NEW DATA INSIGHT (@ 2022-04-08 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 Inv Grade Credit - Japanese yen (-1.00 today vs. 0.64 a month ago), EM Equity - Algorand (-1.00 today vs. 0.62 a month ago), EM Equity - SUSHI (-1.00 today vs. 0.59 a month ago) and US Treasury Bonds - Gold (-1.00 today vs. 0.58 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (1.00 today vs. -0.47 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. -0.45 a month ago) and Euro - YFI (1.00 today vs. -0.36). -Albert Ingles
