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NEW DATA INSIGHT (@ 2021-10-27 04:00:49)
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 (-0.23 today vs. 0.02 a month ago), Inv Grade Credit - FARM (-0.02 today vs. 0.16 a month ago), Compound - US Treasury Bonds (-0.25 today vs. -0.07 a month ago) and S&P500 - Crude oil (0.30 today vs. 0.48 a month ago). Meanwhile, increasing correlations were seen between Inv Grade Credit - Euro Stoxx 50 (0.18 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 (0.54 today vs. 0.13 a month ago) and Inv Grade Credit - EM LC Bonds (0.58 today vs. 0.17). -Albert Ingles