Thank you Sergey. Could be possible to have this interest rates data in excel?

Roy

------- Original Message -------
Il martedì 28 giugno 2022 13:48, Sergey Tarassov <timingsolution17@...> ha scritto:

Hello, Group

I have found the data for "High grade long terms bonds Moody AAA" yield. I have calculated inverse value i.e. 1/X it is very good coincides with bond price, not value itself but trend (I've checked it).

- Firstly it looks like this is very cyclical instrument and Bartles permanent spectrum (in Q-Spectrum 2 module) works very well here, there are very certain peaks there:

Plus first time in my life I see working Kondratiev cycle. I will not do projection line so far, it needs more work. But the worksheet is attached (some projection line presents there, but this is first approach only).

My major interest it to reveal how deflationary/inflationary wave works on long term period. This is correlation chart Bonds vs Dow (monthly) for 200+ years period:

It seems to me this chart has very certain historical sense. Blue periods here represent "deflationary" periods, period when bonds and stocks move opposite way. The period when lowing rates is good for companies.

We can see thee deflationary periods there:

since 1870 short period 7-9 years but very certain - post Civil War reconstruction

since end of 1930 till mid 1960 - post WWW2 period

since mid 1990 till now (?) - Global economic

I am not good in economy to read this chart properly. For me blue (deflationary) periods mean kind of something new, some progress... But I don't know.

In any case worksheet is attached. To calculate correlation chart in intermarket module click button:

and set bigger smoothing period and analyzed interval:

Best regards.

Sergey.

This is yield.

BTW, I have removed yesterday video on YouTube. It needs more work. I got more data and now it looks different.

On 2022-06-28 3:46 p.m., roy wrote:

Thank you Sergey. Could be possible to have this interest rates data in excel?

Roy

------- Original Message -------
Il martedì 28 giugno 2022 13:48, Sergey Tarassov <timingsolution17@...> ha scritto:

Hello, Group

I have found the data for "High grade long terms bonds Moody AAA" yield. I have calculated inverse value i.e. 1/X it is very good coincides with bond price, not value itself but trend (I've checked it).

- Firstly it looks like this is very cyclical instrument and Bartles permanent spectrum (in Q-Spectrum 2 module) works very well here, there are very certain peaks there:

Plus first time in my life I see working Kondratiev cycle. I will not do projection line so far, it needs more work. But the worksheet is attached (some projection line presents there, but this is first approach only).

My major interest it to reveal how deflationary/inflationary wave works on long term period. This is correlation chart Bonds vs Dow (monthly) for 200+ years period:

It seems to me this chart has very certain historical sense. Blue periods here represent "deflationary" periods, period when bonds and stocks move opposite way. The period when lowing rates is good for companies.

We can see thee deflationary periods there:

since 1870 short period 7-9 years but very certain - post Civil War reconstruction

since end of 1930 till mid 1960 - post WWW2 period

since mid 1990 till now (?) - Global economic

I am not good in economy to read this chart properly. For me blue (deflationary) periods mean kind of something new, some progress... But I don't know.

In any case worksheet is attached. To calculate correlation chart in intermarket module click button:

and set bigger smoothing period and analyzed interval:

Best regards.

Sergey.

On Jun 28, 2022, at 6:48 AM, Sergey Tarassov <timingsolution17@...> wrote:



Hello, Group

I have found the data for "High grade long terms bonds Moody AAA" yield.  I have calculated inverse value  i.e. 1/X  it is very good coincides with bond price, not value itself but trend (I've checked it).

- Firstly it looks like this is very cyclical instrument and Bartles permanent spectrum (in Q-Spectrum 2 module) works very well here, there are very certain peaks there:

<lOZknN0GOU7ZNWrf.png>

Plus first time in my life I see working Kondratiev cycle. I will not do projection line so far, it needs more work. But the worksheet is attached (some projection line presents there, but this is first approach only).

My  major interest it to reveal how deflationary/inflationary wave works on long term period. This is correlation chart Bonds vs Dow (monthly) for 200+ years period:

<Y6IVcMjisEq3w0lo.png>

It seems to me this chart has very certain historical sense. Blue periods here represent "deflationary" periods, period when bonds and stocks move opposite way. The period when lowing rates is good for companies.

We can see thee deflationary periods there:

since 1870 short period 7-9 years but very certain - post Civil War reconstruction

since end of 1930 till mid 1960 - post WWW2 period

since mid 1990 till now (?) - Global economic

I am not good in economy to read this chart properly. For me blue (deflationary) periods mean kind of something new, some progress...  But I don't know.

