OPEN-SOURCE SCRIPT
Atualizado

Average Yield Inversion

Description:
This script calculates and visualizes the average yield curve spread to identify whether the yield curve is inverted or normal. It takes into account short-term yields (1M, 3M, 6M, 2Y) and long-term yields (10Y, 30Y).

  • Positive values: The curve is normal, indicating long-term yields are higher than short-term yields. This often reflects economic growth expectations.
  • Negative values: The curve is inverted, meaning short-term yields are higher than long-term yields, a potential signal of economic slowdown or recession.


Key Features:
  • Calculates the average spread between long-term and short-term yields.
  • Displays a clear graph with a zero-line reference for quick interpretation.
  • Useful for tracking macroeconomic trends and potential market turning points.


This tool is perfect for investors, analysts, and economists who need to monitor yield curve dynamics at a glance.
Notas de Lançamento
Added red color for inversion and green for non inversion
Notas de Lançamento
Update: removed Chart to show the indicator only
Notas de Lançamento
Update: added symbol and chart for comparison
Notas de Lançamento
Update: added title

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