NEW DATA INSIGHT (@ 2022-04-09 04:00:46)
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. 0.65 a month ago), US Treasury Bonds - Gold (-1.00 today vs. 0.62 a month ago), Algorand - EM Equity (-1.00 today vs. 0.62 a month ago) and FARM - Crude oil (-1.00 today vs. 0.57 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - Inv Grade Credit (1.00 today vs. -0.45 a month ago), US Treasury Bonds - Crude oil (1.00 today vs. -0.44 a month ago), Japanese yen - S&P500 (1.00 today vs. -0.42 a month ago) and Euro - YFI (1.00 today vs. -0.32). -Albert Ingles
