Monday, January 27, 2020

1Q20 : Week 3

It's been a pretty volatile investing year for me with a lot of both gains and losses. I'm not going to discuss either cases here. I'm stepping back from active investing and trading for a while. I will, however, continue looking at and commenting on finance and the market. I think that being aloof from the actual making of money will help with my enjoyment of the field, etc etc.

I'm hoping to write one reasonable sized blog post per week. I'm certainly not as eloquent as Matt Levine, let's say, but hopefully I'll produce something of worth nonetheless.

So, let's start of this blogging series with US treasuries.

New project: IRR model

I'm going to start a new project. I'm not especially happy with the interest rate risk model I'm using at work. There's a lo...