Rossouw van Jaarsveld | Overfit and Chill
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Do Macro Variables Help Forecast the Yield Curve? Three Honest Experiments

A follow-up to the yield-curve forecasting post. I add inflation, the repo rate, the rand and the VIX to the forecasts in three wa...

2026/06/14
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Forecasting South African Government Bond Yields

I raced about twenty forecasting models against each other on SA government bond yield buckets, and the humble random walk turned ...

2026/05/31

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Alm4 Banking2 Deposits1 Etf2 Finance2 Fixed income2 Hedging1 Irrbb3 Liquidity1 Machine learning3 Ngfb2 Optimisation1 Optimisation alm1 Portfolio optimization1 Quant finance1 Signal processing1 Yield curve2

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