NEW DATA INSIGHT (@ 2022-04-07 04:00:59)
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 Inv Grade Credit - Japanese yen (-1.00 today vs. 0.64 a month ago), US Treasury Bonds - Gold (-1.00 today vs. 0.57 a month ago), EM Equity - Algorand (-1.00 today vs. 0.56 a month ago) and EM Equity - Polkadot (-1.00 today vs. 0.54 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (1.00 today vs. -0.46 a month ago), Japanese yen - S&P500 (1.00 today vs. -0.44 a month ago), Australian dollar - Inv Grade Credit (1.00 today vs. -0.43 a month ago) and Euro - YFI (1.00 today vs. -0.41). -Albert Ingles
