NEW DATA INSIGHT (@ 2022-04-05 04:00:55)
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 (-1.00 today vs. 0.68 a month ago), Bitcoin SV - EM Equity (-1.00 today vs. 0.63 a month ago), Australian dollar - S&P500 (-1.00 today vs. 0.62 a month ago) and S&P500 - Australian dollar (-1.00 today vs. 0.62 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (1.00 today vs. -0.56 a month ago), Japanese yen - S&P500 (1.00 today vs. -0.45 a month ago), Australian dollar - Inv Grade Credit (1.00 today vs. -0.41 a month ago) and Euro - YFI (1.00 today vs. -0.38). -Albert Ingles
