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Macro Regime Tracker: Interest Rates Are Making Their Move
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Macro Regime Tracker (Daily Systematic Strategies & Models)

Macro Regime Tracker: Interest Rates Are Making Their Move

Macro regime and risk assets qualified clearly

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Capital Flows
May 03, 2025
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Macro Regime Tracker: Interest Rates Are Making Their Move
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Macro Regime Tracker:

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, AI, and cross-asset data, it identifies macro changes and their impact on market positioning.


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, Inflation, Fixed Income, Credit, and Equities Regime Tracker

  • AI and Machine Learning Strategies - Macro Regime and Positioning Premiums Strategies: S&P 500, 2-Year Interest Rates, Gold, and Bitcoin


Macro Regime Context:

See the macro debrief I did here on positioning and the macro regime:

Trade Write-Ups

Trade Write-Ups: Update On Positioning

Capital Flows
·
May 3
Trade Write-Ups: Update On Positioning

Macro Debrief:

Read full story

Main Developments In Macro

*TRUMP: BILLIONS OF DOLLARS POUR IN FROM TARIFF

*TRUMP: WE’RE ONLY IN TRANSITION STAGE

*TRUMP: FED SHOULD LOWER ITS RATE

*NVIDIA TWEAKING AI CHIPS TO BE SOLD TO CHINA COS.: INFORMATION

*TRUMP DID NOT MENTION 51ST STATE IN TUESDAY CALL, CARNEY SAYS

*BEIJING WEIGHS FENTANYL OFFER TO US TO START TRADE TALKS: WSJ

*GUINDOS: ECB CAN BE OPTIMISTIC ON INFLATION: PRESSE

*GUINDOS: DON'T THINK EUROZONE WILL FALL INTO RECESSION


Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities

Tearsheet Crypto 20250502
4.78MB ∙ PDF file
Download
Download
Tearsheet Fi 20250502
15.2MB ∙ PDF file
Download
Download
Tearsheet Fx 20250502
17.2MB ∙ PDF file
Download
Download
Tearsheet Eq 20250502
18.6MB ∙ PDF file
Download
Download
Tearsheet Comd 20250502
37.7MB ∙ PDF file
Download
Download


Macro Regime Dashboard: Excel spreadsheet for economic data and interest rates

Fred Analysis Dashboard V2504
8.25MB ∙ XLSX file
Download
Download


Growth, Inflation, Fixed Income, Credit, and Equities Regime Tracker

The Macro Regime Model offers a real-time view of growth, inflation, and yield curve dynamics, integrating these with credit market shifts, equity risk premiums, and positioning data. It connects upcoming catalysts to statistical drivers of asset prices, creating a unified framework that quantifies skew and clarifies risk-reward across asset classes.

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