NEW DATA INSIGHT (@ 2020-10-05 04:02:22)
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 Global High Yield - Nikkei 225 (0.21 today vs. 0.53 a month ago), Global High Yield - S&P500 (0.31 today vs. 0.61 a month ago), Nikkei 225 - S&P500 (-0.14 today vs. 0.12 a month ago) and Inv Grade Credit - TRON (-0.08 today vs. 0.15 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Global High Yield (-0.06 today vs. -0.42 a month ago), Cardano - US Treasury Bonds (0.23 today vs. -0.09 a month ago), Global High Yield - US Treasury Bonds (-0.06 today vs. -0.34 a month ago) and US Treasury Bonds - Bitcoin Cash (0.40 today vs. 0.15). -Albert Ingles
