The Core Flow Method™ identifies critical misalignments between policy expectations and macro momentum, signaling bond market repricing through yield curve dynamics and FX transmission mechanisms.
The Framework
A systematic approach to decoding macro regime shifts through policy-rate dynamics, yield curve structure, and cross-asset flows.
Identify divergences between market-implied policy paths and underlying macro momentum. Track central bank communication shifts versus economic reality.
Monitor structural shifts in curve steepness, term premium decomposition, and relative value across maturity sectors to confirm regime transitions.
Track capital reallocation flows as yield spreads compress or diverge. Identify primary transmission channels for global macro shifts.
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