This is a summary of links featured on Quantocracy on Wednesday, 04/19/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
Modelling Treasury ETF Performance in an Era of Rising Rates [Allocate Smartly]US Treasuries and other interest rate sensitive instruments form the backbone of many asset allocation strategies. Investors are justifiably concerned about a future of rising interest rates and the potential impact on those instruments. In this post we model that impact on constant maturity Treasury assets like the ETF TLT, which tracks long-term (20+ year) US Treasuries. For brevity, Im going