T-NOTES & BONDS

In this weekly update, we will be working on the analysis, development and programming of a quantitative model based on US Treasury Notes and Bonds.

First ,a treasury note is a marketable U.S. government debt security with a fixed interest rate and a maturity between one and 10 years. Treasury notes are available from the government with either a competitive or noncompetitive bid. With a competitive bid, investors specify the yield they want, at the risk that their bid may not be approved; with a noncompetitive bid, investors accept whatever yield is determined at auction.