The Dow-Nikkei Convergence Trade

Staggering stuff going on tonight in Asian markets, with the Nikkei off 10.5%, taking it back to levels last seen when Ronald Reagan was in the White House. Equally interesting, in a macabre way, is how the Nikkei and Dow created (I’m kidding, sort of) the mother of all long-term convergence trades: the ratio between the two indices was once 14x, and it’s now 1.0 — the Nikkei and the Dow, in other words, are at roughly the same level.

dow-nikkei 

To save anyone the inevitable effort, please don’t write in to explain the many ways in which the two indices are different, from capitalization to how they are constructed. I know, I know.

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