As Yield Curve Steepens, Macquarie Analysis Nuanced While Gundlach Clear

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Mark Melin
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Yield Curve Steepens – There has been a decided shift in global bond markets, a research report from Macquarie noted. While the central banks around the world have traditionally influenced the short end of the yield curve, the noted shift in longer-dated maturities cuts a stark contrast with the global economic landscape. What are the probabilities behind the long-end yield jump? While some analysts are clear — the outspoken Jeffery Gundlach has a clear performance driver in mind — Macquarie considers multiple factors and is nuanced. Yield Curve Steepens – The long end of the bond market is rising at…

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.