思考如何真正将市场关联性整合到我的分析中，而不仅仅是承认它。

I've found looking at rolling correlations over different timeframes can highlight shifts. Sometimes a simple scatter plot over a recent period can also make a change in relationship pretty obvious.

That's a good distinction to make. Beyond just observing general trends, I find dynamic correlation metrics like rolling correlations over various lookback periods quite useful. They help identify when asset relationships are shifting, which can signal regime changes or early warning signs for diversification breakdown.