NEW DATA INSIGHT (@ 2022-03-22 04:01:01)
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 (-0.43 today vs. 0.37 a month ago), Japanese yen - US Treasury Bonds (0.05 today vs. 0.72 a month ago), Bitcoin SV - Crude oil (-0.54 today vs. 0.08 a month ago) and Crude oil - Crypto.com Coin (-0.48 today vs. 0.14 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.43 today vs. -0.40 a month ago), Global High Yield - SUSHI (0.64 today vs. -0.06 a month ago), Crypto.com Coin - Global High Yield (0.39 today vs. -0.31 a month ago) and Global High Yield - Bitcoin Cash (0.51 today vs. -0.19). -Albert Ingles
