Are historical bond differential rates available?

I’m reading a book “Day Trading and Swing Trading The Currency Market”, 2nd Edition (2008), Kathy Lien, where it says you can source the daily rates and track them daily on sites like Bloomberg. For context pls refer to attached scr shot.

Interest rate diff

I want to know if historical data is available online to enable back testing. Tried googling it and couldn’t find. Maybe I’m looking at the wrong places.

Please excuse if posted in wrong place or if too obvious. First post ever.

kind regards,

1 Like

Hi, maybe you will write something about yourself at the beginning? instead of describing the problem in the first post. Regards Greg

Didn’t know it was mandatory. I’ll keep that in mind. Thank you.

Obligatory or not, it is appropriate to introduce yourself when you come to a new place.

I don’t take it kindly when other folks try to impose their values on me. You’ve taken an offense or decided to moral police me against one line I casually mentioned in passing in my initial post. That, too which is moot and has no bearing at all to the original question.

I did, however, go ahead and make a lengthy introduction just now anyway. It explains why I took as long as I did to introduce myself.

But if everyone in this forum takes offense easily it’s much easier to disengage from the forum altogether atm.

It is very disturbing that you react in this way to getting attention, but good luck nevertheless.

Thank you. Wish you the same

Thanks :slight_smile: check also this link

1 Like

Oh wow. Thanks much. I’ll give it a closer look in a bit but I believe that’s exactly what I was looking for. Grateful for the assistance :slight_smile:

No problem, cheers :wink:

Yes, I like your opinion very much.

1 Like

In case anyone’s interested, I was also able to get data from atleast 1989 (didn’t try earlier times) from for an exercise, mentioned in this thread. Also just found out enables downloads for upto a year.

thanks for sharing the find! historical data is always a pain to obtain unfortunately

I think the place has data for almost everything you need (for e.g I wanted data on SXXGT which I couldn’t find). I just downloaded data from 2010 for some major indices and currency pairs. I’m a bit excited, maybe cause I’m still a newbie :stuck_out_tongue:

The market has changed a lot over the years and the tactics we used to use a few years ago cannot be used these days. This makes it really important for every trader to keep learning during their trades so that they don’t lag behind in the race.

Are you saying I abandon this strategy altogether then? Sorry but your advice doesn’t make a lot of sense to the question concerned.


Seeing that you agree about an introductory post, why don’t you create one and introduce yourself?

kind regards, Dims

If you are not satisfied with this, I will tell you in detail, I need to understand what type of trader I am. Need to know about interest rate, geographical reasons or financial transactions. And there is no need to be different with the trend all the time.

US bond rates are available at FRED, there are also convenient python libraries like pandas datareader which can help you to retrieve data easily.