NEW DATA INSIGHT (@ 2021-07-23 04:00:25)
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 S&P500 - Inv Grade Credit (-0.05 today vs. 0.48 a month ago), US Treasury Bonds - Crude oil (-0.50 today vs. -0.15 a month ago), Japanese yen - Global High Yield (0.20 today vs. 0.48 a month ago) and Euro - EM Equity (0.27 today vs. 0.52 a month ago). Meanwhile, increasing correlations were seen between S&P500 - Crude oil (0.24 today vs. -0.01 a month ago), S&P500 - Australian dollar (0.67 today vs. 0.46 a month ago), Japanese yen - Crypto.com Coin (-0.06 today vs. -0.23 a month ago) and Japanese yen - Polkadot (-0.10 today vs. -0.26). -Albert Ingles
