Macro Regime Tracker: Positioning Risk
Macro regime and risk assets qualified clearly
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:
We are entering a two-week period of time where positioning risk in equities is increasing as we oscillate in this range with ES:
Notice that we have some option expiration this week directly next to an exchange holiday. This is where positioning can get a little tricky so i want to cover it a bit more in today’s note.
Main Developments In Macro
*TRUMP: ALL NECESSARY PERMITS WILL BE EXPEDITED TO NVIDIA
*CANADA MARCH CONSUMER PRICES RISE 2.3% Y/Y; EST. +2.7%
*TRUMP: PERHAPS HARVARD SHOULD BE TAXED AS POLITICAL ENTITY
*TRUMP: CHINA RENEGED ON 'BIG' BOEING DEAL
*LEAVITT: CHINA NEEDS TO MAKE A DEAL WITH US
*LEAVITT: TRUMP WOULD LOOK AT BAN ON MEMBERS OF CONGRESS TRADING
*TRUMP ON FOX: MAY WANT COUNTRIES TO CHOOSE BETWEEN US OR CHINA
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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