Visualizing yield curves with Grafana and QuestDB
Blog post from QuestDB
QuestDB, an open-source database optimized for market data, offers exceptional ingestion throughput and SQL analytics, making it highly efficient for tick data analysis. The text delves into the concept of the yield curve, a crucial financial graph that shows the relationship between the yields of fixed-interest securities and their time to maturity. It explains how the yield reflects the income from a security and varies according to the investment's price and risk profile. The analysis includes using SQL queries to investigate yield curves during pivotal events such as the COVID-19 pandemic and the resulting economic impact, illustrating how markets react to significant global events. QuestDB's integration with Grafana is highlighted as an effective combination for financial analysis, offering straightforward SQL-based data manipulation and visualization capabilities. The discussion also touches on market anticipations regarding interest rate changes, especially in response to inflationary pressures and monetary policies.