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NEW DATA INSIGHT (@ 2020-10-07 04:02:32)
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 (0.16 today vs. 0.54 a month ago), S&P500 - Nikkei 225 (-0.19 today vs. 0.12 a month ago), Global High Yield - S&P500 (0.28 today vs. 0.58 a month ago) and Nikkei 225 - EM Equity (0.21 today vs. 0.48 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Global High Yield (-0.06 today vs. -0.28 a month ago), EM LC Bonds - Australian dollar (0.52 today vs. 0.33 a month ago), Crude oil - Monero (0.04 today vs. -0.15 a month ago) and Monero - Crude oil (0.04 today vs. -0.15). -Albert Ingles