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NEW DATA INSIGHT (@ 2021-10-16 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 Global High Yield - Gold (0.19 today vs. 0.48 a month ago), S&P500 - Gold (-0.04 today vs. 0.24 a month ago), Euro - Gold (0.36 today vs. 0.65 a month ago) and Bitcoin SV - Japanese yen (-0.10 today vs. 0.16 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.66 today vs. 0.17 a month ago), Inv Grade Credit - Gold (0.53 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 (0.07 today vs. -0.32). -Albert Ingles