Cross‑Asset Correlation Breakdown

Goal: understand cross‑asset correlation shifts. Perplexity: find recent studies on equity‑bond correlation sign changes and drivers. Bloomberg: GP<GO> to plot rolling 60d/120d correlations (equities, bonds, commodities, FX); ECST<GO> for macro series; use BQL to compute rolling corr on custom baskets. Deliverable: correlation map with regime annotations.