NEW DATA INSIGHT (@ 2022-04-15 04:01:00)
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 US Treasury Bonds - Gold (-1.00 today vs. 0.68 a month ago), Gold - US Treasury Bonds (-1.00 today vs. 0.68 a month ago), EM Equity - Algorand (-1.00 today vs. 0.66 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), Euro - YFI (1.00 today vs. -0.41 a month ago), YFI - Euro (1.00 today vs. -0.41 a month ago) and YFI - Australian dollar (1.00 today vs. -0.35). -Albert Ingles
