About

CarryCurve is a daily web-based analytics tool that answers a single question across four sovereign yield curves: where is an investor best paid to sit, given a chosen holding horizon?

It computes carry and roll-down on a passive long position in a zero-coupon government bond across tenors from 1 year to 30 years (40y for GBP with the Pro ultra-long toggle), and identifies the tenor with the highest total expected return for each of four standard horizons (1M, 3M, 6M, 1Y). Coverage spans UK gilts (Bank of England), US Treasuries (US Treasury — par yields bootstrapped to zeros), Government of Canada bonds (Bank of Canada), and Euro-area AAA-rated government bonds (European Central Bank). Each curve is refreshed on its own publisher's cadence.

The free tier shows today's 1M sweet spot on each of the four currencies. A Pro tier (/subscribe) adds the 3M / 6M / 1Y horizons, a custom-horizon slider, percentile ranking against a 10-year history per curve, the cross-curve ranking view, the GBP ultra-long toggle, CSV/JSON data exports, a daily Pro digest email, and bucket-shift alerts. See Methodology for the math and per-currency source detail.

It is targeted at fixed-income professionals — portfolio managers, traders, strategists, analysts working on rates desks — who currently perform this calculation themselves in spreadsheets or terminals. CarryCurve gives them a free, accessible, methodologically transparent reference point.

Founder

CarryCurve was built by Muaz Notiar and is operated by Foreranger Limited, a company incorporated in England and Wales.

Contact

hello@carrycurve.com