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30-year government bond auction, surpassing 5% again after 2007.

If we combine these three charts, especially the yield curve and the spread curve, several conclusions can be clearly drawn:
1. The market is significantly reducing expectations of rate cuts (currently Goldman Sachs and Bank of America have also explicitly stated that the earliest rate cuts will be at the end of 2026 or 2027).
2. The central level of interest rates is generally moving upward.
3. Whether the 10-year yield can return to 4.3% will be a key point.
Additionally, from a volatility perspective, N is significantly higher than VIX; at the same time, bond volatility and VIX move inverse

Liquidity pressure is gradually easing.

Using DS V4 PRO for analysis, the overall accuracy has indeed improved a lot compared to before.

On the road of fixing bugs and data governance, there's no turning back. Front-end developers no longer have time to think about it.
Fortunately, the final result is getting closer and closer.

After training, the analytical ability of V4 Pro is still good.

Updated features:
1. Analyzed the benefiting assets based on the current existing framework
2. Focused primarily on cross-asset analysis

Recent coding progress in the past few days.
1. The website has been officially deployed with a .net domain.
2. Developed a crawler that added 30 volatility indicators to the website, covering the volatility levels of major asset classes.
3. Working on a comprehensive volatility analysis framework for AI. After integrating the API at the backend, it will automatically analyze data updates.