YIELD CURVE REGIME SHIFTS (THE MACRO EVENT TRADER Book 1)

This series teaches retail and self-directed traders how professional macro traders actually position around real, documented, dated central bank and sovereign-credit events, reconstructed from primary sources (central bank statements, transcripts, BIS bulletins, positioning data), then rebuilt in instruments a retail account can genuinely trade.Each volume is organized around a situation type, not a single country, so no book's usefulness depends on one market, every volume draws its case studies from multiple countries and eras.The series' governing principle: the event was on the calendar and the trade was in the documents. This series reconstructs both. Every case study terminates in a Retail Reconstruction, a named instrument, an entry, a size, a stop, a hedge, an exit, and an honest accounting of the P&L, never in explanation alone.INTRODUCING THE MACRO EVENT TRADER SERIES1. Yield Curve Regime Shifts: The curve as a two-legged position; bull/bear steepeners and flatteners; DV01 and duration-neutral construction; the UK gilt/LDI crisis, the JGB long end, and the US 2s10s cycle.2. Currency Intervention and Crisis Trades: Defended currency levels as a written option with a published strike; Black Wednesday, the SNB's 2015 franc unpeg, and the Bank of Japan's 2022-2026 intervention record.3. Rate Divergence Trades: What a rate differential actually pays, and why positioning crowding, not the differential's level, drives the unwind; the August 2024 yen carry unwind and the 2026 BOJ/Fed paradox.4. Central Bank Pivot Trades: Reading a change in the reaction function before it is priced; the 2013 taper tantrum, the 1994 bond massacre, and the BOJ's 2022-2026 pivot sequence.5. Inflation Shock Trades: Breakevens and real rates over headlines; Brazil's COPOM/IPCA cycle and B3's Opção de Copom as the series' most direct retail instrument.6. Sovereign Debt and Devaluation Trades. Sovereign spreads, redenomination risk, and the doom loop; the Eurozone crisis and Draghi's "whatever it takes."Each volume stands alone. No prior volume is required reading. You really can't find this type of analysis ANYWHERE on the internet - have fund reading.

This series teaches retail and self-directed traders how professional macro traders actually position around real, documented, dated central bank and sovereign-credit events, reconstructed from primary sources (central bank statements, transcripts, BIS bulletins, positioning data), then rebuilt in instruments a retail account can genuinely trade.Each volume is organized around a situation type, not a single country, so no book's usefulness depends on one market, every volume draws its case studies from multiple countries and eras.The series' governing principle: the event was on the calendar and the trade was in the documents. This series reconstructs both. Every case study terminates in a Retail Reconstruction, a named instrument, an entry, a size, a stop, a hedge, an exit, and an honest accounting of the P&L, never in explanation alone.INTRODUCING THE MACRO EVENT TRADER SERIES1. Yield Curve Regime Shifts: The curve as a two-legged position; bull/bear steepeners and flatteners; DV01 and duration-neutral construction; the UK gilt/LDI crisis, the JGB long end, and the US 2s10s cycle.2. Currency Intervention and Crisis Trades: Defended currency levels as a written option with a published strike; Black Wednesday, the SNB's 2015 franc unpeg, and the Bank of Japan's 2022-2026 intervention record.3. Rate Divergence Trades: What a rate differential actually pays, and why positioning crowding, not the differential's level, drives the unwind; the August 2024 yen carry unwind and the 2026 BOJ/Fed paradox.4. Central Bank Pivot Trades: Reading a change in the reaction function before it is priced; the 2013 taper tantrum, the 1994 bond massacre, and the BOJ's 2022-2026 pivot sequence.5. Inflation Shock Trades: Breakevens and real rates over headlines; Brazil's COPOM/IPCA cycle and B3's Opção de Copom as the series' most direct retail instrument.6. Sovereign Debt and Devaluation Trades. Sovereign spreads, redenomination risk, and the doom loop; the Eurozone crisis and Draghi's "whatever it takes."Each volume stands alone. No prior volume is required reading. You really can't find this type of analysis ANYWHERE on the internet - have fund reading.