NEW DATA INSIGHT (@ 2021-11-09 04:00:29)
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 US Treasury Bonds - Euro (-0.13 today vs. 0.11 a month ago), Monero - Crypto.com Coin (0.55 today vs. 0.79 a month ago), Global High Yield - Nikkei 225 (-0.04 today vs. 0.20 a month ago) and Japanese yen - US Treasury Bonds (0.45 today vs. 0.67 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (-0.13 today vs. -0.43 a month ago), US Treasury Bonds - Euro Stoxx 50 (-0.03 today vs. -0.25 a month ago), Crude oil - Inv Grade Credit (0.09 today vs. -0.09 a month ago) and Global High Yield - US Treasury Bonds (0.19 today vs. 0.02). -Albert Ingles
