SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Politics : Idea Of The Day
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: IQBAL LATIF who wrote (19110)7/30/1998 1:44:00 PM
From: Stoctrash  Read Replies (1) of 50167
 
Rates you say::
7.30.98

Q: What happens when the bond contract is down 4 days in a row and the S&P 500 has declined more than 5% over the last 8 trading days?
A: Over then next three days, 10 year note yields fall by 20 basis points on average in 10 of 12 past occurrences. This rally develops into a healthy decline in yields over the next three weeks.



Let variable values:
theSec = USNOTE10Y

Date Day _3d _3w

01/11/1978 Wed -0.05 -0.07
10/19/1978 Thu 0.00 0.23
03/25/1980 Tue -0.38 -1.53
12/11/1980 Thu -0.06 -1.14
08/25/1981 Tue -0.10 -0.27
09/25/1981 Fri 0.16 -0.74
10/19/1987 Mon -1.18 -1.37
08/15/1988 Mon -0.02 -0.37
08/07/1990 Tue -0.10 0.16
10/11/1990 Thu -0.17 -0.37
01/09/1991 Wed -0.07 -0.21
11/22/1991 Fri -0.02 -0.23
07/29/1998 Wed NaN NaN

Avg -0.17 -0.49
AvgPos 0.16 0.19
AvgNeg -0.21 -0.63
PctPos 8.33 16.67
PctNeg 83.33 83.33
Maximum 0.16 0.23
Minimum -1.18 -1.53
StdDev 0.34 0.58
ZStat -0.48 -0.85
Variance 0.12 0.33

13 Occurrences


Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News