Share this page!

Enter URL or ID to Unroll

You can paste full URL like: https://x.com/threadreaderapp/status/1644127596119195649
or just the ID like: 1644127596119195649

How to get URL link on X (Twitter) App

  1. On the Twitter thread, click on or icon on the bottom
  2. Click again on or Share Via icon
  3. Click on Copy Link to Tweet
  4. Paste it above and click "Unroll Thread"!
  5. More info at Twitter Help
Malte S. Kurz Profile picture
Malte S. Kurz
@MalteKurz
Quantitative Researcher @ScalableCapDACH @ScalableCapital | CEQURA Research Fellow @LMU_Muenchen | Blog https://t.co/npY7jqjD3s
Jan 31, 2020 • 10 tweets • 4 min read
1/ 🆕 at Quant's Perspective @ScalableCapDACH @ScalableCapital

Rolling Down the Yield Curve (by @ChrisAndData)

uk.scalable.capital/quants-perspec…

#quants #fintech

Thread 👇 2/ Upwards sloping yield curves can be explained by several yield curve theories, which imply different future yield curve trajectories. Rolling down the yield curve will maximize future returns when yield curves remain constant over time.
Jan 8, 2020 • 10 tweets • 4 min read
1/ 🆕 at Quant's Perspective @ScalableCapDACH @ScalableCapital

Impacts of Yield Curve Changes on Fixed-Income Security Prices (by @ChrisAndData)

uk.scalable.capital/quants-perspec…

Thread 👇 2/ This is the third article in our fixed-income series on Quant's Perspective.

uk.scalable.capital/quants-perspec…