Macro Regime Tracker: Launch - New Models
Daily Systematic Strategies & Models
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.
Macro Regime Tracker Launch Video:
Today we are launching the Macro Regime Tracker which will be sent out daily to everyone. Cheers!
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:
Since Trump won the election in November of 2024, equity markets have been range-bound as the Fed has paused. Significant underlying rotations are taking place as the market is grinding in a range which means watching underlying equity sectors through positioning shocks carries outsized significance.
Stocks closed the day Friday down 200bps with OPEX, USDJPY, and COVID news out of China overlapping with the selling pressure.
On Friday afternoon, Moderna Inc. advanced by up to 6.6%, while Novavax Inc. surged as much as 7.8%. American depositary receipts of BioNTech SE—Pfizer Inc.’s COVID-19 vaccine partner—increased by as much as 5.1%, and Pfizer gained as much as 2.6%.
The COVID news is causing vaccine stocks to rally likely contributing to crude selling off and approaching the $70 level.
Alibaba Group Holding Ltd. posted its fastest revenue expansion in more than a year, spurred by robust e-commerce and cloud services. Shares climbed 8% in the US and Hong Kong, adding $24 billion in market value, as investors reacted positively to Alibaba’s growing focus on artificial intelligence.CEO Eddie Wu detailed plans for increased AI infrastructure spending over the next three years, highlighting the pursuit of Artificial General Intelligence (AGI) as the company’s “primary objective.”
Macro Tear Sheets: Equities, Fixed Income, FX, Crypto, and Commodities
Macro Tear Sheets:
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.
(7-day free trials are available so you can review everything with zero downside: LINK)
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