Using Inflation Data for Systematic Gold and Treasury Investment Strategies

Inflation significantly impacts the prices of gold and treasury bonds through various mechanisms. Gold is often viewed as a hedge against inflation, while treasury bonds exhibit a more complex relationship influenced by interest rates and investor behavior. This relationship between inflation, gold, and treasuries is well understood, but the real question is whether we can systematically capitalize on it. In this article, we explore how inflation data can be used to build fixed income market timing trading strategies — and as our findings suggest, the answer is a definite yes.

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