Rather than picking a benchmark pair of treasuries to express a yield curve, this indicator weighs all (excluding the new 20 Year) durations, each against the next, and weights that against the FEDFUNDS rate.
Deutsch: Die Zinsstrukturkurve ist ein wichtiges Prognosetool für Finanzakteure und dient unter anderem als Konjunkturindikator. Es handelt sich hierbei um eine grafische Darstellung der Zinssätze von Anleihen mit unterschiedlicher Laufzeit. 3 Ansichtsmöglichkeiten sind verfügbar: Linien Modus Histogramm Modus Verlaufs Modus Sobald Teile der...
This script tracks the U.S. 2Yr/10Yr Spread and uses inversions of the curve to predict recessions. Whenever a red arrow appear on the yield curve, expect a recession to begin within the next 2 years. Use this signal to either exit the market, or hedge current positions. Whenever a green arrow appears on the yield curve, expect a recession to have nearly ended....
Yield spreads are used to see investors' perception of future risk and predict a recession. The spread is the value obtained by subtracting the near term bond from the distant one. This indicator plots this value historically. I used 3-year and 10-year Turkey treasury bond yields instead of 2-year and 10-year Turkey treasury bond yields due to lack of historical...
This script attempts to predict recessions four quarters ahead. According to the New York Fed, "The yield curve—specifically, the spread between the interest rates on the ten-year Treasury note and the three-month Treasury bill—is a valuable forecasting tool. It is simple to use and significantly outperforms other financial and macroeconomic indicators in...
A simple utility tool to have all available US Treasury yield rates together on a one chart
Stability Max Overload was created in another script I have been working on found below. I have broken the code down to only display the Stability features. What this is: I was trying to find a way that could in some form display the Stability or Instability of the US Treasuries Bond Market. To try and help me do that, I came up with 3...
Welcome to Yield Curve Version 2.55.2 US10Y-US02Y * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input...
Welcome to Yield Curve Version 2.41 * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input setting they do take...
Hello and welcome to "Yield Curve Version 2.0" Please read as it might help you understand what information is being displayed and where it can be located. Please note - this script will not generate accurately if loaded while the Bond Market is closed. It requires one real time update before the script will work. ** FEATURES** * Plots the Yield Curve of the...
Thanks to @gwaaf for his post on how to draw the curve!! * Charts and displays the current Treasury Yield Curve and the Spread. * Colors Lines and Labels based off price. * Dynamically adjusts the position of the labels as prices change. Top Labels: Top labels display the Spread between listed bonds in regards to Longer term Bonds minus Shorter term Bonds. This...
This indicator plots the US treasury yield curve as maturity (x-axis/time) vs yield (y-axis/price)
Displays the yield inversion difference on bonds between short term and long term bonds.