2371 lines
56 KiB
JSON
2371 lines
56 KiB
JSON
{
|
|
"instruments": [
|
|
{
|
|
"id": "SPY",
|
|
"name": "S&P 500 ETF",
|
|
"yf_ticker": "SPY",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "SPY",
|
|
"exchange": "CBOE",
|
|
"category": "equity_index",
|
|
"currency": "USD",
|
|
"description": "US large-cap equity benchmark — 500 plus grandes capitalisations américaines",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "fed_policy",
|
|
"label": "Fed Policy",
|
|
"type": "event_calendar",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"FOMC",
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|
"Fed",
|
|
"Federal Reserve",
|
|
"Powell",
|
|
"taux directeur",
|
|
"pivot",
|
|
"dot plot",
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|
"QT",
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|
"QE",
|
|
"taux Fed"
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|
]
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|
},
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|
{
|
|
"key": "earnings_growth",
|
|
"label": "Earnings Growth",
|
|
"type": "report",
|
|
"weight": 0.85,
|
|
"keywords": [
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|
"Earnings",
|
|
"EPS",
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|
"bénéfices",
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|
"résultats",
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|
"Earnings Season",
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|
"reporting",
|
|
"profits"
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|
]
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|
},
|
|
{
|
|
"key": "real_rates",
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|
"label": "Real Rates",
|
|
"type": "fundamental",
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|
"weight": 0.75,
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|
"keywords": [
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|
"taux réels",
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|
"TIPS",
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|
"real yields",
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|
"breakeven",
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|
"inflation",
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|
"CPI",
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|
"PCE"
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|
]
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|
},
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|
{
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|
"key": "liquidity",
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|
"label": "Global Liquidity",
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|
"type": "fundamental",
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|
"weight": 0.7,
|
|
"keywords": [
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|
"liquidité",
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|
"liquidity",
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|
"QE",
|
|
"QT",
|
|
"bilan Fed",
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|
"repo",
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|
"M2",
|
|
"conditions financières"
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|
]
|
|
},
|
|
{
|
|
"key": "vix",
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|
"label": "VIX / Fear",
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|
"type": "sentiment",
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|
"weight": 0.6,
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|
"keywords": [
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|
"VIX",
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|
"volatilité",
|
|
"vol spike",
|
|
"hedging",
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|
"protection",
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|
"skew",
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|
"put",
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|
"peur",
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|
"fear"
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|
]
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|
}
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|
],
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|
"regime_labels": [
|
|
"Risk-On Bull",
|
|
"Risk-Off Bear",
|
|
"Stagflation",
|
|
"Rate Shock",
|
|
"Recovery"
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|
],
|
|
"event_keywords": [
|
|
"FOMC",
|
|
"CPI",
|
|
"NFP",
|
|
"GDP",
|
|
"Earnings Season",
|
|
"Fed Chair",
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|
"VIX"
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|
],
|
|
"related_assets": [
|
|
"SPX",
|
|
"SPY",
|
|
"QQQ",
|
|
"ES"
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|
],
|
|
"correlation_instruments": [
|
|
"QQQ",
|
|
"TLT",
|
|
"HYG",
|
|
"VXX"
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|
],
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|
"ai_context": "SPY tracks the S&P 500. Bullish: dovish Fed, strong earnings, liquidity expansion. Bearish: rate hikes, recession, credit events. Watch: VIX, HYG spreads, FOMC."
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|
},
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|
{
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|
"id": "QQQ",
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|
"name": "Nasdaq 100 ETF",
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|
"yf_ticker": "QQQ",
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|
"saxo_quote_symbol": null,
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|
"ib_ticker": "QQQ",
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|
"exchange": "NASDAQ",
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|
"category": "equity_index",
|
|
"currency": "USD",
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|
"description": "US large-cap tech and growth benchmark — 100 plus grandes valeurs Nasdaq",
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|
"chart": {
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|
"ma_periods": [
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|
20,
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|
50,
|
|
200
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|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
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|
},
|
|
"drivers": [
|
|
{
|
|
"key": "real_rates",
|
|
"label": "Real Rates",
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|
"type": "fundamental",
|
|
"weight": 0.9,
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|
"keywords": [
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|
"taux réels",
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|
"TIPS",
|
|
"real yields",
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|
"FOMC",
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|
"Fed",
|
|
"CPI",
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|
"breakeven"
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]
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|
},
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|
{
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|
"key": "ai_capex",
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|
"label": "AI Capex",
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"type": "fundamental",
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|
"weight": 0.85,
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|
"keywords": [
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"IA",
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"AI",
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"Nvidia",
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"Microsoft",
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"capex tech",
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"data center",
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"GPU",
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"intelligence artificielle",
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"ChatGPT"
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]
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|
},
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{
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"key": "megacaps",
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|
"label": "Mégacaps GAFAM",
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|
"type": "report",
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"weight": 0.8,
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|
"keywords": [
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|
"GAFAM",
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"Apple",
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|
"Meta",
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|
"Alphabet",
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|
"Amazon",
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|
"Microsoft",
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|
"earnings tech",
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|
"Big Tech",
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|
"résultats tech"
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|
]
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|
},
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|
{
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|
"key": "growth",
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|
"label": "Croissance US",
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|
"type": "event_calendar",
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|
"weight": 0.75,
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|
"keywords": [
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|
"croissance",
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|
"GDP",
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|
"récession",
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|
"NFP",
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|
"emploi",
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|
"PMI",
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|
"croissance économique"
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|
]
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|
},
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|
{
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|
"key": "dollar",
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|
"label": "Dollar Index",
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|
"type": "technical",
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|
"weight": 0.5,
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"keywords": [
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"Dollar",
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|
"DXY",
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|
"dollar index",
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|
"EUR/USD",
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|
"devise"
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|
]
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}
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|
],
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|
"regime_labels": [
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|
"Tech Bull (AI-Driven)",
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|
"Tech Bear",
|
|
"Rate Compression",
|
|
"Earnings Crash",
|
|
"Recovery"
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|
],
|
|
"event_keywords": [
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|
"FOMC",
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|
"Big Tech Earnings",
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|
"CPI",
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|
"AI",
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|
"Rate",
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|
"NVDA",
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|
"AAPL"
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|
],
|
|
"related_assets": [
|
|
"QQQ",
|
|
"NDX",
|
|
"NQ"
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|
],
|
|
"correlation_instruments": [
|
|
"SPY",
|
|
"TLT",
|
|
"NVDA",
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|
"AAPL"
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],
|
|
"ai_context": "QQQ tracks Nasdaq 100. Bullish: dovish Fed, AI capex boom, Big Tech earnings. Bearish: rate hikes, earnings misses, AI regulation. Watch: real yields, mega-cap earnings."
