Macro Regime Tracker: Macro Volatility Is Here
Macro regime and risk assets qualified clearly
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:
I have laid out the macro view for everything here:
Alpha Report: BOND MARKET CRASH
I started a previous Alpha Report explaining that macro volatility is beginning, and no one is aware of it: LINK
And I had a conversation with
today:
Main Developments In Macro
*TRUMP REITERATES PROGRESS MADE IN PUTIN CALL THIS WEEK
*TRUMP TOUTS USING TRADE IN INDIA-PAKISTAN PEACE TALKS
*SPEAKER JOHNSON CALLS TRUMP MEETING 'VERY PRODUCTIVE'
*SPEAKER JOHNSON: PLAN IS TO RECONVENE
*SPEAKER JOHNSON: WILL DECIDE IF HOUSE VOTES TONIGHT
*SPEAKER JOHNSON: CONFIDENT TAX BILL DONE BEFORE MEMORIAL DAY
*BESSENT: DISCUSSED GERMAN ECONOMIC PRIORITIES WITH CHANCELLOR
*BESSENT MET WITH JAPANESE COUNTERPART IN BANFF: TREASURY DEPT
*BESSENT, JAPAN'S FM DISCUSSED CURRENCY, TRADE: STATEMENT
*BESSENT, JAPAN'S FM: EXCHANGE RATES SHOULD BE MARKET DETERMINED
*BESSENT, JAPAN'S KATO DID NOT DISCUSS FOREIGN EXCHANGE LEVELS
*YEN FALLS AFTER US, JAPAN SAY FX SHOULD BE MARKET DETERMINED
*US AND JAPAN AGREE FX RATES SHOULD BE 'MARKET DETERMINED'
*USD-YEN LEVEL REFLECTS 'FUNDAMENTALS', US SAYS IN STATEMENT
*TRUMP: CONSIDERING BRINGING FANNIE, FREDDIE PUBLIC
*TRUMP COMMENTS ON FANNIE, FREDDIE IN TRUTH SOCIAL POST
*TRUMP SAYS HE'S CONSIDERING BRINGING FANNIE, FREDDIE PUBLIC
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
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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