Macro Regime Tracker: The End Game For Global Liquidity
Macro regime and risk assets qualified clear
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:
I just published the full report breaking down the end game for macro liquidity and why so many people are confused about the TYPE of environment we are in:
As always, all of the systematic models and strategies are updated below.
Thanks
Main Developments In Macro
US — Federal Reserve & Policy
*FED'S COOK: I'M GATHERING ACCURATE INFORMATION TO PROVIDE FACTS
*COOK: I WILL TAKE QUESTIONS ON MY FINANCIAL HISTORY SERIOUSLY
*FED'S COOK: I HAVE NO INTENTION OF BEING BULLIED TO STEP DOWN
*TRUMP TOLD AIDES HE'S CONSIDERING TRYING TO FIRE FED'S COOK:WSJ
*FED: SEVERAL SAID CURRENT RATE MAY NOT BE FAR ABOVE NEUTRAL
*FED: SEVERAL NOTED CONCERNS ABOUT ELEVATED ASSET VALUATIONS
*WALLER: FED CONDUCTING RESEARCH ON TOKENIZATION, AI IN PAYMENTS
*WALLER: PAYMENT SYSTEM EVOLUTION IS STORY OF TECH ADVANCEMENT
*WALLER: FED COULD BENEFIT FROM MORE ENGAGEMENT WITH INNOVATORS
*FED GOVERNOR CHRISTOPHER WALLER COMMENTS IN PREPARED REMARKS
*BOSTIC: CRYPTO IS TOO SMALL TO PUT FINANCIAL STABILITY IN PLAY
*ZERVOS: FED BALANCE SHEET IS NO LONGER A 'KICKER' FOR ECONOMY
*JEFFERIES' ZERVOS: FED POLICY IS QUITE RESTRICTIVE
US — Geopolitics / Security
*POLITICO CITES PENTAGON OFFICIAL ON UKRAINE SECURITY GUARANTEE
*US CONDUCTS RAID IN NORTH SYRIA AGAINST ISLAMIC STATE: REUTERS
*NETANYAHU ORDERS GAZA CITY TAKEOVER PLAN ACCELERATED: STATEMENT
Macro Tear Sheets: Equities, Stock/Bond Correlation, Fixed Income, FX, Crypto, and Commodities
Macro Regime Dashboard: Excel spreadsheet for economic data, interest rates, and real estate.
Momentum and Mean Reversion Models: Equities, Commodities, Fixed Income, and Currencies
You can find the educational primer and video explanation of these models here: LINK
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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