Approaching the Zero Bound – Bonds

January 30, 2013

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

As bonds approach the artificial zero bound, where do we go next especially after the record setting +30% in 2011?  The rolling 250-day total return has rarely gone negative since the inception of the Vanguard Funds VBMFX and VUSTX.  I am intentionally an ex-bond fund manager, so I am very interested.

From TimelyPortfolio
From TimelyPortfolio

R code in GIST:

To leave a comment for the author, please follow the link and comment on his blog: Timely Portfolio. offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.