Is The Recent SPY,USD and Bond Move Meaningful or Noise?
Update: 2025-08-11
Description
This detailed market measure analysis revealed surprisingly weak correlations between major asset classes including S&P 500, U.S. dollar, and bonds. Research spanning 10 years of data showed essentially non-correlated relationships between these markets, contradicting traditional assumptions about their interconnectedness.
The only reliable correlation identified was between S&P 500 and volatility—when stocks rise, volatility falls and vice versa. This challenges many macro trading strategies that attempt to predict one market's movement based on another.
The only reliable correlation identified was between S&P 500 and volatility—when stocks rise, volatility falls and vice versa. This challenges many macro trading strategies that attempt to predict one market's movement based on another.
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