NEW DATA INSIGHT (@ 2020-10-08 04:02:41)
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 (0.19 today vs. 0.54 a month ago), Global High Yield - S&P500 (0.27 today vs. 0.58 a month ago), Nikkei 225 - S&P500 (-0.17 today vs. 0.12 a month ago) and Nikkei 225 - EM Equity (0.23 today vs. 0.48 a month ago). Meanwhile, increasing correlations were seen between Monero - Crude oil (0.11 today vs. -0.16 a month ago), Global High Yield - Monero (0.23 today vs. 0.02 a month ago), Bitcoin SV - Global High Yield (0.20 today vs. 0.02 a month ago) and US Treasury Bonds - Global High Yield (-0.08 today vs. -0.28). -Albert Ingles
