NEW DATA INSIGHT (@ 2022-03-18 04:00:48)
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 - EM Equity (-0.33 today vs. 0.35 a month ago), EM Equity - Crude oil (-0.33 today vs. 0.35 a month ago), Crude oil - Crypto.com Coin (-0.47 today vs. 0.20 a month ago) and Japanese yen - US Treasury Bonds (0.12 today vs. 0.72 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.36 today vs. -0.41 a month ago), Crypto.com Coin - Global High Yield (0.40 today vs. -0.30 a month ago), US Treasury Bonds - EM Equity (0.46 today vs. -0.22 a month ago) and Tezos - Euro Stoxx 50 (0.67 today vs. 0.01). -Albert Ingles
