Rising Interest rates and Using PFIX

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  • 04/14/2022 at 9:10 pm #83299
    Mark Vincent
    Participant

    PFIX has no history so you cannot create a backtest. If your Hypothesis is that interest rates will rise this year is there a better way to allocate capital vs PFIX or Just allocate x% of your portfolio to it. Any suggestions are welcome.

    Cheers,
    MV

    04/19/2022 at 1:32 pm #83318
    Mark Vincent
    Participant

    Since PFIX is shorting the 20 year Bond. Using TBT or TMV would be a good approximation. The real question is are rising interests highly correlated with shorting the 20 year bond?

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