Louis-Vincent Gave argues we’re in a synchronized global reflation. Fiscal deficits are expanding, central banks are accommodating, yield curves are steepening, and commodities are breaking out. Financials, metals, emerging markets and Latin American debt are responding accordingly. The key risk? Not the Federal Reserve tightening—but energy prices or a bond market revolt.
On China, he makes a blunt case: the US tech war forced Beijing to de-risk and upgrade. The result is a manufacturing leapfrog, a structural equity bull market, and a gradual push toward renminbi internationalization. He explains why the Hong Kong dollar peg still holds, why RMB bonds outperformed for a decade, and why he’s now backing Chinese equities over bonds.
We also cover gold vs US Treasuries, central bank buying, the shift in FX reserves, and why energy—not precious metals—may be the real macro pivot from here. Serious macro positioning for a changing monetary order.
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