Archive for February 8th, 2010

Please click the link below to download the excel file.
Ratio… »

Credit Market Overview
February 8, 2010

Correlation among asset classes has returned with a vengeance recently as stocks and commodities have moved in sync 80% of the time since January 11th of this year vs. 11% of the time between April and August of 2009.
The pundits would like to pin the tail of this donkey on… »