An Interesting Consilience, from Victor Niederhoffer

2010-09-13 · Rocky Humbert, Victor Niederhoffer
Original source

These were both 20 day minima.

Rocky Humbert comments:

There is a nugget of wisdom is The Chair's comment worth quantifying:

From 2000-2010, the R-squared of US 10-yr note yields and 10-yr bund yields was 0.59
From 1990-2000, the R-squared of US 10-yr note yields and 10-yr bund yield was 0.33
(both using % change, weekly data from Bloomberg.)

Or, to quote Michael Jackson and Lionel Richie's "We Are The World:" "…We can't go on … pretending day by day … that someone, somewhere will soon make a change.."