Giuseppe GiobbeFrom conditions to market response
This layer studies how rates, credit, volatility and institutional-flow proxies fit together. It connects the broad liquidity picture to the behaviour of markets.
Estimated positioning
The flow notebook examines CTA exposure, volatility-control pressure and dealer-gamma proxies. These are estimates derived from available inputs. They should be distinguished from direct observations of investor positions or transactions.
Cross-checking the picture
A composite view can help organise the measures, but its individual components remain important. Divergence between price, credit and flow estimates is something to examine rather than hide inside a single score.
Publication status
Construction methods, charts, input dates and proxy limitations will accompany the published dashboard. There are no live flow estimates on this page yet.