NEW DATA INSIGHT (@ 2022-03-29 04:01:05)
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 EM LC Bonds - S&P500 (-0.74 today vs. 0.10 a month ago), Uniswap - US Treasury Bonds (-0.64 today vs. 0.14 a month ago), Australian dollar - S&P500 (-0.16 today vs. 0.59 a month ago) and ICON - EM Equity (-0.54 today vs. 0.19 a month ago). Meanwhile, increasing correlations were seen between Global High Yield - SUSHI (0.63 today vs. -0.15 a month ago), Australian dollar - US Treasury Bonds (0.45 today vs. -0.31 a month ago), Tezos - Euro Stoxx 50 (0.72 today vs. 0.02 a month ago) and YFI - EM Equity (0.68 today vs. 0.04). -Albert Ingles
