NEW DATA INSIGHT (@ 2022-04-11 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. 0.67 a month ago), US Treasury Bonds - Gold (-1.00 today vs. 0.61 a month ago), EM Equity - Algorand (-1.00 today vs. 0.60 a month ago) and FARM - Crude oil (-1.00 today vs. 0.58 a month ago). Meanwhile, increasing correlations were seen between Japanese yen - S&P500 (1.00 today vs. -0.48 a month ago), US Treasury Bonds - Crude oil (1.00 today vs. -0.45 a month ago), Australian dollar - Inv Grade Credit (1.00 today vs. -0.44 a month ago) and Nikkei 225 - Inv Grade Credit (1.00 today vs. -0.31). -Albert Ingles