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|
},
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|
{
|
|
"id": "IWM",
|
|
"name": "Russell 2000 ETF",
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|
"yf_ticker": "IWM",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "IWM",
|
|
"exchange": "NYSE",
|
|
"category": "equity_index",
|
|
"currency": "USD",
|
|
"description": "US small-cap equity benchmark — 2000 petites capitalisations américaines",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "gdp_growth",
|
|
"label": "Croissance US",
|
|
"type": "event_calendar",
|
|
"weight": 0.85,
|
|
"keywords": [
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|
"GDP",
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|
"PIB",
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|
"croissance US",
|
|
"NFP",
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|
"emploi",
|
|
"récession",
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|
"PMI",
|
|
"domestic growth"
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|
]
|
|
},
|
|
{
|
|
"key": "credit",
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|
"label": "Crédit & Spreads",
|
|
"type": "fundamental",
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|
"weight": 0.8,
|
|
"keywords": [
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|
"crédit",
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|
"credit",
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|
"HY",
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|
"high yield",
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|
"spreads",
|
|
"LBO",
|
|
"conditions de crédit",
|
|
"credit crunch"
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|
]
|
|
},
|
|
{
|
|
"key": "regional_banks",
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|
"label": "Banques Régionales",
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|
"type": "fundamental",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"banques régionales",
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|
"SVB",
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|
"FDIC",
|
|
"banque",
|
|
"banking",
|
|
"bank failure",
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|
"crédit bancaire"
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|
]
|
|
},
|
|
{
|
|
"key": "dollar",
|
|
"label": "Dollar Index",
|
|
"type": "technical",
|
|
"weight": 0.6,
|
|
"keywords": [
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|
"Dollar",
|
|
"DXY",
|
|
"dollar fort",
|
|
"USD strength"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Small Cap Expansion",
|
|
"Credit Crunch Squeeze",
|
|
"Risk-Off",
|
|
"Recovery",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"FOMC",
|
|
"Credit",
|
|
"GDP",
|
|
"NFP",
|
|
"Rates",
|
|
"Regional Banks"
|
|
],
|
|
"related_assets": [
|
|
"IWM",
|
|
"RTY",
|
|
"RUT"
|
|
],
|
|
"correlation_instruments": [
|
|
"SPY",
|
|
"HYG",
|
|
"TLT"
|
|
],
|
|
"ai_context": "IWM tracks Russell 2000. Heavily credit-sensitive. Bullish: credit loosening, domestic growth. Bearish: credit tightening, recession, dollar strength. Watch: HYG spreads, regional bank health."
|
|
},
|
|
{
|
|
"id": "EEM",
|
|
"name": "Emerging Markets ETF",
|
|
"yf_ticker": "EEM",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "EEM",
|
|
"exchange": "NYSE",
|
|
"category": "equity_intl",
|
|
"currency": "USD",
|
|
"description": "MSCI Emerging Markets — grandes capitalisations des marchés émergents",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "dollar_index",
|
|
"label": "Dollar Index",
|
|
"type": "technical",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"Dollar",
|
|
"DXY",
|
|
"USD",
|
|
"dollar index",
|
|
"dollar fort",
|
|
"faible dollar"
|
|
]
|
|
},
|
|
{
|
|
"key": "china_growth",
|
|
"label": "Chine / PBoC",
|
|
"type": "event_calendar",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"China",
|
|
"Chine",
|
|
"PBOC",
|
|
"PBoC",
|
|
"PIB chinois",
|
|
"Xi",
|
|
"immobilier chinois",
|
|
"stimulus Chine",
|
|
"relance Chine"
|
|
]
|
|
},
|
|
{
|
|
"key": "em_flows",
|
|
"label": "Flux EM",
|
|
"type": "sentiment",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"EM",
|
|
"émergents",
|
|
"emerging",
|
|
"flows",
|
|
"flux",
|
|
"capitaux émergents"
|
|
]
|
|
},
|
|
{
|
|
"key": "commodities",
|
|
"label": "Matières Premières",
|
|
"type": "fundamental",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"matières premières",
|
|
"commodities",
|
|
"minerai",
|
|
"pétrole",
|
|
"métaux",
|
|
"commodité"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"EM Growth Rally",
|
|
"Dollar Squeeze",
|
|
"China Risk-Off",
|
|
"Commodity Lift",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"China GDP",
|
|
"Dollar",
|
|
"EM",
|
|
"PBOC",
|
|
"Commodities",
|
|
"stimulus Chine"
|
|
],
|
|
"related_assets": [
|
|
"EEM",
|
|
"EM",
|
|
"CNY",
|
|
"China"
|
|
],
|
|
"correlation_instruments": [
|
|
"GLD",
|
|
"USO",
|
|
"EURUSD=X"
|
|
],
|
|
"ai_context": "EEM tracks MSCI Emerging Markets. Bullish: PBOC stimulus, commodities rally, weak USD. Bearish: Fed tightening, China slowdown, trade tensions. Watch: USDCNY, China PMI, EM bond flows."
|
|
},
|
|
{
|
|
"id": "EFA",
|
|
"name": "MSCI EAFE ETF",
|
|
"yf_ticker": "EFA",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "EFA",
|
|
"exchange": "NYSE",
|
|
"category": "equity_intl",
|
|
"currency": "USD",
|
|
"description": "MSCI EAFE — Europe, Australasie, Extrême-Orient (hors US/Canada)",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "ecb_policy",
|
|
"label": "BCE / ECB",
|
|
"type": "event_calendar",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"BCE",
|
|
"ECB",
|
|
"Lagarde",
|
|
"taux BCE",
|
|
"zone euro",
|
|
"politique BCE",
|
|
"ECB rate"
|
|
]
|
|
},
|
|
{
|
|
"key": "energy",
|
|
"label": "Énergie Europe",
|
|
"type": "fundamental",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"énergie",
|
|
"gaz européen",
|
|
"pétrole",
|
|
"LNG",
|
|
"crisis énergétique",
|
|
"energy",
|
|
"energy price"
|
|
]
|
|
},
|
|
{
|
|
"key": "eurusd",
|
|
"label": "EUR/USD",
|
|
"type": "technical",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"EUR/USD",
|
|
"euro dollar",
|
|
"eurusd",
|
|
"parité euro",
|
|
"euro fort",
|
|
"euro faible"
|
|
]
|
|
},
|
|
{
|
|
"key": "european_growth",
|
|
"label": "Croissance Européenne",
|
|
"type": "event_calendar",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"Europe",
|
|
"zone euro",
|
|
"Allemagne",
|
|
"PIB européen",
|
|
"PMI Europe",
|
|
"récession Europe",
|
|
"croissance européenne"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Global Risk-On",
|
|
"USD Strength Drag",
|
|
"Europe Recession",
|
|
"Recovery",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"ECB",
|
|
"EU GDP",
|
|
"Europe",
|
|
"Germany",
|
|
"BOJ",
|
|
"Japan",
|
|
"EUR"
|
|
],
|
|
"related_assets": [
|
|
"EFA",
|
|
"EAFE",
|
|
"EUR",
|
|
"EZU",
|
|
"SX5E"
|
|
],
|
|
"correlation_instruments": [
|
|
"EURUSD=X",
|
|
"EEM",
|
|
"TLT"
|
|
],
|
|
"ai_context": "EFA tracks EAFE (Europe, Japan, Australia). Bullish: EUR/JPY strength, ECB/BOJ dovishness, global reflation. Bearish: USD strength, European recession, geopolitical disruption."
