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 (19245)8/11/1998 11:10:00 AM
From: Stoctrash  Read Replies (1) of 50167
 
Q...flight to quality in the US GOV'IES??
Where else to hide??

Seems the test of the lows in the SPX is holding for now...

8/11/98

Q: What happens under the following conditions:

1: Nikkei makes a fresh 1-month low

2: Nikkei is down 5 days in a row

3: Dollar-Yen is more than 1% above its 50-day average.

A: Under these conditions, the yield on the ten year note falls over 20 basis points, on average, in 78% of 14 past occurrences.


Let variable values:
theSec = USNOTE10Y

Date Day 1

12/10/1973 Mon -0.04
07/08/1975 Tue -0.03
10/20/1976 Wed 0.07
11/17/1976 Wed -0.18
10/22/1979 Mon -0.18
03/10/1981 Tue -0.40
03/01/1982 Mon -0.18
03/17/1982 Wed 0.03
06/08/1982 Tue 0.23
08/10/1982 Tue -1.04
06/06/1983 Mon -0.04
04/02/1990 Mon -0.05
10/27/1995 Fri -0.10
10/25/1996 Fri -0.16
08/10/1998 Mon NaN

Avg -0.15
AvgPos 0.11
AvgNeg -0.22
PctPos 21.43
PctNeg 78.57
Maximum 0.23
Minimum -1.04
StdDev 0.30
ZStat -0.50
Variance 0.09

15 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