Don't Miss

Following the Trend

Home » mdocs » Normalizing Term Structure

Normalizing Term Structure

Posted by: Andreas Clenow in Uncategorized September 4, 2015 1 Comment 3,400 Views

Sorry you can't see this Memphis Documents file you don't have the proper permission.

One comment

Robert Lewkovich
June 6, 2016 at 17:50

Hello Andreas,
I enjoyed reading your articles on normalizing term structure and have a question.

How would/could your normalization technique be applied, if at all, if one was analyzing a spread be it inter or intra market?
Would one normalize the term structure on both side of the spread subtract them and use the difference as the analysis metric?

Thanks,
Robert

Reply

Leave a Reply to Robert Lewkovich Cancel reply

A Swiss Private Bank can be trusted to safeguard your most valuable secrets. That's how it's always been and that's how it was meant to always be. But this was the week where it all changed. Where old rules no longer applied.

A decade after Jim Dixon's fall from grace, after the events that burnt his career on Wall Street, his past is catching up to him. Zurich had been the perfect place for a fresh start, a place where he could be a big fish in a small pond. The perfect place to become a respectable financier, to base his very own family office. The secretive world of Swiss high finance, a world of deception, greed and excess, where everyone lies for one or another reason, provided the perfect cover.

Until she showed up.

Read the Except - Buy the Book!

Normalizing Term Structure

Related Articles

One comment

Leave a Reply to Robert Lewkovich Cancel reply