NEW DATA INSIGHT (@ 2022-03-14 04:00:46)
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 Japanese yen - US Treasury Bonds (0.30 today vs. 0.72 a month ago), Japanese yen - Euro (0.00 today vs. 0.40 a month ago), S&P500 - Crude oil (0.27 today vs. 0.63 a month ago) and Gold - Japanese yen (0.06 today vs. 0.41 a month ago). Meanwhile, increasing correlations were seen between Crypto.com Coin - Gold (0.51 today vs. -0.18 a month ago), US Treasury Bonds - EM Equity (0.44 today vs. -0.23 a month ago), Crude oil - Japanese yen (-0.10 today vs. -0.76 a month ago) and Tezos - Euro Stoxx 50 (0.67 today vs. 0.01). -Albert Ingles
