Treasury Yields Heatmap [By MUQWISHI]▋ INTRODUCTION :
The “Treasury Yields Heatmap” generates a dynamic heat map table, showing treasury yield bond values corresponding with dates. In the last column, it presents the status of the yield curve, discerning whether it’s in a normal, flat, or inverted configuration, which determined by using Pearson's linear regression coefficient. This tool is built to offer traders essential insights for effectively tracking bond values and monitoring yield curve status, featuring the flexibility to input a starting period, timeframe, and select from a range of major countries' bond data.
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▋ OVERVIEW:
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▋ YIELD CURVE:
It is determined through Pearson's linear regression coefficient and considered…
R ≥ 0.7 → Normal
0.7 > R ≥ 0.35 → Slight Normal
0.35 > R > -0.35 → Flat
-0.35 ≥ R > -0.7 → Slight Inverted
-0.7 ≥ R → Inverted
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▋ INDICATOR SETTINGS:
#Section One: Table Setting
#Section Two: Technical Setting
(1) Country: Select country’s treasury yields data
(2) Timeframe: Time interval.
(3) Fetch By:
(3A) Date: Retrieve data by beginning of date.
(3B) Period: Retrieve data by specifying the number of time series back.
Enjoy. Please let me know if you have any questions.
Thank you.
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// colours per curve type for the plots and table headers
C_30Y_20Y=color.orange
C_10Y_5Y=color.purple
C_10Y_2Y=color.blue
C_7Y_5Y=color.gray
C_5Y_2Y=color.red
C_3Y_2Y=color.yellow
C_10Y_1Y=color.olive
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If you have any questions/suggestions, feel free to add them in the comments below
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Total
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Mortgage-Backed Securities
Repurchase Agreements
Fed Agency Debt Securities (Primary/Secondary/Seasonal Credit + TALF)
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