Gamma exposure, dealer positioning, volatility regimes, implied correlation, dispersion dynamics, skew, and term structure — the derivatives mechanics that drive price action beneath the surface of the cash tape.
How Treasury General Account drawdowns and rebuilds add or drain reserves from the banking system, and why refunding announcements move risk assets through the liquidity channel rather than the rate channel.
Tri-party and bilateral repo activity, SOFR vs. IORB spreads, the Fed's reverse repo facility as a marginal cash sink, and what flows between these venues say about collateral scarcity and dealer balance sheets.
USD/JPY and EUR/USD cross-currency basis swaps as a clean readout of offshore dollar-funding stress — the early-warning gauge that often moves before equity volatility responds.
The lowest-comfortable level of reserves debate, balance-sheet runoff (QT) versus organic reserve growth, and the conditions under which the funding markets actually start to feel tight.
How funding stress, dealer hedging, and gamma positioning interact — why the same headline produces a different volatility response in a high-liquidity regime than in a tight one.
The empirical link between Fed and Treasury balance-sheet flows and the S&P 500, credit spreads, and the dollar — useful as a regime filter, not as a timing tool.
Complex financial topics into clear narratives.
Multi-channel content architecture.
Long-form evergreen explainers.
Audience development strategy.
You get an analyst who already publishes institutional-quality research every trading day. No training period, no learning curve, no benefits overhead. I integrate into your workflow and deliver immediately.
Founder of Mott Capital Management. I publish institutional-quality macro commentary every trading day and have done so for over a decade.
My work is syndicated across Investing.com, TalkMarkets, and Seeking Alpha, and has been cited by MarketWatch and published in Investopedia. 270,000+ followers across platforms, 2M+ annual page views.
I cover equities, rates, FX, commodities, volatility, and derivatives — connecting the dots across asset classes that most desks treat separately.