NEW DATA INSIGHT (@ 2022-04-16 04:01:01)
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. 0.74 a month ago), EM Equity - Algorand (-1.00 today vs. 0.65 a month ago), US Treasury Bonds - Gold (-1.00 today vs. 0.61 a month ago) and FARM - Crude oil (-1.00 today vs. 0.59 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (1.00 today vs. -0.52 a month ago), Euro - YFI (1.00 today vs. -0.45 a month ago), Japanese yen - S&P500 (1.00 today vs. -0.42 a month ago) and YFI - Australian dollar (1.00 today vs. -0.37). -Albert Ingles
