Macro Regime Tracker: 3-14-2025 - ES Strategy Update
Macro regime and risk assets qualified clearly
Macro Regime Tracker (Daily Systematic Strategies & Models)
The Macro Regime Tracker offers a daily lens on how shifts in growth, inflation, and liquidity affect short-term risk and reward. Leveraging machine learning and cross-asset data, it identifies macro changes and their impact on market positioning.
The launch video for the Macro Regime Tracker is here: Link
Macro Regime Tracker Index:
Macro Regime Context
Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities
Macro Regime Dashboard: Excel spreadsheet for economic data and interest rates
Growth and Inflation Regime Tracker
Fixed Income and Credit Model
Equity Sector Model
Machine Learning Strategies and Models
Macro Regime Context:
Traders have established their positioning into FOMC with a lower probability of 75bps in the Z5 contract and marginal buying pressure into Friday’s close in equities. The ES COT positioning has flipped net long as skew got absolutely crushed last week.
The TDEX index that measures the cost of using OTM SPY puts to hedge tail risk has gotten absolutely crushed despite equities only rallying on Friday.
We continue to see headlines about geopolitics, but it is beginning to have less and less of an impact on markets, even though the wider ranges are likely here to stay.
*TRUMP: GOOD CHANCE THAT UKRAINE WAR CAN COME TO AN END
*LUTNICK: WE DON'T WANT TO BUY 60% OF OUR ALUMINUM FROM CANADA
*TRUMP: DON'T THINK RUSSIA WILL ATTACK OTHER ALLIES
Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities
Macro Regime Dashboard: Excel spreadsheet for economic data and interest rates
Growth and Inflation Regime Tracker:
The Macro Regime Model first provides a real-time view of growth and inflation dynamics, then directly connects these insights to upcoming catalysts and the statistical measures that gauge their impact on asset prices.
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