Резкое изменение корреляции между нефтью и долларом
С конца прошлой недели она равна -0.58, при значении за май -0.94:
However, at the end of last week, and following through to the instantaneous measure today, we’re seeing a much lower correlation of negative 0.58. This is due to a resurgent dollar moving upwards in tandem with crude, but as was the case in April, something’s has to give. Either the dollar will fall in the coming days, or crude will.
Подробней - http://ftalphaville.ft.com/blog/2009/06/09/56794/a-dollar-oil-signal