NEW DATA INSIGHT (@ 2022-03-17 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 Japanese yen - US Treasury Bonds (0.16 today vs. 0.72 a month ago), Gold - Japanese yen (-0.15 today vs. 0.41 a month ago), Crude oil - Crypto.com Coin (-0.36 today vs. 0.19 a month ago) and Japanese yen - Euro (-0.10 today vs. 0.40 a month ago). Meanwhile, increasing correlations were seen between Crypto.com Coin - Global High Yield (0.39 today vs. -0.32 a month ago), Tezos - Euro Stoxx 50 (0.68 today vs. 0.01 a month ago), Australian dollar - US Treasury Bonds (0.23 today vs. -0.41 a month ago) and Inv Grade Credit - Crypto.com Coin (0.35 today vs. -0.28). -Albert Ingles
