Macro Regime Tracker: STIR Flows
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:
See the macro views I have laid out here for the logic of how rates and equities are functioning right now:
Main Developments In Macro
*BESSENT: ALL ASPECTS OF GOVERNMENT IN CONTACT WITH CHINA
*BESSENT: UP TO CHINA TO DE-ESCALATE
*BESSENT: WE HAVE A STANDARIZED TRADE DEAL TEMPLATE
*BESSENT: MANY COUNTRIES PRESENTED `VERY GOOD' PROPOSALS
*BESSENT: YOU WILL SEE ECB CUTTING RATES TO GET EURO BACK DOWN
*BESSENT: WE HAVE A STRONG DOLLAR POLICY
*BESSENT: ANXIOUS NOT TO ESCALATE WITH CHINA
*BESSENT: INDIA MIGHT BE ONE OF THE FIRST TRADE DEALS WE SIGN
*BESSENT: WE'RE MOVING VERY QUICKLY WITH MANY COUNTRIES ON TRADE
*BESSENT: NOT WORRIED ABOUT EMPTY SHELVES
*IBM UNVEILS $150B INVESTMENT IN AMERICA
*TRUMP: AMERICA CAN NO LONGER SUBSIDIZE CANADA
*LEAVITT: YOU'LL BE HEARING MORE ABOUT TRADE DEALS THIS WEEK
*GUINDOS: EXPECT THE DISINFLATIONARY PROCESS TO CONTINUE
*US APRIL DALLAS FED MANUFACTURING INDEX -35.8; EST. -17.0
*NZ'S WILLIS SAYS US, CHINA TARIFFS WILL SLOW GLOBAL GROWTH
*NZ'S WILLIS: TREASURY CUT GDP GROWTH FORECASTS FOR 2025, 2026
*SPEAKER JOHNSON: TRUMP 'VERY BULLISH' ON MIDTERMS
*BESSENT: THINK WE ARE IN AGREEMENT W/ HOUSE, SENATE
*BESSENT: HOPE WE CAN HAVE TAX PORTION DONE BY JULY 4
*BESSENT: X DATE WILL COME BY THE END OF THIS WEEK OR NEXT WEEK
*TRUMP SET TO MODIFY TARIFFS ON FOREIGN AUTOS, WSJ SAYS
*TRUMP CHANGES TO AUTO TARIFFS WOULD AIM TO PREVENT STACKING:WSJ
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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