|
|
},
|
|
{
|
|
"id": "GLD",
|
|
"name": "Gold ETF",
|
|
"yf_ticker": "GLD",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "GLD",
|
|
"exchange": "NYSE",
|
|
"category": "metal",
|
|
"currency": "USD",
|
|
"description": "SPDR Gold Shares — proxy physique de l'or",
|
|
"chart": {
|
|
"ma_periods": [
|
|
50,
|
|
100,
|
|
200
|
|
],
|
|
"bollinger_period": 50,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "real_rates_us",
|
|
"label": "Taux Réels US",
|
|
"type": "fundamental",
|
|
"weight": 0.95,
|
|
"keywords": [
|
|
"taux réels",
|
|
"TIPS",
|
|
"real yields",
|
|
"Fed",
|
|
"FOMC",
|
|
"CPI",
|
|
"breakeven",
|
|
"inflation réelle"
|
|
]
|
|
},
|
|
{
|
|
"key": "dollar_index",
|
|
"label": "Dollar Index",
|
|
"type": "technical",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"Dollar",
|
|
"DXY",
|
|
"dollar index",
|
|
"USD",
|
|
"faible dollar",
|
|
"dollar fort"
|
|
]
|
|
},
|
|
{
|
|
"key": "inflation_expectations",
|
|
"label": "Anticipations Inflation",
|
|
"type": "fundamental",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"inflation",
|
|
"CPI",
|
|
"PCE",
|
|
"breakeven",
|
|
"attentes d'inflation",
|
|
"stagflation"
|
|
]
|
|
},
|
|
{
|
|
"key": "geopolitical_risk",
|
|
"label": "Risque Géopolitique",
|
|
"type": "geopolitical",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"géopolitique",
|
|
"guerre",
|
|
"Moyen-Orient",
|
|
"Iran",
|
|
"Russie",
|
|
"conflit",
|
|
"Chine",
|
|
"tension",
|
|
"crise",
|
|
"war"
|
|
]
|
|
},
|
|
{
|
|
"key": "cb_buying",
|
|
"label": "Achats Banques Centrales",
|
|
"type": "fundamental",
|
|
"weight": 0.5,
|
|
"keywords": [
|
|
"banque centrale",
|
|
"central bank",
|
|
"réserves",
|
|
"gold reserves",
|
|
"achats d'or",
|
|
"PBOC gold",
|
|
"dédollarisation"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Real Rates Falling",
|
|
"Safe Haven Rally",
|
|
"Inflation Hedge",
|
|
"Dollar Weakness",
|
|
"Range"
|
|
],
|
|
"event_keywords": [
|
|
"CPI",
|
|
"Fed",
|
|
"FOMC",
|
|
"Dollar",
|
|
"Geopolitical",
|
|
"Iran",
|
|
"Gold",
|
|
"guerre",
|
|
"inflation"
|
|
],
|
|
"related_assets": [
|
|
"GLD",
|
|
"GC",
|
|
"Gold",
|
|
"XAU"
|
|
],
|
|
"correlation_instruments": [
|
|
"TLT",
|
|
"SLV",
|
|
"EURUSD=X",
|
|
"USDJPY=X"
|
|
],
|
|
"ai_context": "GLD tracks physical gold. Primary driver: real rates (inverse). Bullish: falling real yields, dollar weakness, CB buying, geopolitical crises. Bearish: rising real yields, strong dollar."
|
|
},
|
|
{
|
|
"id": "SLV",
|
|
"name": "Silver ETF",
|
|
"yf_ticker": "SLV",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "SLV",
|
|
"exchange": "NYSE",
|
|
"category": "metal",
|
|
"currency": "USD",
|
|
"description": "iShares Silver Trust — proxy physique de l'argent métal",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "industrial_demand",
|
|
"label": "Demande Industrielle",
|
|
"type": "fundamental",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"industrie",
|
|
"manufacturing",
|
|
"PMI",
|
|
"production industrielle",
|
|
"fabrique",
|
|
"industry"
|
|
]
|
|
},
|
|
{
|
|
"key": "real_rates",
|
|
"label": "Taux Réels",
|
|
"type": "fundamental",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"taux réels",
|
|
"TIPS",
|
|
"Fed",
|
|
"FOMC",
|
|
"real yields"
|
|
]
|
|
},
|
|
{
|
|
"key": "dollar",
|
|
"label": "Dollar Index",
|
|
"type": "technical",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"Dollar",
|
|
"DXY",
|
|
"USD"
|
|
]
|
|
},
|
|
{
|
|
"key": "solar_ev_demand",
|
|
"label": "Solaire / Véhicule EV",
|
|
"type": "fundamental",
|
|
"weight": 0.65,
|
|
"keywords": [
|
|
"solaire",
|
|
"solar",
|
|
"EV",
|
|
"véhicule électrique",
|
|
"énergie verte",
|
|
"green energy",
|
|
"photovoltaïque",
|
|
"battery"
|
|
]
|
|
},
|
|
{
|
|
"key": "gold_ratio",
|
|
"label": "Ratio Or/Argent",
|
|
"type": "technical",
|
|
"weight": 0.6,
|
|
"keywords": [
|
|
"Gold",
|
|
"or",
|
|
"ratio Or/Argent",
|
|
"gold silver",
|
|
"argent",
|
|
"silver"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Industrial Demand",
|
|
"Safe Haven Flow",
|
|
"Dollar Weakness",
|
|
"Risk-Off",
|
|
"Range"
|
|
],
|
|
"event_keywords": [
|
|
"Manufacturing",
|
|
"PMI",
|
|
"CPI",
|
|
"Dollar",
|
|
"Silver",
|
|
"EV",
|
|
"Solar",
|
|
"taux réels"
|
|
],
|
|
"related_assets": [
|
|
"SLV",
|
|
"SI",
|
|
"Silver"
|
|
],
|
|
"correlation_instruments": [
|
|
"GLD",
|
|
"USO",
|
|
"EEM"
|
|
],
|
|
"ai_context": "SLV tracks silver. Dual nature: monetary (like gold) + industrial (solar, EVs). Bullish: green energy demand, falling real rates, weak dollar. Bearish: manufacturing slowdown, strong dollar."
