Articles, frameworks, and market process notes
A publication section for thoughtful fixed income analysis with practical implementation context.
A practical framework for choosing the cleanest implementation point for a duration view.
How to move from a macro duration view to the right curve expression under carry, convexity, and liquidity constraints.
Read noteTurning discretionary relative value ideas into a repeatable screening and review process.
A structured workflow for identifying, ranking, and reviewing bond RV opportunities without losing market judgement.
Read noteHow to combine trades so expected returns remain resilient across different macro paths.
From single-trade conviction to portfolio-level asymmetry through diversification by driver, convexity, and implementation quality.
Read note