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Aaaaargh! Please stop the nonsense, please... My head is hurting.

It's "quantitative", not "quantative".

Life is hard, nothing is safe and we all die one day. Now that we got this out of the way, diversification is a risk-averse investor's only free lunch out there in the mkt. Also, I would agree with the other people here who advised caution in listening to ET peeps. Some investing "insights"...

Guys, please, stop spouting nonsense... You have no clue what you're talking about. The European banking system is running a liquidity surplus of arnd EUR 100 - 200bn, depending on how you account for it. Most of that money is borrowed from the ECB at 1% (3m and shorter maturity) and then...

Precisely... A grind is the most positive outcome the powers that be are hoping for.

I meant to say "You don't need a risk-free rate for your asset pricing model". Typo here.

Nice headline... If 10y notes go to 0.995% yield in Sep, it will definitely be time for guns, ammo and canned soup.

You don't need a risk-free rate or your asset pricing model. It's always been an oversimplification. What you really need is your own funding rate, as that's really what matters.

You can try linear regression...

You're an idiot and have absolutely no clue what you're talking about, but I think we knew this already.

I am not sure about that. Judging by all the recent pain and stops, I would have thought the mkt is the other way, if anything. At any rate, with the spread now at 237bps, it's moved a fair bit. Still a fair ways to go before we get into proper Japanese territory (sub 100bps).

I am innit... Cash 10s30s flatteners at 113.

Have you tried using one of the wonders of modern technology, these gizmos called Internet search engines? There's one called Google and it's swell :). Here you go:

Construct the spread yourself... There's enough people out there that make sure the spread is in line with the outrights over any reasonable period of time. My 2c.

It's a tradeoff between transaction costs and liquidity. The actual decision will depend on how liquid an instrument you're trading.

Ah, yes, that's something I agree with...

Who is "the one from Russia"?

Haha, good point... I think they tried to do as much as they could without running into too many negative side effects of inflation.

Yeah, I don't know, man... Trying to time these things is very difficult. I have done OK, mostly, on some small punts (EURCHF and EURSEK), but that was just for fun. In terms of actual cash, I try to stay diversified.

They did everything, including the kitchen sink (I mean they bought equities, for god's sake). Point is that even QE might not be sufficient to stop the rot. In fact, nobody knows quite how effective QE has been (there's a few research papers, incl the most recent one from the BoE; final...