Discussion about this post

User's avatar
DUESPAID's avatar

Excellent commentary as usual!

Somewhat surprised to see your FI exposure reduced to zero just as:

1.. Market likely transition from a laser focus on inflation to growth.

2. The recent run-up in yields (particularly in the back end) that creates a nice asymmetric set-up for entry into a duration position.

Expand full comment
Bondi French's avatar

Nice write up.

Just wanted to clarify my understanding of your return contributions calculations, which price assumptions do you make?

Are you entering at Friday close levels or Monday morning open? and selling at which levels?

Thanks

Expand full comment
2 more comments...

No posts