LongShortSignal Feed

Show all Views Quick Views Signals Returns Data Charts

NEW DATA INSIGHT (@ 2021-10-12 04:00:43)
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 Euro - Gold (0.34 today vs. 0.65 a month ago), Gold - S&P500 (-0.04 today vs. 0.27 a month ago), Bitcoin SV - Japanese yen (-0.13 today vs. 0.13 a month ago) and Global High Yield - Euro (0.37 today vs. 0.60 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.72 today vs. 0.18 a month ago), Inv Grade Credit - Gold (0.56 today vs. 0.12 a month ago), Inv Grade Credit - Euro Stoxx 50 (0.07 today vs. -0.32 a month ago) and Inv Grade Credit - EM LC Bonds (0.55 today vs. 0.16). -Albert Ingles