|
|
},
|
|
{
|
|
"id": "USO",
|
|
"name": "WTI Oil ETF",
|
|
"yf_ticker": "USO",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "USO",
|
|
"exchange": "NYSE",
|
|
"category": "energy",
|
|
"currency": "USD",
|
|
"description": "United States Oil Fund — proxy WTI (pétrole brut américain)",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "opec_policy",
|
|
"label": "OPEP+ / Production",
|
|
"type": "event_calendar",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"OPEC",
|
|
"OPEP",
|
|
"production pétrolière",
|
|
"quotas",
|
|
"Arabie Saoudite",
|
|
"Saudi",
|
|
"réduction",
|
|
"coupes",
|
|
"OPEC meeting"
|
|
]
|
|
},
|
|
{
|
|
"key": "inventories",
|
|
"label": "Stocks EIA",
|
|
"type": "report",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"EIA",
|
|
"stocks pétroliers",
|
|
"inventaires",
|
|
"inventories",
|
|
"crude stocks",
|
|
"rapport EIA",
|
|
"crude supply"
|
|
]
|
|
},
|
|
{
|
|
"key": "geopolitical_risk",
|
|
"label": "Risque Géopolitique",
|
|
"type": "geopolitical",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"géopolitique",
|
|
"Moyen-Orient",
|
|
"Iran",
|
|
"Russie",
|
|
"conflit",
|
|
"guerre",
|
|
"war",
|
|
"Golfe Persique",
|
|
"tension"
|
|
]
|
|
},
|
|
{
|
|
"key": "global_demand",
|
|
"label": "Demande Mondiale",
|
|
"type": "fundamental",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"demande mondiale",
|
|
"China demand",
|
|
"IEA",
|
|
"croissance mondiale",
|
|
"global demand",
|
|
"reprise économique"
|
|
]
|
|
},
|
|
{
|
|
"key": "dollar",
|
|
"label": "Dollar Index",
|
|
"type": "technical",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"Dollar",
|
|
"DXY",
|
|
"USD"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Supply Shock",
|
|
"Demand Recovery",
|
|
"Inventory Draw",
|
|
"Geopolitical Premium",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"OPEC",
|
|
"EIA",
|
|
"Inventories",
|
|
"Brent",
|
|
"WTI",
|
|
"Oil",
|
|
"Middle East",
|
|
"Saudi"
|
|
],
|
|
"related_assets": [
|
|
"USO",
|
|
"CL",
|
|
"WTI",
|
|
"Oil",
|
|
"Brent"
|
|
],
|
|
"correlation_instruments": [
|
|
"XOM",
|
|
"EEM",
|
|
"GLD",
|
|
"UNG"
|
|
],
|
|
"ai_context": "USO tracks WTI crude. Bullish: OPEC+ cuts, geopolitical disruption, demand recovery, weak dollar. Bearish: OPEC output increases, demand recession, inventory builds."
|
|
},
|
|
{
|
|
"id": "UNG",
|
|
"name": "Natural Gas ETF",
|
|
"yf_ticker": "UNG",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "UNG",
|
|
"exchange": "NYSE",
|
|
"category": "energy",
|
|
"currency": "USD",
|
|
"description": "United States Natural Gas Fund — proxy Henry Hub (gaz naturel)",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "weather_seasonality",
|
|
"label": "Météo / Saisonnalité",
|
|
"type": "fundamental",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"météo",
|
|
"weather",
|
|
"hiver",
|
|
"été",
|
|
"froid",
|
|
"chaleur",
|
|
"El Niño",
|
|
"La Niña",
|
|
"saison",
|
|
"vague de froid",
|
|
"heat wave"
|
|
]
|
|
},
|
|
{
|
|
"key": "storage",
|
|
"label": "Stockage EIA Gaz",
|
|
"type": "report",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"EIA Gas Storage",
|
|
"stockage gaz",
|
|
"gas storage",
|
|
"inventaires gaz",
|
|
"rapport stockage gaz"
|
|
]
|
|
},
|
|
{
|
|
"key": "lng_exports",
|
|
"label": "Exports LNG",
|
|
"type": "fundamental",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"LNG",
|
|
"GNL",
|
|
"exportations gaz",
|
|
"terminal LNG",
|
|
"gazoduc",
|
|
"liquefied natural gas"
|
|
]
|
|
},
|
|
{
|
|
"key": "production",
|
|
"label": "Production US",
|
|
"type": "fundamental",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"production gaz",
|
|
"shale gas",
|
|
"fracking",
|
|
"puits gaz",
|
|
"Marcellus",
|
|
"Appalachian",
|
|
"US gas output"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Winter Storage Fill",
|
|
"Supply Glut",
|
|
"Demand Surge",
|
|
"Export LNG Lift",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"EIA Gas Storage",
|
|
"LNG",
|
|
"Gas",
|
|
"Natural Gas",
|
|
"Weather",
|
|
"stockage gaz"
|
|
],
|
|
"related_assets": [
|
|
"UNG",
|
|
"NG",
|
|
"Natgas"
|
|
],
|
|
"correlation_instruments": [
|
|
"USO",
|
|
"XOM"
|
|
],
|
|
"ai_context": "UNG tracks natural gas (Henry Hub). Highly seasonal and weather-driven. Bullish: cold winter, low storage, LNG export growth. Bearish: warm weather, record storage builds."
|
|
},
|
|
{
|
|
"id": "TLT",
|
|
"name": "US 20Y Treasury ETF",
|
|
"yf_ticker": "TLT",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "TLT",
|
|
"exchange": "NASDAQ",
|
|
"category": "bond",
|
|
"currency": "USD",
|
|
"description": "iShares 20+ Year Treasury — proxy du rendement US 10Y/30Y",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "fed_path",
|
|
"label": "Trajectoire Fed",
|
|
"type": "event_calendar",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"FOMC",
|
|
"Fed",
|
|
"taux directeur",
|
|
"Fed hike",
|
|
"Fed cut",
|
|
"pivot",
|
|
"dot plot",
|
|
"Federal Reserve"
|
|
]
|
|
},
|
|
{
|
|
"key": "inflation_expectations",
|
|
"label": "Inflation / CPI",
|
|
"type": "fundamental",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"CPI",
|
|
"PCE",
|
|
"inflation",
|
|
"déflation",
|
|
"attentes",
|
|
"breakeven",
|
|
"inflation US"
|
|
]
|
|
},
|
|
{
|
|
"key": "growth",
|
|
"label": "Croissance / NFP",
|
|
"type": "event_calendar",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"GDP",
|
|
"NFP",
|
|
"récession",
|
|
"croissance",
|
|
"emploi",
|
|
"PMI",
|
|
"chômage",
|
|
"payrolls"
|
|
]
|
|
},
|
|
{
|
|
"key": "deficit_supply",
|
|
"label": "Déficit / Offre Treasury",
|
|
"type": "fundamental",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"déficit",
|
|
"dette publique",
|
|
"Treasury auction",
|
|
"enchères",
|
|
"budget",
|
|
"fiscal",
|
|
"dette fédérale"
|
|
]
|
|
},
|
|
{
|
|
"key": "risk_aversion",
|
|
"label": "Fuite Vers Qualité",
|
|
"type": "sentiment",
|
|
"weight": 0.65,
|
|
"keywords": [
|
|
"risk-off",
|
|
"crise",
|
|
"fuite vers la qualité",
|
|
"safe haven",
|
|
"vol spike",
|
|
"contagion",
|
|
"crise bancaire"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Safe Haven Bid",
|
|
"Rate Shock Selloff",
|
|
"QE Expectations",
|
|
"Inflation Selloff",
|
|
"Range"
|
|
],
|
|
"event_keywords": [
|
|
"FOMC",
|
|
"CPI",
|
|
"Fed",
|
|
"Treasury",
|
|
"Yield",
|
|
"Deficit",
|
|
"NFP"
|
|
],
|
|
"related_assets": [
|
|
"TLT",
|
|
"TNX",
|
|
"UST",
|
|
"Bonds"
|
|
],
|
|
"correlation_instruments": [
|
|
"SPY",
|
|
"GLD",
|
|
"HYG",
|
|
"USDJPY=X"
|
|
],
|
|
"ai_context": "TLT tracks 20Y US Treasuries. Bullish: recession fears, Fed cuts, falling inflation, risk-off. Bearish: rising inflation, Fed hikes, fiscal deficit expansion, strong growth."
