Here's a monthly chart of IWD /IWF (black line, rhs) and the US 10yr yield (orange, lhs) going back 15 years or so. The bottom panel here is the rolling 36month (aka 3yr) correlation between these two. As you can see, the rolling correlation currently sits at 0.88. While not quite as high as a few months ago, it seems clear that yields are still very much influencing the value vs. growth dynamic in equities.
Nice Description Thanks for sharing such great Insights.
LighthouseCap23
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@TarderMacro, Thanks my man, I appreciate all the likes and kind words!
TarderMacro
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@LighthouseCap23, No problem Sir
Great work need to be appreciate..
LighthouseCap23
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@TarderMacro, Not sure if you are on twitter but I share a bunch of analysis there as well if you have any interest! Same handle as the one I use on here
TarderMacro
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@LighthouseCap23, Great to know that, yes sure I am going to follow Why not....
Thanks again Sir