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----- Original Message -----
From: "Clyde Lee" <clydelee@xxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, December 12, 2002 9:29 PM
Subject: Fed Funds Rates -- a 4 year Prediction
> Today my bond broker called and wanted to discuss what we
> might do to protect the value and yield of my bond portfolio.
>
> Most of my liquid net worth is in moderate grade corporate
> bonds and quarterly pay preferreds. Total portfolio is yielding
> something in the order of 7.25% and is at or above par.
>
> In order to have some idea of what kind of time frame we had
> to determine what to do I decided to do an analysis of FedFunds
> rates (cash) as reported by the Fed Reserve Band of St. Louis
>
> http://research.stlouisfed.org/fred/data/irates.html
>
> is a listing of what is available there in the way of data.
>
> Most everything that is to be said is said on the chart.
>
> The method of analysis/projection is based on a sophisticated
> method of measuring cycle strength and is termed Maximum
> Entropy Method.
>
> The method of prediction of prices is to take the MEM cycle
> values that seem most pertinent, run a Fourier analysis on each
> and determine the amplitude and phase of each cycle specified
> and then project based on those measures.
>
> Hope this helps
>
> Clyde
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: clydelee@xxxxxxxxxxxx
> 7910 Westglen, Suite 105 Office: (713) 783-9540
> Houston, TX 77063 Fax: (713) 783-1092
> Details at: www.theswingmachine.com
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
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