NEW DATA INSIGHT (@ 2022-03-28 04:01:02)
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), EM LC Bonds - S&P500 (-0.71 today vs. 0.18 a month ago), Crude oil - Euro Stoxx 50 (-0.20 today vs. 0.64 a month ago) and Australian dollar - S&P500 (-0.16 today vs. 0.63 a month ago). Meanwhile, increasing correlations were seen between Global High Yield - SUSHI (0.73 today vs. -0.15 a month ago), Australian dollar - US Treasury Bonds (0.44 today vs. -0.41 a month ago), US Treasury Bonds - EM Equity (0.48 today vs. -0.26 a month ago) and Euro Stoxx 50 - Tezos (0.72 today vs. -0.01). -Albert Ingles
