Zerohedge shows an interesting chart, though the explanation of what it is... is well, wrong. Zerohedge states: The implied correlation reading between all asset classes has hit a 6 month high at 65.50, a jump which mimics the surge in the VIX. High implied correlation readings are indicative of crash risk/expectations. Actually the ICJ index they detail does not show the implied correlation between all asset classes, just the narrower sectors that make up the S&P 500. Per the CBOE: The CBO....
EconomPic Data
