NEW DATA INSIGHT (@ 2022-04-02 04:00:58)
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 (-0.93 today vs. 0.33 a month ago), FARM - Crude oil (-0.83 today vs. 0.43 a month ago), Cardano - US Treasury Bonds (-0.82 today vs. 0.29 a month ago) and Crude oil - Euro (-0.89 today vs. 0.20 a month ago). Meanwhile, increasing correlations were seen between FARM - EM LC Bonds (0.92 today vs. -0.07 a month ago), VeChain - Global High Yield (0.77 today vs. -0.18 a month ago), Crude oil - YFI (0.46 today vs. -0.42 a month ago) and Australian dollar - US Treasury Bonds (0.55 today vs. -0.30). -Albert Ingles
