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Or conversely, he knows the bond markets are going to take a beating when interest rates rise and wants to get out while his reputation is intact.

See what Krugman had to say about Bill Gross (this guy's boss) leaving.

http://krugman.blogs.nytimes.com/2014/09/29/nobody-could-hav... so... it sounds like his boss got pushed out because he made the bet that bonds were going to take a beating... and he was wrong.

I think it's obvious that rising interest rates are bad for the bond market? I am not an expert and could be wrong, but I think that's one of the basic bits of the bond market that someone like me is capable of understanding.

The special knowledge would be knowledge of when interest rates will rise... and if you had that knowledge... god damn, you could make some money.

The yield curve is not currently negative... but it still seems pretty flat to a non-expert like me[1] - which I believe signals a belief (on the part of people buying bonds) that rates are going to stay low for a long time. (and that the economy is going to be shit for a long time.)

[1]http://www.treasury.gov/resource-center/data-chart-center/in...

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