EFTA Document EFTA01385953

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 ISO 200 1.50 203 0 SO 003 • 450 403 130 SOO 4.00 3.00 2.00 1•03 de0 400 ilig//11111111111 Us* -00.4 in Smote ....... vv vvv giggggaggg vv gggCt.M@g_p ta. te- Qtgi