NEW DATA INSIGHT (@ 2021-10-26 04:00:39)
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 Crypto.com Coin - Inv Grade Credit (-0.22 today vs. 0.02 a month ago), Uniswap - Monero (0.62 today vs. 0.82 a month ago), Uniswap - Filecoin (0.50 today vs. 0.69 a month ago) and Compound - US Treasury Bonds (-0.26 today vs. -0.07 a month ago). Meanwhile, increasing correlations were seen between Inv Grade Credit - Euro Stoxx 50 (0.17 today vs. -0.30 a month ago), US Treasury Bonds - Inv Grade Credit (0.67 today vs. 0.21 a month ago), Inv Grade Credit - Global High Yield (0.55 today vs. 0.13 a month ago) and Inv Grade Credit - EM LC Bonds (0.58 today vs. 0.17). -Albert Ingles
