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Today my bond broker called and wanted to discuss what we
might do to protect the value and yield of my bond portfolio.
Most of my liquid net worth is in moderate grade corporate
bonds and quarterly pay preferreds. Total portfolio is yielding
something in the order of 7.25% and is at or above par.
In order to have some idea of what kind of time frame we had
to determine what to do I decided to do an analysis of FedFunds
rates (cash) as reported by the Fed Reserve Band of St. Louis
http://research.stlouisfed.org/fred/data/irates.html
is a listing of what is available there in the way of data.
Most everything that is to be said is said on the chart.
The method of analysis/projection is based on a sophisticated
method of measuring cycle strength and is termed Maximum
Entropy Method.
The method of prediction of prices is to take the MEM cycle
values that seem most pertinent, run a Fourier analysis on each
and determine the amplitude and phase of each cycle specified
and then project based on those measures.
Hope this helps
Clyde
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Clyde Lee Chairman/CEO (Home of SwingMachine)
SYTECH Corporation email: clydelee@xxxxxxxxxxxx
7910 Westglen, Suite 105 Office: (713) 783-9540
Houston, TX 77063 Fax: (713) 783-1092
Details at: www.theswingmachine.com
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