|
|
},
|
|
{
|
|
"id": "HYG",
|
|
"name": "High Yield Bond ETF",
|
|
"yf_ticker": "HYG",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "HYG",
|
|
"exchange": "NYSE",
|
|
"category": "credit",
|
|
"currency": "USD",
|
|
"description": "iShares iBoxx USD High Yield Corporate Bond — baromètre du crédit HY",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "default_rate",
|
|
"label": "Taux de Défaut",
|
|
"type": "fundamental",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"défauts",
|
|
"default",
|
|
"faillite",
|
|
"bankruptcy",
|
|
"spreads HY",
|
|
"taux de défaut",
|
|
"HY spreads"
|
|
]
|
|
},
|
|
{
|
|
"key": "growth",
|
|
"label": "Croissance Économique",
|
|
"type": "event_calendar",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"GDP",
|
|
"récession",
|
|
"croissance",
|
|
"PMI",
|
|
"emploi",
|
|
"payrolls",
|
|
"activité"
|
|
]
|
|
},
|
|
{
|
|
"key": "liquidity",
|
|
"label": "Conditions de Liquidité",
|
|
"type": "fundamental",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"liquidité",
|
|
"crédit",
|
|
"QT",
|
|
"QE",
|
|
"conditions financières",
|
|
"FCO",
|
|
"financial conditions"
|
|
]
|
|
},
|
|
{
|
|
"key": "risk_appetite",
|
|
"label": "Appétit pour le Risque",
|
|
"type": "sentiment",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"risk-on",
|
|
"risk-off",
|
|
"appétit pour le risque",
|
|
"flux crédit",
|
|
"sentiment marché"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Credit Expansion",
|
|
"Credit Crunch",
|
|
"Spread Compression",
|
|
"Recession Fear",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"Credit",
|
|
"Default",
|
|
"GDP",
|
|
"FOMC",
|
|
"Recession",
|
|
"HY",
|
|
"spreads"
|
|
],
|
|
"related_assets": [
|
|
"HYG",
|
|
"LQD",
|
|
"Credit",
|
|
"HY"
|
|
],
|
|
"correlation_instruments": [
|
|
"SPY",
|
|
"IWM",
|
|
"TLT"
|
|
],
|
|
"ai_context": "HYG tracks US high-yield corporate bonds. Key credit stress barometer. Bullish: strong growth, low defaults, liquidity expansion. Bearish: recession, default cycle, credit crunch."
|
|
},
|
|
{
|
|
"id": "EURUSD=X",
|
|
"name": "EUR/USD",
|
|
"yf_ticker": "EURUSD=X",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "EUR.USD",
|
|
"exchange": "FX",
|
|
"category": "fx",
|
|
"currency": "USD",
|
|
"description": "Taux spot Euro / Dollar américain",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": false
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "fed_ecb_differential",
|
|
"label": "Différentiel Fed/BCE",
|
|
"type": "event_calendar",
|
|
"weight": 0.95,
|
|
"keywords": [
|
|
"BCE",
|
|
"ECB",
|
|
"Fed",
|
|
"FOMC",
|
|
"différentiel",
|
|
"taux directeurs",
|
|
"politique monétaire",
|
|
"rate differential"
|
|
]
|
|
},
|
|
{
|
|
"key": "rate_differential_2y",
|
|
"label": "Taux 2 ans US-EUR",
|
|
"type": "technical",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"taux 2 ans",
|
|
"Bund 2Y",
|
|
"Treasury 2Y",
|
|
"swap",
|
|
"différentiel de taux",
|
|
"2Y spread"
|
|
]
|
|
},
|
|
{
|
|
"key": "inflation_differential",
|
|
"label": "Inflation US vs EUR",
|
|
"type": "fundamental",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"CPI",
|
|
"inflation",
|
|
"PCE",
|
|
"HICP",
|
|
"zone euro",
|
|
"inflation différentiel"
|
|
]
|
|
},
|
|
{
|
|
"key": "dxy",
|
|
"label": "Dollar Index DXY",
|
|
"type": "technical",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"Dollar",
|
|
"DXY",
|
|
"dollar index",
|
|
"USD",
|
|
"dollar fort",
|
|
"faible dollar"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"EUR Strength (ECB Hawkish)",
|
|
"USD Strength (Fed Hawkish)",
|
|
"Risk-On EUR Rally",
|
|
"Risk-Off USD Safe",
|
|
"Range"
|
|
],
|
|
"event_keywords": [
|
|
"ECB",
|
|
"FOMC",
|
|
"CPI",
|
|
"EUR",
|
|
"Dollar",
|
|
"Fed",
|
|
"Eurozone",
|
|
"BCE"
|
|
],
|
|
"related_assets": [
|
|
"EUR",
|
|
"USD",
|
|
"EURUSD",
|
|
"6E"
|
|
],
|
|
"correlation_instruments": [
|
|
"GLD",
|
|
"EFA",
|
|
"TLT"
|
|
],
|
|
"ai_context": "EUR/USD driven by Fed-ECB rate differential. EUR bullish: ECB hawkishness, European growth surprise, risk-on. EUR bearish: Fed hawkishness, European recession, risk-off USD demand."
|
|
},
|
|
{
|
|
"id": "USDJPY=X",
|
|
"name": "USD/JPY",
|
|
"yf_ticker": "USDJPY=X",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "USD.JPY",
|
|
"exchange": "FX",
|
|
"category": "fx",
|
|
"currency": "JPY",
|
|
"description": "Taux spot Dollar américain / Yen japonais",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": false
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "boj_policy",
|
|
"label": "BOJ Policy",
|
|
"type": "event_calendar",
|
|
"weight": 0.95,
|
|
"keywords": [
|
|
"BOJ",
|
|
"Banque du Japon",
|
|
"Ueda",
|
|
"YCC",
|
|
"yield curve control",
|
|
"politique monétaire japonaise",
|
|
"BOJ rate",
|
|
"JGB"
|
|
]
|
|
},
|
|
{
|
|
"key": "rate_diff_us_jp",
|
|
"label": "Différentiel US-JP",
|
|
"type": "technical",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"différentiel US-Japon",
|
|
"JGB",
|
|
"UST",
|
|
"rendements US-JP",
|
|
"US Japan spread",
|
|
"10Y spread"
|
|
]
|
|
},
|
|
{
|
|
"key": "fed_policy",
|
|
"label": "Fed Policy",
|
|
"type": "event_calendar",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"Fed",
|
|
"FOMC",
|
|
"taux directeur US",
|
|
"hawkish Fed",
|
|
"Fed hike",
|
|
"Federal Reserve"
|
|
]
|
|
},
|
|
{
|
|
"key": "risk_appetite",
|
|
"label": "Risk Appetite / Carry",
|
|
"type": "sentiment",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"risk-off",
|
|
"carry trade",
|
|
"yen safe haven",
|
|
"crise",
|
|
"carry unwind",
|
|
"yen refuge"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Carry Trade On",
|
|
"BOJ Tightening Surprise",
|
|
"Risk-Off JPY Safe Haven",
|
|
"Dollar Bull",
|
|
"YCC Adjustment"
|
|
],
|
|
"event_keywords": [
|
|
"BOJ",
|
|
"Fed",
|
|
"Japan",
|
|
"YCC",
|
|
"Carry",
|
|
"JPY",
|
|
"Yen",
|
|
"taux Japon"
|
|
],
|
|
"related_assets": [
|
|
"JPY",
|
|
"USDJPY",
|
|
"6J",
|
|
"Yen"
|
|
],
|
|
"correlation_instruments": [
|
|
"TLT",
|
|
"GLD",
|
|
"VXX"
|
|
],
|
|
"ai_context": "USD/JPY driven by US-Japan rate differential and BOJ yield curve control. USD bullish: Fed hikes, BOJ ultra-dovish. JPY bullish: BOJ tightening surprise, risk-off. Watch: BOJ meetings, 10Y UST-JGB spread."
