UnsungTraderTV

Concerning Dow Jones Correlations

UnsungTraderTV Обновлено   
DJ:DJI   Промышленный индекс Доу — Джонса
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.
Комментарий:
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.

Комментарий:
Still very high correlations for most assets on this chart. Gold has been trading independently recently.
Комментарий:
Still very high while we are headed into peak earnings season.

Отказ от ответственности

Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.