Macro Regime Tracker: Tariffs and Risk Flows Are Changing
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:
When you make investments or take bets in life (literally the same thing), they need to be based on a fundamental belief about the world. I believe we are moving into a world with higher degrees of uncertainty, chaos, and geopolitical bifurcation. Historically, when there is a structural change to the capital structure through which volatility is transmitted, correlations have dramatic changes.
I strongly believe the world is changing AND that the technological developments we are seeing are creating a unique turning point in the system. One of the things I talked about in my piece on AI is that the speed of change is accelerating.
This is one of the reasons I launched the MacroAIQuant today (link). I always have this up, and I want to share it actively with everyone because it’s not just about getting the right information but also knowing 1st, 2nd, and 3rd order effects of it. I would encourage everyone on here to follow it (link) because I am going to be linking up more and more models to it.
We are still so early in AI, and the best part about it is that so many people are wasting time trying to build an AI that completely replaces human intelligence, which is fundamentally impossible. This creates the opportunity for individuals who are creating AI systems, tools, and processes that are merged with discretionary decision-making. When you correctly define what decisions should be made with empirical testing and which should be made with a priori thinking, everything becomes much clearer. In other words, you separate what can be measured from what must be understood. It’s like trying to empirically prove love—you can count texts or track time spent, but the essence isn’t found in data. Knowing where logic ends and judgment begins is what lets you actually build something useful.
Main Developments In Macro
*BESSENT: TREASURY HAS BIG TOOLKIT, COULD BOOST BUYBACKS
*BESSENT: STILL HAVE A STRONG-DOLLAR POLICY
*BESSENT: NOT CONCERNED ABOUT DOLLAR LOSING HAVEN STATUS
*BESSENT: SAW INCREASED FOREIGN COMPETITION AT US DEBT AUCTIONS
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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