NEW DATA INSIGHT (@ 2022-03-23 04:01:08)
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 (-0.49 today vs. 0.37 a month ago), Crude oil - Crypto.com Coin (-0.59 today vs. 0.14 a month ago), Japanese yen - US Treasury Bonds (0.01 today vs. 0.72 a month ago) and Gold - Japanese yen (-0.30 today vs. 0.38 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.38 today vs. -0.40 a month ago), Global High Yield - SUSHI (0.70 today vs. -0.06 a month ago), Binance Coin - Global High Yield (0.52 today vs. -0.16 a month ago) and Tezos - Euro Stoxx 50 (0.65 today vs. 0.00). -Albert Ingles
