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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory -- Ignore unavailable to you. Want to Upgrade?


To: Real Man who wrote (82051)5/23/2007 11:29:51 AM
From: bart13  Read Replies (2) | Respond to of 110194
 

Hi, Bart - I wonder if you ever ran correlation for, say,
10-year treasury bonds and the dollar.


The straight chart doesn't show much:



I fiddled a bit with the scale for the 10 year and added a 1 year rolling correlation to try and address what you're looking at... I'm not at all sure that it shows what you expected, but it was interesting.



There's also one I maintain that has the 10 year, corrected by the CPI + lies data from John Williams, that has some interesting if non surprising correlations with gold. The "rate indicator" is basically the "real" interest rate.