Risk Matrix The Risk Matrix is a sophisticated tool that aggregates a variety of fundamental inputs, primarily external (non-crypto) market data is used to assess investor risk appetite. By combining external macroeconomic factors and proxies for liquidity data with specific signals from the cryptomarket - the Risk Matrix provides a holistic view of market risk...
Yield Spread The green line shows the difference between the 10-Year and 2-Year yields. Positive Spread: When the green line is above zero, the 10-Year yield is higher than the 2-Year yield. This is normal and indicates an upward-sloping (normal) yield curve, which typically suggests a healthy economy with expectations of future growth. Flattening Curve: If the...
PUMP Indicator Description ★ Supported Markets and Assets The PUMP indicator is a versatile tool that can be effectively applied to various markets and assets, including: ▶ Korean Stocks: KOSPI, KOSDAQ, etc. ▶ U.S. Stocks: NYSE, NASDAQ, etc. ▶ Cryptocurrencies: Major cryptocurrencies such as Bitcoin (BTC), Ethereum (ETH), etc. ▶ Futures: Major futures contracts...
Displays the difference in yield between multiple bond pairs for a given country. Currently supports US, DE, and GB bonds
The Bond Yield Spread Script is developed for forex traders, offering an automated tool to calculate the bond yield spread between two countries associated with the forex pair displayed on the chart. Functionality: The script starts by identifying the base and quote currencies of the current forex pair and aligns them with their corresponding national bond...
▋ INTRODUCTION : The “Treasury Yields Heatmap” generates a dynamic heat map table, showing treasury yield bond values corresponding with dates. In the last column, it presents the status of the yield curve, discerning whether it’s in a normal, flat, or inverted configuration, which determined by using Pearson's linear regression coefficient. This tool is built to...
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...
This is Part 2 of 2 from the 42MACRO Recreation Series However, there will be a bonus Indicator coming soon! The CE - 42MACRO Fixed Income and Macro Table is a next level Macroeconomic and market analysis indicator. It aims to provide a probabilistic insight into the market realized GRID Macro regimes, track a multiplex of important Assets, Indices, Bonds and...
The Global Yield Spread is a simple indicator that can help to identify economic wellbeing and thus allows traders and investors alike to derive a rough estimation onto where the market is likely to go. ---------- Please note that things like Yield Spread generally influence the market only over longer time horizons of a couple weeks to many months. Also be aware...
Introducing the Market Relative Candle Ratio Comparator, a visually captivating script that eases the way you compare two financial assets, such as cryptocurrencies and market indices. Leveraging a distinctive calculation method based on percentage changes and their averages, this tool presents a crystal-clear view of how your chosen assets perform in relation to...
Displays US Bond Yields for 3Y, 5Y, 7Y, 10Y, 30Y, 10Y-2Y. Best used on a cart that has a similar Y-Axis... for example, using this indicator on the TVC:US10Y chart works. Added some bells and whistles such as a tabular chart for current rate as well as ability to turn on off specific yields (in the settings cog) This is my first publish! So please let me know...
💸 True Value = Close Price + Accumulated Dividends ◆ Using only the time displayed on screen of the chart, the script will calculate the True Value of the symbol. (Calculations start from first bar you can see to the last bar you can see.) Why do you need the true value? Anytime an asset pays a dividend the current market price doesn't reflect the actual...
The integrated version of IV CAP/FLOOR Premium and Bitcoin IV C/F. Illustrating Cap-Floor bands based on statistical calculations using the implied volatility of Bitcoin, foreign currency pairs, commodities, bonds, and indexes.
Yield curve of the 1-10 year US Treasury Bonds, with over 60 years of history. The Yield Curve is the interest rate on the 10 year bond minus the 1 year bond. When it inverts (crosses under 0) a recession usually follows 6-12 months later. It's a great leading indicator to identify risk in the macroeconomic environment. Yield curves can be constructed on...
Yield curve of the 2-10 year US Treasury Bonds, with over 50 years of history. The Yield Curve is the interest rate on the 10 year bond minus the 2 year bond. When it inverts (crosses under 0) a recession usually follows 6-12 months later. It's a great leading indicator to identify risk in the macroeconomic environment.
With this little script, I have attempted to incorporate fundamental data (in this case, 10-year bond yields) into technical analysis . When pairing two currencies, the one with a higher bond interest rate usually appreciates when the interest rate differential widens, or, to use a simple example: in a currency pair A vs. B, with A showing a higher bond yield than...
An inversion between the 2 year and 10 year US treasury yield generally means a recession within 2 years. But the yield curve has more to it than that. This script helps analysis of the current and past yield curve (not limited to US treasury) and is very configurable. "A yield curve is a line that plots yields (interest rates) of bonds having equal credit...
Easy Viewing of 4 different duration bond yields for US and Canada. Bond prices and bond yields are excellent indicators of the economy as a whole, and of inflation in particular. A bond's yield is the discount rate that can be used to make the present value of all of the bond's cash flows equal to its price. Good as part of a macro set.