|
|
},
|
|
{
|
|
"id": "GBPUSD=X",
|
|
"name": "GBP/USD",
|
|
"yf_ticker": "GBPUSD=X",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "GBP.USD",
|
|
"exchange": "FX",
|
|
"category": "fx",
|
|
"currency": "USD",
|
|
"description": "Taux spot Livre Sterling / Dollar américain",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": false
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "boe_policy",
|
|
"label": "BOE Policy",
|
|
"type": "event_calendar",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"BOE",
|
|
"Bank of England",
|
|
"Bailey",
|
|
"taux UK",
|
|
"Royaume-Uni",
|
|
"Angleterre",
|
|
"UK rate",
|
|
"BOE meeting"
|
|
]
|
|
},
|
|
{
|
|
"key": "uk_inflation",
|
|
"label": "Inflation UK",
|
|
"type": "event_calendar",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"inflation UK",
|
|
"CPI UK",
|
|
"CPIH",
|
|
"RPI",
|
|
"inflation Angleterre"
|
|
]
|
|
},
|
|
{
|
|
"key": "uk_growth",
|
|
"label": "Croissance UK",
|
|
"type": "event_calendar",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"GDP UK",
|
|
"PMI UK",
|
|
"croissance UK",
|
|
"récession UK",
|
|
"UK economy",
|
|
"UK GDP"
|
|
]
|
|
},
|
|
{
|
|
"key": "political_risk",
|
|
"label": "Risque Politique UK",
|
|
"type": "geopolitical",
|
|
"weight": 0.65,
|
|
"keywords": [
|
|
"politique UK",
|
|
"budget UK",
|
|
"Labour",
|
|
"Tories",
|
|
"fiscal UK",
|
|
"gilt",
|
|
"UK budget",
|
|
"Reeves"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"GBP Strength (BOE Hawkish)",
|
|
"USD Dominance",
|
|
"Political Risk GBP",
|
|
"UK Recession Pressure",
|
|
"Range"
|
|
],
|
|
"event_keywords": [
|
|
"BOE",
|
|
"Fed",
|
|
"UK",
|
|
"Britain",
|
|
"GBP",
|
|
"Pound",
|
|
"UK CPI"
|
|
],
|
|
"related_assets": [
|
|
"GBP",
|
|
"GBPUSD",
|
|
"6B",
|
|
"Pound"
|
|
],
|
|
"correlation_instruments": [
|
|
"EURUSD=X",
|
|
"TLT"
|
|
],
|
|
"ai_context": "GBP/USD reflects BOE vs Fed differential plus UK political risk premium. GBP bullish: BOE hawkishness, strong UK data, political stability. GBP bearish: UK recession, political uncertainty."
|
|
},
|
|
{
|
|
"id": "VXX",
|
|
"name": "VIX Tracker",
|
|
"yf_ticker": "VXX",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "VXX",
|
|
"exchange": "CBOE",
|
|
"category": "volatility",
|
|
"currency": "USD",
|
|
"description": "iPath VIX Short-Term Futures ETN — proxy de la peur et de la volatilité implicite",
|
|
"chart": {
|
|
"ma_periods": [
|
|
10,
|
|
20,
|
|
50
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "market_stress",
|
|
"label": "Stress de Marché",
|
|
"type": "geopolitical",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"krach",
|
|
"crash",
|
|
"crise",
|
|
"choc",
|
|
"panic",
|
|
"volatilité",
|
|
"vol spike",
|
|
"selloff",
|
|
"capitulation",
|
|
"contagion"
|
|
]
|
|
},
|
|
{
|
|
"key": "risk_appetite",
|
|
"label": "Peur / Risk-Off",
|
|
"type": "sentiment",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"risk-off",
|
|
"risk-on",
|
|
"sentiment",
|
|
"fear",
|
|
"peur",
|
|
"greed",
|
|
"appétit risque",
|
|
"VIX spike"
|
|
]
|
|
},
|
|
{
|
|
"key": "options_demand",
|
|
"label": "Demande Options (Puts)",
|
|
"type": "technical",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"options",
|
|
"puts",
|
|
"hedging",
|
|
"protection",
|
|
"skew",
|
|
"IV",
|
|
"couverture",
|
|
"implied vol",
|
|
"volatilité implicite"
|
|
]
|
|
},
|
|
{
|
|
"key": "macro_uncertainty",
|
|
"label": "Incertitude Macro",
|
|
"type": "event_calendar",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"FOMC",
|
|
"surprise",
|
|
"incertitude",
|
|
"géopolitique",
|
|
"macro",
|
|
"inflation choc",
|
|
"data surprise"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Low Vol Complacency",
|
|
"Vol Spike Crisis",
|
|
"Vol Expansion",
|
|
"Vol Compression",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"VIX",
|
|
"Volatility",
|
|
"Crisis",
|
|
"FOMC",
|
|
"Market Stress",
|
|
"peur",
|
|
"vol spike"
|
|
],
|
|
"related_assets": [
|
|
"VXX",
|
|
"VIX",
|
|
"UVXY",
|
|
"SVXY"
|
|
],
|
|
"correlation_instruments": [
|
|
"SPY",
|
|
"TLT",
|
|
"GLD"
|
|
],
|
|
"ai_context": "VXX tracks short-term VIX futures. Spikes on: market crashes, geopolitical shocks, FOMC surprises. Mean-reverts due to futures roll decay. Watch: VIX term structure, SPX put skew."
