Markets Marching in Lock Step

The Beryl Consulting Group – July 4, 2007  Experience has starkly taught that unusual global asset prices correlation that we have been experiencing since 2003 can cause real trouble when rising tides turn into receding waters. The LTCM saga, among several, serves as a reminder that unusual correlation can carve a swath of destruction through the best of models and assumptions. Click on attachment for analysis.

 

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