Fixed-Income Strategies Library
A structured reference for understanding fixed-income strategys across fixed income, macro, market structure and financial infrastructure. Each entry explains what the concept means, why it matters and how to interpret it without presenting it as a guaranteed forecast or investment recommendation.
Barbell Strategy
Barbell Strategy is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Bullet Strategy
Bullet Strategy is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Duration Matching
Duration Matching is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Immunization Strategy
Immunization Strategy is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Cash-Flow Matching
Cash-Flow Matching is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Buy and Hold Bonds
Buy and Hold Bonds is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Roll-Down Strategy
Roll-Down Strategy is a curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Carry and Roll
Carry and Roll is a curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Yield Curve Steepener
Yield Curve Steepener is a curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Yield Curve Flattener
Yield Curve Flattener is a curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Curve Butterfly Trade
Curve Butterfly Trade is a curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Curve Barbell Trade
Curve Barbell Trade is a curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Duration Extension
Duration Extension is a duration concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Duration Shortening
Duration Shortening is a duration concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Long Duration Strategy
Long Duration Strategy is a duration concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Short Duration Strategy
Short Duration Strategy is a duration concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Key-Rate Duration Hedge
Key-Rate Duration Hedge is a duration concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Treasury Futures Hedge
Treasury Futures Hedge is a hedging concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Interest Rate Swap Hedge
Interest Rate Swap Hedge is a hedging concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Swap Overlay
Swap Overlay is a hedging concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Inflation Hedge with TIPS
Inflation Hedge with TIPS is a inflation concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Breakeven Inflation Trade
Breakeven Inflation Trade is a inflation concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Real-Yield Trade
Real-Yield Trade is a inflation concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Credit Spread Trade
Credit Spread Trade is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Credit Barbell
Credit Barbell is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Investment-Grade Rotation
Investment-Grade Rotation is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
High-Yield Rotation
High-Yield Rotation is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Quality Up Trade
Quality Up Trade is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Fallen Angel Strategy
Fallen Angel Strategy is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Rising Star Strategy
Rising Star Strategy is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Sovereign Spread Trade
Sovereign Spread Trade is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Country Rotation
Country Rotation is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Currency-Hedged Bond Strategy
Currency-Hedged Bond Strategy is a fx concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Unhedged Global Bond Strategy
Unhedged Global Bond Strategy is a fx concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Cross-Currency Swap Hedge
Cross-Currency Swap Hedge is a fx concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Repo Financing Strategy
Repo Financing Strategy is a funding concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Cash Plus Strategy
Cash Plus Strategy is a money markets concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Floating-Rate Strategy
Floating-Rate Strategy is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Mortgage Convexity Hedge
Mortgage Convexity Hedge is a optionality concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Liability-Driven Investment
Liability-Driven Investment is a institutional concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Risk-Parity Bond Allocation
Risk-Parity Bond Allocation is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.
Defensive Fixed-Income Allocation
Defensive Fixed-Income Allocation is a portfolio construction concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.