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NEW DATA INSIGHT (@ 2021-10-17 04:00:40)
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 (0.20 today vs. 0.53 a month ago), Gold - S&P500 (-0.06 today vs. 0.22 a month ago), Global High Yield - Euro (0.39 today vs. 0.65 a month ago) and Bitcoin SV - Japanese yen (-0.10 today vs. 0.13 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