OPEN-SOURCE SCRIPT
US Treasury All Yield Curve IORB Weighted
Mis à jour
I've updated my US Treasury All Yield Curve indicator to use the new FRED:IORB (interest on reserve balances), instead of the FRED:FEDFUNDS which is only updated monthly.
The new IORB doesn't provide very long lookback for data, so I'm publishing this as a new version and not an update, making it possible for users to choose which version best suits their needs.
The new IORB doesn't provide very long lookback for data, so I'm publishing this as a new version and not an update, making it possible for users to choose which version best suits their needs.
Notes de version
Republishing with a cleaner chart and clearer description.This indicator weighs a basket of treasuries from 1month to 30Y against each other and then weighs that against the IORB rate. (Interest on Overnight Reserve Balance). The IORB is used in this case because it is more responsive to changes than the FEDFUNDS rate, which is only updated monthly.
A negative reading on this indicator means that the majority of the yield curve is inverted and/or pricing below the IORB rate. Both are indications of a dysfunctional bond market.
Script open-source
Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.
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