bullish

Pairs Monitor: Are Correlations Converging to 1?

270 Views26 Apr 2022 06:31
Give long inflation hedge pairs the benefit of the doubt. In all likelihood, they are being sold along with other equity positions in a panic liquidation where all correlations converge to 1.
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Cam Hui
Cross-Asset Strategist & Quantitative Analyst
Pennock Idea Hub
United StatesMulti-AssetCross Asset Strategy
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