NEW DATA INSIGHT (@ 2022-03-21 04:00:58)
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. 0.37 a month ago), Bitcoin SV - Crude oil (-0.55 today vs. 0.12 a month ago), Crude oil - Crypto.com Coin (-0.47 today vs. 0.17 a month ago) and Japanese yen - US Treasury Bonds (0.12 today vs. 0.73 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.36 today vs. -0.41 a month ago), Inv Grade Credit - Crypto.com Coin (0.40 today vs. -0.31 a month ago), Crypto.com Coin - Global High Yield (0.40 today vs. -0.30 a month ago) and US Treasury Bonds - EM Equity (0.46 today vs. -0.22). -Albert Ingles
