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Divergences: Yield Spreads and Size

Divergences: Yield Spreads and Size

May 23, 2014 · by admin · in QUSMA

And now for something completely different. A bit of macro and a bit of factor relative performance: what happens when yield spreads and small caps diverge from the S&P 500? High Yield Spreads First, let’s play with some macro-style data. Below you’ll…

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