This is a summary of links featured on Quantocracy on Friday, 11/03/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Inflation and Stock/Treasury Correlation [Allocate Smartly]There has been a surge in correlation between US stocks and Treasuries over the last couple of years. To illustrate, below weve shown the rolling 3-year correlation between US stocks and 10-year Treasuries since 1900 (based on monthly returns). Note the spike at the far right of the chart. What is correlation? In this context, it measures the strength of the relationship between US stocks and