05/10/20 – Correlations Weekly

(30-day rolling Pearson correlations calculated to the 2nd of October 2020) USD’s modest negative correlation (and G10/USD correlations in general) to S&P 500 broadly stable since mid-September. However, correlations of more risk sensitive G10/USD pairs to S&P 500 substantially higher than start of September. EUR the exception; correlation to US and European equities broadly stableContinue reading “05/10/20 – Correlations Weekly”