|
|
},
|
|
{
|
|
"id": "AAPL",
|
|
"name": "Apple Inc",
|
|
"yf_ticker": "AAPL",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "AAPL",
|
|
"exchange": "NASDAQ",
|
|
"category": "stock",
|
|
"currency": "USD",
|
|
"description": "Apple Inc. — ecosystème consommateur tech et services",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "iphone_cycle",
|
|
"label": "Cycle iPhone",
|
|
"type": "report",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"iPhone",
|
|
"Apple",
|
|
"AAPL earnings",
|
|
"supercycle",
|
|
"launch",
|
|
"iPhone 16",
|
|
"hardware"
|
|
]
|
|
},
|
|
{
|
|
"key": "china_sales",
|
|
"label": "Ventes Chine",
|
|
"type": "geopolitical",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"Chine",
|
|
"China",
|
|
"Huawei",
|
|
"ban Apple",
|
|
"restrictions Apple",
|
|
"China sales",
|
|
"marché chinois"
|
|
]
|
|
},
|
|
{
|
|
"key": "ai_integration",
|
|
"label": "Apple Intelligence / IA",
|
|
"type": "fundamental",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"Apple Intelligence",
|
|
"AI",
|
|
"IA",
|
|
"Siri",
|
|
"machine learning",
|
|
"IA Apple",
|
|
"generative AI"
|
|
]
|
|
},
|
|
{
|
|
"key": "margins",
|
|
"label": "Services & Marges",
|
|
"type": "report",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"services",
|
|
"App Store",
|
|
"iCloud",
|
|
"marge Apple",
|
|
"services revenue",
|
|
"abonnements"
|
|
]
|
|
},
|
|
{
|
|
"key": "fed_policy",
|
|
"label": "Valorisation / Taux",
|
|
"type": "event_calendar",
|
|
"weight": 0.65,
|
|
"keywords": [
|
|
"Fed",
|
|
"taux",
|
|
"valorisation",
|
|
"taux d'intérêt",
|
|
"discount rate"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Growth Bull",
|
|
"Rate Squeeze",
|
|
"Earnings Beat",
|
|
"Tech Selloff",
|
|
"Neutral"
|
|
],
|
|
"event_keywords": [
|
|
"Apple Earnings",
|
|
"iPhone",
|
|
"Services",
|
|
"China",
|
|
"Fed",
|
|
"AI",
|
|
"AAPL"
|
|
],
|
|
"related_assets": [
|
|
"AAPL",
|
|
"Apple"
|
|
],
|
|
"correlation_instruments": [
|
|
"QQQ",
|
|
"NVDA",
|
|
"SPY"
|
|
],
|
|
"ai_context": "AAPL is world's largest market cap. Key drivers: iPhone cycle, Services revenue growth, China exposure, AI integration. Watch: quarterly earnings, China sales, Apple Intelligence traction."
|
|
},
|
|
{
|
|
"id": "NVDA",
|
|
"name": "NVIDIA Corp",
|
|
"yf_ticker": "NVDA",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "NVDA",
|
|
"exchange": "NASDAQ",
|
|
"category": "stock",
|
|
"currency": "USD",
|
|
"description": "NVIDIA Corporation — leader mondial des GPU pour IA et data centers",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "ai_capex_cycle",
|
|
"label": "Capex IA / Hyperscalers",
|
|
"type": "fundamental",
|
|
"weight": 0.95,
|
|
"keywords": [
|
|
"IA",
|
|
"AI",
|
|
"data center",
|
|
"capex",
|
|
"Nvidia",
|
|
"GPU",
|
|
"H100",
|
|
"Blackwell",
|
|
"NVLink",
|
|
"hyperscalers",
|
|
"infrastructure IA"
|
|
]
|
|
},
|
|
{
|
|
"key": "earnings_growth",
|
|
"label": "Croissance Bénéfices",
|
|
"type": "report",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"NVDA earnings",
|
|
"résultats Nvidia",
|
|
"revenues",
|
|
"data center revenue",
|
|
"beat",
|
|
"guidance"
|
|
]
|
|
},
|
|
{
|
|
"key": "data_center_demand",
|
|
"label": "Demande Data Center",
|
|
"type": "fundamental",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"Amazon AWS",
|
|
"Microsoft Azure",
|
|
"Google Cloud",
|
|
"data center",
|
|
"cloud",
|
|
"computing",
|
|
"GPU demand"
|
|
]
|
|
},
|
|
{
|
|
"key": "export_restrictions",
|
|
"label": "Restrictions Export",
|
|
"type": "geopolitical",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"export control",
|
|
"restrictions export",
|
|
"Chine",
|
|
"China ban",
|
|
"BIS",
|
|
"CISA",
|
|
"H20",
|
|
"chip ban"
|
|
]
|
|
},
|
|
{
|
|
"key": "rates",
|
|
"label": "Taux / Valorisation",
|
|
"type": "event_calendar",
|
|
"weight": 0.6,
|
|
"keywords": [
|
|
"taux",
|
|
"valorisation",
|
|
"growth stock",
|
|
"multiples",
|
|
"discount rate",
|
|
"Fed"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"AI Bull Run",
|
|
"AI Hype Correction",
|
|
"Earnings Catalyst",
|
|
"Rate Compression",
|
|
"Consolidation"
|
|
],
|
|
"event_keywords": [
|
|
"NVIDIA Earnings",
|
|
"AI",
|
|
"Data Center",
|
|
"Export",
|
|
"GPU",
|
|
"NVDA",
|
|
"Blackwell"
|
|
],
|
|
"related_assets": [
|
|
"NVDA",
|
|
"NVIDIA",
|
|
"AI"
|
|
],
|
|
"correlation_instruments": [
|
|
"QQQ",
|
|
"AAPL",
|
|
"SPY"
|
|
],
|
|
"ai_context": "NVDA dominates AI infrastructure (H100/Blackwell GPUs). Bullish: AI capex spending, earnings beats, new GPU launches. Bearish: US-China export restrictions, AI spending slowdown."
|
|
},
|
|
{
|
|
"id": "GS",
|
|
"name": "Goldman Sachs",
|
|
"yf_ticker": "GS",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "GS",
|
|
"exchange": "NYSE",
|
|
"category": "stock",
|
|
"currency": "USD",
|
|
"description": "The Goldman Sachs Group — banque d'investissement globale",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "yield_curve",
|
|
"label": "Courbe des Taux",
|
|
"type": "technical",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"courbe des taux",
|
|
"2Y-10Y",
|
|
"steepening",
|
|
"inversion",
|
|
"yield curve",
|
|
"10Y-2Y",
|
|
"pente"
|
|
]
|
|
},
|
|
{
|
|
"key": "ma_activity",
|
|
"label": "M&A / Activité Deals",
|
|
"type": "fundamental",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"M&A",
|
|
"fusion-acquisition",
|
|
"LBO",
|
|
"IPO",
|
|
"deal",
|
|
"advisory",
|
|
"boutique",
|
|
"transaction"
|
|
]
|
|
},
|
|
{
|
|
"key": "rates",
|
|
"label": "Taux d'Intérêt",
|
|
"type": "event_calendar",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"taux",
|
|
"Fed",
|
|
"intérêts",
|
|
"NIM",
|
|
"net interest margin",
|
|
"Fed rate",
|
|
"interest rates"
|
|
]
|
|
},
|
|
{
|
|
"key": "credit_conditions",
|
|
"label": "Conditions de Crédit",
|
|
"type": "fundamental",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"crédit",
|
|
"spreads",
|
|
"conditions financières",
|
|
"leverage loans",
|
|
"credit tightening"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Finance Bull",
|
|
"Recession Fear",
|
|
"Yield Curve Steepen",
|
|
"M&A Boom",
|
|
"Range"
|
|
],
|
|
"event_keywords": [
|
|
"Goldman",
|
|
"Financials",
|
|
"Yield Curve",
|
|
"M&A",
|
|
"Banking",
|
|
"Fed",
|
|
"Credit"
|
|
],
|
|
"related_assets": [
|
|
"GS",
|
|
"Goldman",
|
|
"XLF",
|
|
"Financials"
|
|
],
|
|
"correlation_instruments": [
|
|
"SPY",
|
|
"TLT",
|
|
"HYG"
|
|
],
|
|
"ai_context": "Goldman benefits from: steep yield curve, M&A advisory boom, robust trading. Bullish: rate curve steepening, IPO/M&A surge. Bearish: yield curve inversion, recession, credit crisis."
