Concerning Dow Jones Correlations

ที่อัปเดต:
Several correlations that I track are at rather concerning levels. All of these markets moving together could result in a negative feedback loop.

The DJI 20-day correlation coefficients included are: DJ China, DJ Europe, DJ Japan, junk bonds, US WTI oil, DJ US real estate, and gold. Included for experimental observations are: VIX and SPX put/call ratio.
บันทึกช่วยจำ
This is still looking rather concerning. Gold and the Japanese DOW are less correlated but other relationships are mostly unchanged. Taking a guess at why, both of these are viewed as safe havens.

สแนปชอต
บันทึกช่วยจำ
Still very high correlations for most assets on this chart. Gold has been trading independently recently.
สแนปชอต
บันทึกช่วยจำ
Still very high while we are headed into peak earnings season.
สแนปชอต
Chart PatternsCorrelation Coefficient (CC)dowjonesTechnical IndicatorsTrend Analysis

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