BondStats · Market Intelligence

Correlation Explorer

See how relationships across rates, credit, equities, FX, commodities and liquidity change through time. Compare levels or returns, inspect rolling correlation, and distinguish durable relationships from regime-dependent ones.

Series A

Series B

Lookback

Transformation

Full-period correlation—

60-observation rolling—

Shared observations—

Relationship—

Rolling correlation · 60 observations

Interpretation

Select two series to begin.

Cross-asset correlation matrix · selected lookback

Correlation is descriptive, not causal. Relationships can reverse across market regimes. Data source: Federal Reserve Bank of St. Louis FRED; source-series terms may vary. BondStats calculations.