Yield Curve Analyzer - Market Radar

2023년 9월 1일

This is a script that gives insight into the types of moves that are happening across the yield curve. It helps in identifying both bull/bear steepeners and flatteners between two tenors.

The indicator displays data as a percentage of the steepeners and flatteners that have occurred over a short-term trailing window. This gives a reading that is more digestible with less noise.

Currently, the indicator only displays data for the 10Y-2Y US Treasury yield spread.

We intend to add additional spreads in the near future; such as 10Y-3M, 30Y-5Y, and 30Y-2Y.