📄 Extracted Text (134 words)
27 March 2015
US Fixed Income Weekly
For this reason we excluded any such measure from the model. However, a
model that did include a measure of specialness should theoretically be more
robust.
[Figure II: Model flt for CR 3.5%s in and out of sample [Figure 12: Model fit for CR 4.0Vss in and out of sample
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Page 40 Deutsche Bank Securities Inc.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087421
CONFIDENTIAL SDNY_GM_00233605
EFTA01385953
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