Global Market Intelligence
A curated sample of traditional and proprietary composite indicators, signals and data points for decoding macroeconomic, financial, and systemic risk dynamics through contrarian indicators, structural liquidity modeling, and inflection-point analytics. Designed to map complex interdependencies across global trade, monetary policy, market momentum, and systemic volatility.
FathomLab Analytics Suite
1. Bull-Bear Inflections
1.3. (vix+dxy)/dj30.f
1.4. wealth effect
1.4.1. corr (indx, r.rate/($hous-unemp))
1.4.2. <-0.5 to -1.0 = +we
1.4.3. >0.5 to 1.0 = -we
2. Pre-Open Posture
2.1. dj30.f/vix
2.2. vix futures convexity
2.3. pcc
3. Trend Mechanics
3.1. ‘asset’/(‘gov’10y/’gov’02y)
3.2. (dj30.f)/(pcc+vix+move+usoil+us10y+dxy)
3.3. (btcusd+es1!)/(us10y/us02y)
3.4. heatmap heikin-ashi, rsi 13.74.34, ma60h.ma180l
3.5. corr (spx, ndx/(skew/(vix+move)) = 90d, -0.72
3.6. skew 150 put$
4. Systemic Risk
4.1. (us03my/us02y)/(us02y/us10y)
4.2. (ch03my/ch02y)/(ch02y/ch10y)
4.3. corr (spx, mmf/(us02y/us03my/us10y)) = +0.72
4.4. corr (nasdaq, mmf/(fed.b+repo+rrepo)) = +0.50
4.5. (usoil+natgas+gold)/(spx+us10y+skew)
4.6. us03my/us10y = 0.9-1.1!
4.7. move 120-160!
5. Liquidity + Rates Differentials
5.1. walcl+jpnassets*jpyusd+cncbbs*cnyusd+ecbassetsw*eurusd-rrpontsyd-cnyusd
5.2. corr (spx, mmf/(rrepo-repo)/(us10y/us02y))
5.3 (jp10y/(us10y/us02y))+(ch10y/(us10y/us02y))
5.4 corr (spx, usdjpy+jp10y)
6. Disruptive Markets
6.1 ux1!/(usoil+copper+cnhusd)
6.2 corr (btcusd, total×(100−btc.d))
Macroeconomics & Market Data Releases
1. Economics
Personal Consumption Expenditures (PCE)
United States Non Farm Payrolls
Purchasing Managers’ Index (PMI)
Loans & Leases in Bank Credit, All Commercial Banks (TOTLL)
Interest Rate on Reserve Balances (IORB)
Introduction to Crude Crack Spreads
Empire State Manufacturing Survey
Senior Loan Officer Opinion Survey on Bank Lending Practices
Global Container Freight Rate Index
2. Financial Markets
AAII Investor Sentiment Survey
Overnight Reverse Repurchase Agreements (REPO)
3. Bitcoin
Bitcoin Perpetual Futures Liquidation HeatMap
4. Cryptocurrency
