Timing Bonds with Value, Momentum, and Carry

This post is available as a PDF download here. Summary¬≠¬≠ Bond timing has been difficult for the past 35 years as interest rates have declined, especially since bonds started the period with high coupons. With low current rates and higher durations, the stage may be set for systematic, factor-based bond investing. Strategies such as value, … Continue reading Timing Bonds with Value, Momentum, and Carry