|
|
},
|
|
{
|
|
"id": "XOM",
|
|
"name": "ExxonMobil",
|
|
"yf_ticker": "XOM",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "XOM",
|
|
"exchange": "NYSE",
|
|
"category": "stock",
|
|
"currency": "USD",
|
|
"description": "Exxon Mobil Corporation — major pétrolier intégré mondial",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "oil_price",
|
|
"label": "Prix du Pétrole",
|
|
"type": "fundamental",
|
|
"weight": 0.9,
|
|
"keywords": [
|
|
"WTI",
|
|
"Brent",
|
|
"pétrole",
|
|
"crude",
|
|
"oil price",
|
|
"prix pétrole",
|
|
"cours pétrole"
|
|
]
|
|
},
|
|
{
|
|
"key": "global_demand",
|
|
"label": "Demande Mondiale",
|
|
"type": "fundamental",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"demande mondiale",
|
|
"China demand",
|
|
"IEA",
|
|
"croissance",
|
|
"global demand",
|
|
"reprise"
|
|
]
|
|
},
|
|
{
|
|
"key": "opec_policy",
|
|
"label": "OPEP+ Production",
|
|
"type": "event_calendar",
|
|
"weight": 0.75,
|
|
"keywords": [
|
|
"OPEC",
|
|
"OPEP",
|
|
"quotas",
|
|
"production",
|
|
"Saudi",
|
|
"Arabie Saoudite",
|
|
"réduction"
|
|
]
|
|
},
|
|
{
|
|
"key": "capex",
|
|
"label": "Capex / Investissement",
|
|
"type": "fundamental",
|
|
"weight": 0.6,
|
|
"keywords": [
|
|
"capex",
|
|
"investissement",
|
|
"forage",
|
|
"upstream",
|
|
"exploration",
|
|
"rig count"
|
|
]
|
|
},
|
|
{
|
|
"key": "dollar",
|
|
"label": "Dollar Index",
|
|
"type": "technical",
|
|
"weight": 0.6,
|
|
"keywords": [
|
|
"Dollar",
|
|
"DXY",
|
|
"USD"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Energy Bull",
|
|
"Demand Slowdown",
|
|
"OPEC Benefit",
|
|
"Green Transition Drag",
|
|
"Range"
|
|
],
|
|
"event_keywords": [
|
|
"Oil",
|
|
"OPEC",
|
|
"Energy",
|
|
"XOM",
|
|
"EIA",
|
|
"Crude",
|
|
"Exxon",
|
|
"WTI"
|
|
],
|
|
"related_assets": [
|
|
"XOM",
|
|
"Exxon",
|
|
"CL",
|
|
"Oil",
|
|
"Energy"
|
|
],
|
|
"correlation_instruments": [
|
|
"USO",
|
|
"UNG",
|
|
"EEM"
|
|
],
|
|
"ai_context": "XOM revenues highly correlated to oil/gas prices. Bullish: OPEC cuts, geopolitical supply risk, refining margins. Bearish: oil price collapse, global recession, energy transition."
|
|
},
|
|
{
|
|
"id": "BTC-USD",
|
|
"name": "Bitcoin",
|
|
"yf_ticker": "BTC-USD",
|
|
"saxo_quote_symbol": null,
|
|
"ib_ticker": "BTC",
|
|
"exchange": "Crypto",
|
|
"category": "crypto",
|
|
"currency": "USD",
|
|
"description": "Bitcoin — premier actif décentralisé, indicateur de liquidité et Risk-On",
|
|
"chart": {
|
|
"ma_periods": [
|
|
20,
|
|
50,
|
|
200
|
|
],
|
|
"bollinger_period": 20,
|
|
"bollinger_std": 2,
|
|
"show_volume": true
|
|
},
|
|
"drivers": [
|
|
{
|
|
"key": "global_liquidity",
|
|
"label": "Liquidité Mondiale",
|
|
"type": "fundamental",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"liquidité mondiale",
|
|
"M2",
|
|
"Fed",
|
|
"QE",
|
|
"QT",
|
|
"conditions financières",
|
|
"liquidity",
|
|
"money supply"
|
|
]
|
|
},
|
|
{
|
|
"key": "etf_flows",
|
|
"label": "Flux ETF Bitcoin",
|
|
"type": "report",
|
|
"weight": 0.85,
|
|
"keywords": [
|
|
"ETF Bitcoin",
|
|
"spot BTC ETF",
|
|
"BlackRock",
|
|
"Fidelity",
|
|
"flux ETF",
|
|
"ETF approval",
|
|
"IBIT",
|
|
"FBTC"
|
|
]
|
|
},
|
|
{
|
|
"key": "risk_appetite",
|
|
"label": "Sentiment Risk-On",
|
|
"type": "sentiment",
|
|
"weight": 0.8,
|
|
"keywords": [
|
|
"risk-on",
|
|
"risk-off",
|
|
"crypto",
|
|
"sentiment",
|
|
"appétit pour le risque",
|
|
"halving",
|
|
"cycle crypto"
|
|
]
|
|
},
|
|
{
|
|
"key": "regulatory",
|
|
"label": "Réglementation Crypto",
|
|
"type": "geopolitical",
|
|
"weight": 0.7,
|
|
"keywords": [
|
|
"réglementation crypto",
|
|
"SEC",
|
|
"CFTC",
|
|
"crypto ban",
|
|
"ETF approval",
|
|
"régulation",
|
|
"MiCA"
|
|
]
|
|
},
|
|
{
|
|
"key": "dollar",
|
|
"label": "Dollar Index",
|
|
"type": "technical",
|
|
"weight": 0.65,
|
|
"keywords": [
|
|
"Dollar",
|
|
"DXY",
|
|
"USD",
|
|
"dédollarisation"
|
|
]
|
|
}
|
|
],
|
|
"regime_labels": [
|
|
"Crypto Bull (ETF Inflows)",
|
|
"Risk-Off Crypto Selloff",
|
|
"Liquidity Expansion",
|
|
"Regulatory Fear",
|
|
"Consolidation"
|
|
],
|
|
"event_keywords": [
|
|
"Bitcoin",
|
|
"BTC",
|
|
"Crypto",
|
|
"ETF",
|
|
"Fed",
|
|
"Liquidity",
|
|
"Regulation",
|
|
"halving"
|
|
],
|
|
"related_assets": [
|
|
"BTC",
|
|
"Bitcoin",
|
|
"Crypto"
|
|
],
|
|
"correlation_instruments": [
|
|
"SPY",
|
|
"QQQ",
|
|
"GLD"
|
|
],
|
|
"ai_context": "Bitcoin: high-beta risk asset + emerging macro hedge. Bullish: Fed liquidity expansion, spot ETF inflows, halving cycle. Bearish: regulatory crackdown, risk-off, Fed tightening."
|
|
}
|
|
]
|
|
}
|