They've updated the simulated treasuries just now, maybe check it out to see if it does what it's supposed to.viewtopic.php?p=8293513#p8293513 and discussion with unemployed_pysicist further down, e.g. viewtopic.php?p=8300526#p8300526 viewtopic.php?p=8300640#p8300640 viewtopic.php?p=8300656#p8300656 viewtopic.php?p=8302151#p8302151 . He calls it "flat roll" method. If I remember right he forwarded me an interpolated version of historical treasury returns simulated from yield data in a private chat, which was much different from the "flat roll" simulation.
Statistics: Posted by Hydromod — Mon Oct 20, 2025 7:55 pm — Replies 12 — Views 1277