Stock-Bond Correlation
股债相关性/避险
Sentiment & DerivativesP2Macro CorrelationApplies to: US stocks
Formula
Rolling correlation of equity index and Treasury prices (alongside VIX/credit spreads)
How to read it
Stocks down/bonds up (negative) = effective hedge; stocks and bonds both down (positive, high-inflation periods) = hedge fails / liquidity crisis.
Outputvalue/series
Data source: FRED/Bloomberg. Public knowledge, not investment advice.
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Reference metadata — public, well-known indicator definitions. Not investment advice.