Yield spreads are used to see investors' perception of future risk and predict a recession. The spread is the value obtained by subtracting the near term bond from the distant one. This indicator plots this value historically. I used 3-year and 10-year Turkey treasury bond yields instead of 2-year and 10-year Turkey treasury bond yields due to lack of historical...
This script attempts to predict recessions four quarters ahead. According to the New York Fed, "The yield curve—specifically, the spread between the interest rates on the ten-year Treasury note and the three-month Treasury bill—is a valuable forecasting tool. It is simple to use and significantly outperforms other financial and macroeconomic indicators in...
Stability Max Overload was created in another script I have been working on found below. I have broken the code down to only display the Stability features. What this is: I was trying to find a way that could in some form display the Stability or Instability of the US Treasuries Bond Market. To try and help me do that, I came up with 3...
Welcome to Yield Curve Version 2.55.2 US10Y-US02Y * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input...
Welcome to Yield Curve Version 2.41 * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input setting they do take...
Thanks to @gwaaf for his post on how to draw the curve!! * Charts and displays the current Treasury Yield Curve and the Spread. * Colors Lines and Labels based off price. * Dynamically adjusts the position of the labels as prices change. Top Labels: Top labels display the Spread between listed bonds in regards to Longer term Bonds minus Shorter term Bonds. This...
This indicator plots the US treasury yield curve as maturity (x-axis/time) vs yield (y-axis/price)
Displays the yield inversion difference on bonds between short term and long term bonds.