Quant-Driven Fund Managers' Rotation from Fixed-Income to Equities Causes Jump in U.S. Treasury Bond Yields
The Federal Reserve's easing cycle remains unchanged despite last week's inflation report. Quant-driven fund managers have been swapping fixed-income investments for equities, causing the yield on 10-year U.S. Treasury bonds to rise from 3.6% to 4.1%. This has led to a fall in bond prices and a subsequent increase in yields. Despite this, some stock-market doomsayers are trying to argue that stocks cannot continue to rally, but they are not considering the bigger picture.
Disclaimer: The content of this article solely reflects the author's opinion and does not represent the platform in any capacity. This article is not intended to serve as a reference for making investment decisions.
You may also like
Citron Research: MicroStrategy short positions have been hedged
Anzen Finance announces token economics: total supply is 10 billion