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NEW DATA INSIGHT (@ 2021-07-18 04:00:21)
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 - Global High Yield (0.23 today vs. 0.79 a month ago), Inv Grade Credit - S&P500 (-0.03 today vs. 0.51 a month ago), Inv Grade Credit - Australian dollar (0.03 today vs. 0.54 a month ago) and EM Equity - Inv Grade Credit (-0.08 today vs. 0.42 a month ago). Meanwhile, increasing correlations were seen between Ripple - Filecoin (0.75 today vs. 0.35 a month ago), Ripple - ICON (0.82 today vs. 0.53 a month ago), Crude oil - Filecoin (0.29 today vs. 0.02 a month ago) and Inv Grade Credit - FARM (0.20 today vs. -0.04). -Albert Ingles