NEW DATA INSIGHT (@ 2021-10-15 04:00:44)
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 (0.37 today vs. 0.66 a month ago), Gold - S&P500 (-0.02 today vs. 0.26 a month ago), Bitcoin SV - Japanese yen (-0.11 today vs. 0.15 a month ago) and SUSHI - Gold (-0.07 today vs. 0.13 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.71 today vs. 0.17 a month ago), Inv Grade Credit - Gold (0.58 today vs. 0.12 a month ago), Inv Grade Credit - EM LC Bonds (0.55 today vs. 0.16 a month ago) and Inv Grade Credit - Euro Stoxx 50 (0.04 today vs. -0.32). -Albert Ingles
