◀ The Principal Blog

Posts tagged ‘beta’

2015 Fixed Income Outlook (video)

Goodbye beta, hello alpha will be the theme for 2015. Driven by global central bank divergence and fixed income market liquidity (or lack thereof), the video below explores themes driving fixed income markets and where we will see money move in 2015. (Optimal viewing in Chrome or Firefox)…

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Engineering the Volatility Out of the Market

What’s one of the most noticeable consequences of the Fed’s third round of quantitative easing (i.e. QE3)? It’s the stark drop in fixed income volatility. Look at the chart below, which demonstrates this point for the investment grade credit market. The blue line is the rolling 21-day…

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