Market Measures - January 5, 2023 - Observing Intraday Correlations

Regardless on the time period you use to measure the relationships between major asset classes, it is fair to say that their price relationship over one time period may be similar to their price relationship in another time period.The increased liquidity and volume in nearly all markets means that we can expect price relationship to hold the same way it does 45 days as it does over five-minute periods, and most likely, any time period in between.