Financial news is always awash in numbers, but there’s one figure that’s almost always more important than anything else: the ...

Beyond trying to minimize negative convexity, the portfolio’s securitized allocation varies depending on how attractive the sector and its subsectors are to other areas of the bond market.

New York-based hedge fund Fir Tree Partners — known for instigating activist campaigns against distressed companies — is ...

those spreads had fallen to 82 basis points and the fund’s 52% corporate bond stake was 28.2 percentage points overweight. Preferring to build a portfolio with positive convexity (more upside ...

we use the values of three other bonds with very similar maturities to interpolate the value of this bond given its duration and convexity. The measure of relative value is simply the difference ...

Q4 2024 Earnings Call Transcript January 31, 2025 Operator: Good morning, and welcome to the Fourth Quarter 2024 Earnings Conference Call for Orchid Island Capital. This call is being recorded today, ...

In short, long-duration bonds certainly have a place in income ... At current interest rates, there is also very little negative convexity, which adds to the investment case.

S&P 500, Nasdaq 100 tumble as Trump imposes 25% tariffs on Canada and Mexico. Markets brace for 1.2% GDP hit while natural gas surges 8.5%.

He has consulted with multinational firms on FX hedging and lectured at Duke Law School on FX derivatives. Vecchio searches for high-convexity opportunities at the crossroads of macroeconomics and ...

Bond ETFs make a range of bond portfolios available to all investors. Index-based bond ETFs usually have low expense ratios. Bond ETFs can comprise 10% or more of your portfolio, depending on your ...

Investors often include foreign or international bonds in their portfolios for a few primary reasons – to take advantage of higher interest rates or yields and to diversify their holdings.