NEW DATA INSIGHT (@ 2022-03-27 04:00:57)
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 (-0.72 today vs. 0.41 a month ago), Crude oil - Euro Stoxx 50 (-0.20 today vs. 0.63 a month ago), Crude oil - Crypto.com Coin (-0.62 today vs. 0.17 a month ago) and Japanese yen - US Treasury Bonds (-0.04 today vs. 0.72 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.48 today vs. -0.41 a month ago), Global High Yield - SUSHI (0.72 today vs. -0.11 a month ago), Tezos - Euro Stoxx 50 (0.75 today vs. -0.02 a month ago) and US Treasury Bonds - EM Equity (0.48 today vs. -0.26). -Albert Ingles
