As a key indicator of the global financial market, the relationship between the US 10-year treasury bond and the US dollar index has attracted extensive attention from the academic community. To explore the correlation and future trends between the two. This article collects relevant data, analyzes the relationship between ARIMA and VAR models, and makes future predictions. The research results show that in the future, the dollar index will remain around 80 points and treasury bond will remain around 4 points. But the correlation between them is weak. At the same time, because the trend of the 10-year treasury bonds of the United States is affected by many factors, more factors need to be considered for their future trend. This study provides empirical evidence for the development of the US economy and lays the foundation for future investors' asset allocation, which has important practical significance for the development of financial markets.