Given the fluid nature of currency correlations, Benson says that Millennium does not assume fixed correlations in its investment process. “At any one moment in time, there may only be one factor ...

As a result, we observe a negative correlation within these countries due to the equity gains at the expense of a depreciating currency. Source: Rates and M1 Monetary supply by Thomson Reuters Eikon ...

Currency pairs in the foreign exchange market don't move in isolation. Instead, they form complex relationships with one another, creating patterns that savvy traders can leverage for profit ...

Emerging market local currency bonds, such as EMLC, offer US investors a hedge against US dollar volatility. EMLC has a low correlation with most major asset classes, providing portfolio ...

The current 30-day correlation between the two assets is just 0.46, one of the lowest recorded levels in the past five years. While in September, we observed a negative correlation of almost -0.50.

The foreign exchange market appears to have finally shaken off the tyranny of risk-on/risk-off (RORO), with correlation across dollar currency pairs dropping to their lowest levels since the start of ...