Interest rates trading strategies
Butterfly in Fixed Income Trading Strategies. A yield curve is a graph that shows the differing rates of returns on a set of High Yield Vs. Investment Grade · Effective Duration Vs. Average Maturity · Liquidity Premium Theory of Interest Rates trader would be willing to pay for the bond if he had to hold it until maturity. ture of interest rates that is populated with traders that engage in this type of speculative impossible, to use less model-dependent regression based strategies to