NEW DATA INSIGHT (@ 2021-06-24 04:01:49)
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 Nikkei 225 - Compound (0.02 today vs. 0.30 a month ago), AAVE - Nikkei 225 (-0.07 today vs. 0.20 a month ago), Solana - Nikkei 225 (-0.05 today vs. 0.15 a month ago) and Australian dollar - Nikkei 225 (0.09 today vs. 0.29 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.60 today vs. 0.17 a month ago), S&P500 - Global High Yield (0.45 today vs. 0.08 a month ago), Global High Yield - Gold (0.53 today vs. 0.17 a month ago) and Global High Yield - S&P500 (0.44 today vs. 0.08). -Albert Ingles
