YIELD CURVE
In today’s complex and constantly changing market environment, managing to changes in bond yields across different maturities – the yield curve, requires attention to a wide variety of factors.
At Lorica, we rely on analysis of fundamental, technical and non-systematic factors affecting economies and bond markets to forecast changes to the shape and level of the yield curve. We begin with our expectations for real yields and inflation, which are then aggregated to form our forecast for nominal yields. Translating our forecast into portfolios, that will generate superior performance, involves construction of optimal portfolios through extensive use of our proprietary computer models, and tactical trade execution.
YIELD CURVE
In today’s complex and constantly changing market environment, managing to changes in bond yields across different maturities – the yield curve, requires attention to a wide variety of factors.
At Lorica, we rely on analysis of fundamental, technical and non-systematic factors affecting economies and bond markets to forecast changes to the shape and level of the yield curve. We begin with our expectations for real yields and inflation, which are then aggregated to form our forecast for nominal yields. Translating our forecast into portfolios, that will generate superior performance, involves construction of optimal portfolios through extensive use of our proprietary computer models, and tactical trade execution.
LORICA
Fixed Income Specialist
Funds, Seg. Acts. and UMA/SMA
100% Employee-Owned
SITE MAP
Who We Are - How We Invest
Our Strategies - Our Platforms
Where to Find Us
LORICA
Fixed Income Specialist
Funds, Seg. Acts. and UMA/SMA
100% Employee-Owned
SITE MAP
Who We Are - How We Invest
Our Strategies - Our Platforms
Where to Find Us