Macro Economics

Despite collapsing equity volatility, bond markets face heavy supply and asymmetric policy risks as the US 10Y tests the 4.206% level.

Analyzing how reshoring and critical mineral stockpiling are shifting the cost curve, impacting manufacturing credit and industrial commodities.

New strategic action plans between the U.S., EU, and Japan are redrawing global trade incentives and re-rating industrial commodities.

A deep dive into cross-asset volatility regimes, exploring why hedging demand remains sticky despite stabilizing spot prices in EUR/USD and equity markets.

Analyze how food inflation transitions from an economic indicator to a social stability variable, driving rapid repricing in FX and commodity markets.

Analyze why labor market stability is the ultimate leading indicator for consumer spending and how to position for shifts in global paycheck security.

The AI trade is shifting from software to physical infrastructure as power availability and grid congestion become the primary bottlenecks for growth.

Investors are shifting focus from fundamentals to policy variance and liquidity as the market re-prices institutional uncertainty and rules risk.

US 10Y yields face fresh volatility as markets weigh Fed leadership transitions and a returning term premium amid shifting fiscal optics.

Analyzing the critical balance between bond supply and macro narratives in a volatile US Treasury market for February 2026.

Analyze how shipping logistics and freight friction serve as a volatility channel for global inflation and corporate behavior in 2026.

In 2026, defense spending has transitioned from a cyclical sector to a mandatory macro hedge as geopolitical risk sets a higher baseline for global markets.