NEW DATA INSIGHT (@ 2021-01-10 04:02:26)
How about a bit more data on correlations, our favorite topic... Some of the (3 month rolling) correlations that have declined the most since a month ago were between Inv Grade Credit - Bitcoin Cash (-0.44 today vs. 0.02 a month ago), Stellar - Inv Grade Credit (-0.12 today vs. 0.22 a month ago), Ripple - Bitcoin SV (0.41 today vs. 0.74 a month ago) and Cardano - Inv Grade Credit (-0.15 today vs. 0.15 a month ago). Meanwhile, increasing correlations were seen between Inv Grade Credit - US Treasury Bonds (0.50 today vs. 0.14 a month ago), Inv Grade Credit - Japanese yen (0.37 today vs. 0.02 a month ago), EM LC Bonds - Inv Grade Credit (0.40 today vs. 0.07 a month ago) and Global High Yield - Inv Grade Credit (0.36 today vs. 0.05). -Albert Ingles