In any case worksheet is attached. To calculate correlation chart in intermarket module click button:

<XDDLxXjmoKXogxcN.png>

and set bigger smoothing period and analyzed interval:

<g50z2bjjIQsSpTdy.png>

Best regards.

Sergey.

<high grade long term bonds moody's aaa.wts>

Sergey,

I was going back through this post and figured I’d share this link to the Bank of England paper in case anyone else was interested in looking at longer term cycles in interest rates. 

Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018 bankofengland.co.uk

Nicky

On Jun 28, 2022, at 6:48 AM, Sergey Tarassov <timingsolution17@...> wrote:



Hello, Group

I have found the data for "High grade long terms bonds Moody AAA" yield.  I have calculated inverse value  i.e. 1/X  it is very good coincides with bond price, not value itself but trend (I've checked it).

- Firstly it looks like this is very cyclical instrument and Bartles permanent spectrum (in Q-Spectrum 2 module) works very well here, there are very certain peaks there:

<lOZknN0GOU7ZNWrf.png>

Plus first time in my life I see working Kondratiev cycle. I will not do projection line so far, it needs more work. But the worksheet is attached (some projection line presents there, but this is first approach only).

My  major interest it to reveal how deflationary/inflationary wave works on long term period. This is correlation chart Bonds vs Dow (monthly) for 200+ years period:

<Y6IVcMjisEq3w0lo.png>

It seems to me this chart has very certain historical sense. Blue periods here represent "deflationary" periods, period when bonds and stocks move opposite way. The period when lowing rates is good for companies.

We can see thee deflationary periods there:

since 1870 short period 7-9 years but very certain - post Civil War reconstruction

since end of 1930 till mid 1960 - post WWW2 period

since mid 1990 till now (?) - Global economic

I am not good in economy to read this chart properly. For me blue (deflationary) periods mean kind of something new, some progress...  But I don't know.

In any case worksheet is attached. To calculate correlation chart in intermarket module click button:

<XDDLxXjmoKXogxcN.png>

and set bigger smoothing period and analyzed interval:

<g50z2bjjIQsSpTdy.png>

Best regards.

Sergey.

<high grade long term bonds moody's aaa.wts>

On Mar 27, 2023, at 7:30 AM, Sergey Tarassov <timingsolution17@...> wrote:



Interesting. Thank you Nicky

BTW, do they have this data in digital format. It looks promising for cyclical analysis.

Best regards.

Sergey.

On 2023-03-27 12:20 a.m., nickyseay4@... wrote:

Sergey,

I was going back through this post and figured I’d share this link to the Bank of England paper in case anyone else was interested in looking at longer term cycles in interest rates. 

<image.png>

<boe-default.png>

Eight centuries of global real interest rates, R-G, and the ‘suprasecular’ decline, 1311–2018 bankofengland.co.uk

Nicky

On Jun 28, 2022, at 6:48 AM, Sergey Tarassov <timingsolution17@...> wrote:



Hello, Group

I have found the data for "High grade long terms bonds Moody AAA" yield.  I have calculated inverse value  i.e. 1/X  it is very good coincides with bond price, not value itself but trend (I've checked it).

- Firstly it looks like this is very cyclical instrument and Bartles permanent spectrum (in Q-Spectrum 2 module) works very well here, there are very certain peaks there:

<lOZknN0GOU7ZNWrf.png>

Plus first time in my life I see working Kondratiev cycle. I will not do projection line so far, it needs more work. But the worksheet is attached (some projection line presents there, but this is first approach only).

My  major interest it to reveal how deflationary/inflationary wave works on long term period. This is correlation chart Bonds vs Dow (monthly) for 200+ years period:

<Y6IVcMjisEq3w0lo.png>

It seems to me this chart has very certain historical sense. Blue periods here represent "deflationary" periods, period when bonds and stocks move opposite way. The period when lowing rates is good for companies.

We can see thee deflationary periods there:

since 1870 short period 7-9 years but very certain - post Civil War reconstruction

since end of 1930 till mid 1960 - post WWW2 period

since mid 1990 till now (?) - Global economic

I am not good in economy to read this chart properly. For me blue (deflationary) periods mean kind of something new, some progress...  But I don't know.

In any case worksheet is attached. To calculate correlation chart in intermarket module click button:

<XDDLxXjmoKXogxcN.png>

and set bigger smoothing period and analyzed interval:

<g50z2bjjIQsSpTdy.png>

Best regards.

Sergey.

<high grade long term bonds moody's aaa.wts>