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Extending the asset pricing literature, this book focuses on applying quantitative finance concepts to the Brazilian yield curve.Through calculating momentum signals and combining them with a carry strategy, this book aims to verify whether it is possible to build a model that can obtain consistent returns in excess of the risk-free rate at any yield level, and across all different maturities along the Brazilian yield curve, a characteristic to be verified through backtesting.Much of the knowledge regarding trading strategies often keeps restrained to players in the financial markets industry. Therefore, this field has not been completely explored in the academic scope. The findings in this book should enrich the knowledge on both the fields of trading strategies and of the Brazilian interest rates market, and consequently open opportunities for further development in each of these areas.