Currencies-arkiv - The Hedgeless Horseman

Comparing Cross-Asset Correlations Before and After Trump

Table 2. Post "Trump Hype" correlations.

I was interested in examining the changes in cross-asset correlations for the months leading up to the elections versus the correlations after the election, ergo before and after “The Trump Hype” aka “The Reflation Trade”. Additional background reading: “Morgan Stanley: A ‘correlation crash’ is happening in...

Continue reading » April 8, 2017 admin Gold, Gold & Silver Stocks No Comment

Chart of the day: USD/ZAR and gold markets

The USD/ZAR exchange rate has shown a very interesting relationship with bear and bull markets in gold. When the USD strengthens relative to the South African Rand, this has gone alongside a negative price trend in gold, and vice versa. On the chart below, it...

Continue reading » March 7, 2017 admin Market Flash No Comment

Tag: Currencies

Comparing Cross-Asset Correlations Before and After Trump

Chart of the day: USD/ZAR and gold markets

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