See the macro regime changing before consensus catches up. Independent macro intelligence for global risk takers. https://xitter.cf/t.co/M5m2UueUZv

New York, NY
Joined October 2016
Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.
692
2-Year Bond Auction Summary The 2-Year bond sold today (Oct 26, 2026) by the US Treasury was worth $76.7bn, had a Bid to Cover of 2.59 and a High Yield of 4.708%. Check other auction metrics in the chart below.
983
The largest move in the last 7 days was: Can. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Can. 2s10s, China 10Y, China 10s30s, AU 2s10s, China 5Y
884
The largest move in the last 24 hours was: Fra. 2s10s. G10 bond yields that had 2 standard deviation moves during the period include: Fra. 2s10s, Italy 2s10s, France 10Y, France 30Y
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891
Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned 0.13% in Asia, and 0.68% in Europe. Yesterday BTC returned 0.0% in the American session.
947
The largest move in the last 24h was: Soybean. Commodities that had 2 standard deviation moves during the period include: Soybean
930
USD has broadly strengthened since 5AM this morning, with EUR, CAD, and SEK depreciating the most vs. USD. The MXN was strongest vs. USD with a 0.12% return, while the SEK was weakest vs. USD with a -0.37% return. #Forex
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917
Over the last 20 days, we have generally seen the S&P index outperform the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +1.65% cumulatively during the period.
777
2 Hours ahead of the NY Open, our cross-asset model indicates a +0.05% gain for the S&P (while futures are up +0.30% since prior close). The signal from Commodities is most bullish (+0.15%), while the signal from FX is least bullish (-0.04%).
693
The largest absolute flows over the past 7 days have been in the following ETFs: VOO (5.4B) SPY (-5.1B) TQQQ (2.4B) GLD (-2.3B) QQQ (-2.2B)
938
Looking at notional #ETF flows to monitor sector rotations within US Equities: currently the sectors experiencing the largest inflows compared to their averages include Investment Grade and High Yield, while outflows are being seen in Gold and Financials.
924
Over the last 20 days, we have generally seen the S&P index outperform the signals from global assets correlated to risk sentiment. The S&P has outperformed the model by +1.68% cumulatively during the period.
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1,016
5 Hours ahead of the NY Open, our cross-asset model indicates a +0.05% gain for the S&P (while futures are up +0.34% since prior close). The signal from Commodities is most bullish (+0.18%), while the signal from FX is least bullish (-0.03%).
956
The biggest movers in global FX overnight, based on volatility adjusted returns were #EURGBP, #USDPHP, #USDCAD, #USDIDR, & #USDNOK. For USD crosses, 22 out of 28 had positive returns. For EUR crosses, 13 out of 13 had positive returns. #Forex
947
Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.39% in Asia, and 0.01% in Europe. Yesterday BTC returned 1.18% in the American session.
1,020
Here we compare #Bitcoin's performance during Asian, European and American trading periods. Today $BTC returned -0.45% in Asia, and -0.63% in Europe. Yesterday BTC returned -1.46% in the American session.
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1,358
The largest move in the last 7 days was: Hang Seng. Among the major cryptocurrencies and global assets those that had 2 standard deviation moves in the last 7 days include: Hang Seng, Gold
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1,258
Here we take a closer look at the daily returns of major cryptocurrencies and other global assets in terms of their volatility adjusted returns.
1,230
The largest move in the last 7 days was: NatGas. Commodities that had 2 standard deviation moves during the period include: NatGas
1,342
The largest move in the last 7 days was: France 5Y. G10 bond yields that had 2 standard deviation moves during the period include: France 5Y, Can. 2s10s, France 2Y, France 10Y
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1,152