Reading list of Mebane Faber

Mebane Faber has created a career out of his timing model. Fair enough, the article (click here) that he wrote and published back in 2006 was a breath of fresh air. Click here to go see a list of investment books that he recommends.


A quant trading model for swap spreads

I recently wrote quite a long post on swap spreads (click here to see that post), covering┬ásome general intuition about swap spreads: what does a swap spread represent, why does it move, when does it move, which direction does it go, etc. My blog stats show that a lot of people have read it, so … Continue reading A quant trading model for swap spreads