NEW DATA INSIGHT (@ 2022-05-04 04:01:07)
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. 0.95 a month ago), SUSHI - Japanese yen (-1.00 today vs. 0.85 a month ago), Japanese yen - Global High Yield (-1.00 today vs. 0.80 a month ago) and EM Equity - Algorand (-1.00 today vs. 0.79 a month ago). Meanwhile, increasing correlations were seen between Inv Grade Credit - Algorand (1.00 today vs. -0.96 a month ago), Australian dollar - Inv Grade Credit (1.00 today vs. -0.84 a month ago), Global High Yield - Algorand (1.00 today vs. -0.82 a month ago) and Inv Grade Credit - Gold (1.00 today vs. -0.81). -Albert Ingles
