NEW DATA INSIGHT (@ 2022-04-04 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 EM Equity - SUSHI (-0.99 today vs. 0.68 a month ago), FARM - Crude oil (-1.00 today vs. 0.43 a month ago), VeChain - EM Equity (-0.72 today vs. 0.56 a month ago) and Crude oil - Euro Stoxx 50 (-0.72 today vs. 0.54 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (0.95 today vs. -0.56 a month ago), US Treasury Bonds - S&P500 (1.00 today vs. -0.29 a month ago), YFI - Australian dollar (1.00 today vs. -0.27 a month ago) and Global High Yield - SUSHI (1.00 today vs. -0.12). -Albert Ingles
