NEW DATA INSIGHT (@ 2022-03-16 04:00:55)
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 Crude oil - Crypto.com Coin (-0.33 today vs. 0.19 a month ago), EM LC Bonds - ChainLink (-0.34 today vs. 0.17 a month ago), Crude oil - EM Equity (-0.09 today vs. 0.35 a month ago) and EM Equity - Crude oil (-0.09 today vs. 0.35 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - EM Equity (0.46 today vs. -0.23 a month ago), EM Equity - US Treasury Bonds (0.46 today vs. -0.23 a month ago), Australian dollar - US Treasury Bonds (0.26 today vs. -0.41 a month ago) and Tezos - Euro Stoxx 50 (0.66 today vs. 0.01). -Albert Ingles
