Tags » Term Structure

Crude Oil Prospects

October 19, 2015

Editor’s Pick

There are many mixed signals today in the crude oil market. In my latest article for Seeking Alpha I examine the recent action and opine about the prospects for crude for the rest of 2015. 25 more words


[FM] Term Structure of Interest Rates

In a previous post we introduced the notion of the term structure of interest rates. Here we try and understand the shape of the term structure. 1,775 more words


Volatility is back

For the return of volatility I fixed my VIX futures historical term structure dashboard: this is still available at http://virtualizedfrog.wordpress.com/historical-vix-term-structure/