Systematic Flows and Market Microstructure
LIVESTREAM/PROPIETARY REPORT
Today’s livestream session traced the entire market microstructure of how price actually moves, from the inelasticity of the float and passive flows through to dealer gamma, the order book, and the intraday action we see every day. If you want to understand why one dollar of buying can move the market by five, how passive and 0DTE option flow have made markets far more inelastic and reflexive, who is really on the other side of retail’s trades, and how to tell a durable macro driver from the mechanical plumbing you should fade, this video covers all of it.
You can find the free recording on the Market Microstructure Playbook here in the YouTube video.
In the paid section, we took every one of these mechanics and applied them directly to where the regime sits right now and what it means for the risk and reward in markets. That breakdown, along with the full report, recording, and synthesized transcript, is reserved for paid members (below).
The last four livestreams and proprietary reports contextualizing today’s price action can be found here:
Macro Decks From today’s stream:
All slide decks by Jaymes: LINK
Deck from today:
Tomorrow’s Livestream: The Fracturing In Global Macro Positioning
Tomorrow’s livestream will map the largest positioning forces that are occurring between stocks, bonds, and currencies as well as how the left and right tails are being priced across each of these assets. If you are trying to understand where the most fragility exists as volatility compresses, tomorrow’s stream one will lay out and explain all of these factors.
Paid subscribers can join the livestream with this link (the first half will be free and streamed to Twitter and YouTube, where the second half will only be available on Substack for paid subscribers):
Proprietary Report On Systematic Flows and Market Microstructure:
Here is the proprietary report explaining how these systematic factors connect to macro flows:
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