NEW DATA INSIGHT (@ 2021-07-16 04:00:23)
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 Global High Yield - Inv Grade Credit (0.22 today vs. 0.79 a month ago), Inv Grade Credit - S&P500 (-0.03 today vs. 0.50 a month ago), Inv Grade Credit - US Treasury Bonds (0.16 today vs. 0.69 a month ago) and Inv Grade Credit - EM Equity (-0.08 today vs. 0.41 a month ago). Meanwhile, increasing correlations were seen between Ripple - Filecoin (0.73 today vs. 0.36 a month ago), ICON - Ripple (0.81 today vs. 0.52 a month ago), Crude oil - Filecoin (0.28 today vs. 0.00 a month ago) and Ripple - ICON (0.81 today vs. 0.52). -Albert Ingles
