some kind of new short-term economic emergency. Doesnt have to be full duration-adjusted size. Just a little hahaha. I dont have a BB. U mind citing me the best longest-term TIPs to buy in YTM terms and telling me the duration? From there I can figure out how many ZBs to short. Secondly, how do you feel about being long TIPs at negative real yield? Maybe just be better to be heavier on the short? Any insight into why real yields are so negative, and where real yields may be headed? If I were to add to your position the risk-reducing effect of going short breakevens on the short-term end (2 yr) w/ the risk-increasing effect of going extra heavy on the short bond side, the result is that you are short large ZBs, hedged w/ long 30-year TIPs and short small (in duration-adjusted terms) 2-yr TIPs (and not long any nominal 2-yrs).
ya shorting the short-term part will reduce risk drastically of some kind of new short-term economic emergency. Doesnt have to be full duration-adjusted size. Just a little hahaha. I dont have a BB. U mind citing me the best longest-term TIPs to buy in YTM terms and telling me the duration? From there I can figure out how many ZBs to short. Secondly, how do you feel about being long TIPs at negative real yield? Maybe just be better to be heavier on the short? Any insight into why real yields are so negative, and where real yields may be headed? If I were to add to your position the risk-reducing effect of going short breakevens on the short-term end (2 yr) w/ the risk-increasing effect of going extra heavy on the short bond side, the result is that you are short large ZBs, hedged w/ long 30-year TIPs and short small (in duration-adjusted terms) 2-yr TIPs (and not long any nominal 2-yrs).
Ryan - sorry for the late reply.
Here is a spreadsheet with the TIPS you requested.
https://1drv.ms/x/s!Av_wKZFdtnCKhqR93JMqVQRpEIqNYA?e=6FuHp2https://1drv.ms/x/s!Av_wKZFdtnCKhqR93JMqVQRpEIqNYA?e=6FuHp2
I'll get to the other parts of the question tomorrow, but I just wanted to get this to you.
Take care,
Kev