Market Views and Research

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Weekend thoughts on the market (July 24th 2020)

Posted on 24th Jul 2020
#market structure #Cryptocurrencies #correlation #market views #weekend thoughts

I make it a habit to study both the micro structure and the macro structure of the market. What I mean by that is that I may spend a lot of time looking through correlation matrices, studying market structure and broader patterns over longer term data, but despite not really being much of a day trader I also find myself glued to Bloomberg screens daily to watch the minute and second ticks of a large number of asset classes. The reason I do that is that I believe often the micro charts provide information about market changes that are going to go on to become longer term trends.... Read More

On correlation between crypto and stocks

Posted on 14th Jul 2020
#Cryptocurrencies #stocks #correlation

The easiest way to monitor how these two assets co-behave is through studying asset class correlations. The correlation between Bitcoin and the S&P500 over the last 3 months stands at 0.11. Meanwhile if we look at the same number towards the end of June 2020, it read 0.26. So correlations have been high but they have also been falling. In this Views piece we go into a bit of the recent history of the correlation between stocks, volatility and Bitcoin. ... Read More

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