from my blog to @quantguy : Below are links to a rapid-throw-together set of charts comparing rates internationally. There are probably millions of other graphs like this created by organisations and educationals institutes, but far more advanced and accurate. Even so, the graphs show the time relationship between rates, and are suggestive of some degree of...
Dynamic Mult-variate Linear Regression - Capable of 3 independent variables - To have less than 3 variables, toggle off the variables you don't need in settings - Adjustable look back period (# of candles) Long / Short Indication - long if close below 1 std dev - short if open above 1 std dev
I calculate a fair value of the US 10 year yield applying a rolling regression (default 15 periods) with 2 different ratios. Entry of long and short are based on differ and exit are based if yield high/low price is below/above the fair value -/+ 1 std dev. Exit when long is based on if short is indicated or yield is inside the boundary of the FV value (+/-5%...