NEW DATA INSIGHT (@ 2022-04-28 04:00:57)
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 EM Equity - Algorand (-1.00 today vs. 0.82 a month ago), FARM - Crude oil (-1.00 today vs. 0.80 a month ago), Inv Grade Credit - Japanese yen (-1.00 today vs. 0.77 a month ago) and EM Equity - Monero (-1.00 today vs. 0.72 a month ago). Meanwhile, increasing correlations were seen between EM Equity - Crude oil (1.00 today vs. -0.72 a month ago), US Treasury Bonds - Crude oil (1.00 today vs. -0.54 a month ago), Stellar - Euro (1.00 today vs. -0.50 a month ago) and Australian dollar - Inv Grade Credit (1.00 today vs. -0.45). -Albert Ingles
