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NEW DATA INSIGHT (@ 2021-10-14 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 Gold - S&P500 (-0.02 today vs. 0.27 a month ago), Euro - Gold (0.39 today vs. 0.65 a month ago), Bitcoin SV - Japanese yen (-0.11 today vs. 0.13 a month ago) and SUSHI - Gold (-0.09 today vs. 0.13 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 (0.59 today vs. 0.12 a month ago), Inv Grade Credit - EM LC Bonds (0.56 today vs. 0.16 a month ago) and Inv Grade Credit - Euro Stoxx 50 (0.06 today vs. -0.32). -Albert Ingles