NEW DATA INSIGHT (@ 2021-10-21 04:00:48)
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 Bitcoin SV - Japanese yen (-0.11 today vs. 0.13 a month ago), Uniswap - Filecoin (0.53 today vs. 0.74 a month ago), Gold - S&P500 (-0.05 today vs. 0.15 a month ago) and Crypto.com Coin - Inv Grade Credit (-0.17 today vs. 0.03 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.65 today vs. 0.19 a month ago), Inv Grade Credit - US Treasury Bonds (0.65 today vs. 0.19 a month ago), Inv Grade Credit - EM LC Bonds (0.58 today vs. 0.16 a month ago) and Inv Grade Credit - Global High Yield (0.53 today vs. 0.11). -Albert Ingles
