Short repo & monetary policy thinking :.There are some interesting developments happening in money markets right now. First, volumes have increased across all repo segments. The demand for funding is largely coming from hedge funds i guess,

RT @MarotStrategies: 1/ A tense weekend for global markets: the U.S. bombs Iran. Nasdaq drops 1% at weekend. Chaos coming? Or just noise?….

RT @NicolasGoetzman: "A weak demand outlook and low profitability top the list of constraints on euro area investment. Nine out of ten resp….

RT @AnalyseBourses: Even if the #ratio is lower for European #banks, if this measure is implemented in the US, European banks, particularly….

RT @BoringBiz_: You can just do things.

8/ I am currently exploring new opportunities in finance where these insights can support trading, risk management, or cross-asset strategy teams. Open to discuss potential roles or opportunities. I am waiting for my chance since a longtime, a little help would be welcome. Thx.

7/ Result:. A tool that transforms fragmented market data into actionable signals—allowing proactive decision-making across trading, hedging, and investment strategies.

*6/ Key applications include:. Risk Management: Adjust exposure early. Crisis Probability: Monitor stress probabilities in real time. Arbitrage: Detect cross-asset dislocations and timing mismatches to exploit.

5/ The signal does more than measure risk. It identifies what drives the stress:. Liquidity constraints?. Credit deterioration?. Cross-asset correlation shifts?. Knowing the cause improves trading precision.

**4/ Early movers: Funding markets (repo) and credit spreads signal first. Intermediate: Government bonds and FX carry trades adjust next. Late movers: Equities and crypto respond last—offering potential arbitrage windows before they catch up.

3/ This method reveals the structure of the financial cycle itself:. Which markets lead systemic shifts. Which markets lag and react late. How risk transmission flows across funding, credit, bonds, FX, equities, crypto.

**2/ The framework I’ve developed gives a probabilistic measure of systemic risk build-up across global markets. When the signal rises, it reflects a higher likelihood of financial stress or crisis—before equities, FX, commodities, or crypto fully react.

1/ Anticipating Systemic Risk: A Cross-Asset Perspective. Detecting systemic risk early is not only a way to protect capital—it also opens opportunities to exploit market dislocations across asset classes innit ?

RT @4442117N761355W: @Analystlearner “It’s not what you know, it’s who you know” 🙃.

Too many NPC in that field.

We should call it crypto asset and not crypto currency.

Not a reserve of value.No sovereignty to back up its value.No acceptation of it among people.No tax collected in btc.No debts backed by it.Not a collateral for repo cash sourcing.No interbank transactions in BTC. I have some doubts abt it lol.

Et mes cretins de concitoyens qui comprennent rien a la finance veulent la meme chose ici.

La france et sa dette n'ont que un seul et meme probleme, se financer a lomg terme. Bien que ce ne soit pas valable seulememt pour nous, les allemands et americains ont le meme probleme. Sinon on est un actif sure, malgré les incompetences de ces plaie de macronistes.

RT @oxbquant: The art of trading is not to predict the future, but to predict how consensus will change in response to the future.

PS : I am currently seeking new job opportunities into the financial world, if someone know any opportunity available, god will bless you for sure.