Basel Point — Paper 1: When the Yield Curve Turns, the Economy Is Listening

This repository presents static artifacts from my analysis of the U.S. Treasury yield curve (30Y, 10Y, 2Y, 3M) and key inversion spreads. It accompanies my Basel Point research. Code and data pipelines are maintained privately.

What’s here

• charts/: static PNGs of spreads/curve visuals
• docs/: brief methodology note (no code)

Methodology

Data source: FRED (U.S. Treasury constant maturity). Transforms include common spreads (10Y–2Y, 10Y–3M) and inversion persistence measures. All implementation details remain private.

Access

For collaboration or code review under NDA, contact thebaselpoint@gmail.com.