Macro Regime Tracker: The Credit Cycle
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 full macro framework and view for everything in the cycle here:
Main Developments In Macro
*TRUMP ANNOUNCES $600B SAUDI INVESTMENT COMMITMENT
*CHINA GOVT REPEATS TARIFF CUT REACHED IN TRADE TALKS WITH US
*SAUDI CROWN PRINCE: TO WORK ON BOOSTING US INVESTMENTS TO $1T
*TRUMP CALLS CHINA AGREEMENT A 'BREAKTHROUGH'
*TRUMP: TAX BILL WOULD BE ROCKET SHIP FOR US ECONOMY
*TRUMP: IT'S GONNA GO A LOT HIGHER
*TRUMP: AMAZING WHAT A RISING MARKET WILL DO
*TRUMP PRAISES SAUDI DIVERSIFICATION FROM OIL
*TRUMP: OIL IS ALWAYS GOING TO BE A BIG 'MONSTER' IN SAUDI
*TRUMP: DREAM SAUDI WILL JOIN ABRAHAM ACCORDS
*TRUMP: WILL DRIVE IRANIAN OIL EXPORTS TO ZERO IF NO AGREEMENT
*TRUMP: TALKS BEING HELD THURSDAY ON RUSSIA'S WAR IN UKRAINE
*ECB'S VILLEROY: ANOTHER INTEREST-RATE CUT LIKELY BY SUMMER
*ECB'S VILLEROY: TRUMP TARIFFS FUEL INFLATION IN US, NOT EUROPE
*TRUMP: FED MUST LOWER RATE 'LIKE EUROPE AND CHINA HAVE DONE'
*HASSETT: WHEN TRUMP GETS BACK HE WILL ANNOUNCE NEXT DEAL
*HASSETT: DEALS CLOSE TO BEING FINALIZED
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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