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Shu · Mechanisms & Decisions

Shu · Mechanisms & Decisions

How to judge here and now — mechanism dissections and event post-mortems.

73 items under this folder.

Jul 02, 2026
Crisis and Upheaval: The 2023 Annual Retrospective
Jul 02, 2026
Standoff and Attrition: The 2024 Annual Retrospective
Jul 02, 2026
The 2023 Great Dollar Circulation Reversal: A Retrospective
Jul 02, 2026
The 2024 Dollar Standoff: A Retrospective
Jul 02, 2026
The 2024 Geopolitical Stalemate: A Retrospective
Jul 02, 2026
The Launch of Hot Circulation: The 2025 Annual Retrospective
Jul 01, 2026
Asset-Management Products and Reserve Redistribution: Breaking Beyond the Two-Tier Banking System
Jul 01, 2026
Bank Entity Liquidity Risk: The Two-Dimensional LCR and Asset-Quality Judgment
Jul 01, 2026
Bank Wealth Management Goes NAV-Based: A Selection Methodology from Implicit Guarantee to Agency Management
Jul 01, 2026
Bonds and Gold: The TIPS Two-Variable Decomposition
Jul 01, 2026
China and US Payment Systems
Jul 01, 2026
China's Silver Investment Awakening
Jul 01, 2026
Crack-Spread Changes and Premium/Discount: The Crack-Spread Decomposition Framework
Jul 01, 2026
Death Spiral and Zero Interest Rates: A Full Panorama of Subprime Storm Transmission
Jul 01, 2026
Financial Desensitization: Insulin Resistance
Jul 01, 2026
From Microprudential to Macroprudential: The Post-Crisis Regulatory Paradigm Shift
Jul 01, 2026
Gamma Squeeze and Reversal
Jul 01, 2026
Homebuying in Greater Metropolitan Areas: The Commuting-Zone Spatial Unit and Demand-Stratification Framework
Jul 01, 2026
Housing Liquidity: Volume Leads Price, and the Household Leverage Constraint
Jul 01, 2026
Inter-Regional Spread Arbitrage Thresholds: Self-Balancing, Overcorrection, and the Freight/Quality-Differential Decomposition
Jul 01, 2026
Inter-Regional Spread Changes and Premium/Discount: The Spread-to-Spot-Premium Transmission Framework
Jul 01, 2026
Inter-Regional Spreads: Freight Mapping and Logistics-Bottleneck Pricing
Jul 01, 2026
Market Makers' Price-Smashing Tactics
Jul 01, 2026
Policy Pricing by Objective Effect: Not the Intent, Only the Actual Effect
Jul 01, 2026
SLV vs. COMEX Pricing Dominance
Jul 01, 2026
Silver's Commodity Nature: Turnover as a Speculation Gauge and the Squeeze Mechanism
Jul 01, 2026
Stablecoins and Tokenization
Jul 01, 2026
Strategic-Metal Controls on Silver
Jul 01, 2026
The 2020 Financial Storm: A Retrospective
Jul 01, 2026
The 2022 Great Turning Point: Valuation Squeeze and the Three Systemic Risk Sources
Jul 01, 2026
The 2023 US-European Banking Crisis: A Retrospective
Jul 01, 2026
The 2025 Gold Storm: A Retrospective
Jul 01, 2026
The 2025 Tariff-War Storm: A Retrospective
Jul 01, 2026
The 2025 US Treasury Market: A Retrospective
Jul 01, 2026
The CTA Trend-Following Mechanism
Jul 01, 2026
The Derivatives Amplifier: The Three-Layer Ignition Mechanism of the 2008 Crisis
Jul 01, 2026
The Dollar Crisis of Emerging-Market Currencies
Jul 01, 2026
The Eve of the Volcanic Eruption: The 2022 Annual Retrospective
Jul 01, 2026
The Exchange's Margin-Hike Weapon
Jul 01, 2026
The Fed's Balance-Sheet Reduction (QT) Mechanism
Jul 01, 2026
The Four Benchmark Crudes in Linkage (Part 2): The Self-Balancing Volume-Price Law, the Floor Model, and Delivery Mechanisms
Jul 01, 2026
The Four Structural Problems and the Reform Path: The Common Property-Infrastructure Root and Playing from the Periphery Inward
Jul 01, 2026
The Full-Cost Floor: CAPEX Can Be Cut, OPEX Cannot — Reverse-Deriving the Cost Anchor from the Futures Forward Curve
Jul 01, 2026
The Global Spread of the Interest-Rate Disease: Active Beats Passive and China's Asset Shortage
Jul 01, 2026
The Global Stock-Crash Transmission Mechanism
Jul 01, 2026
The Great Money Flood and the Return of Inflation: The 2021 Annual Retrospective
Jul 01, 2026
The Hedge Fund Repo Crunch
Jul 01, 2026
The Ignition of the European Debt Crisis: Second-Order Transmission of PIIGS Sovereign Debt
Jul 01, 2026
The Indian Silver Demand Engine
Jul 01, 2026
The International Pharma Division of Labor
Jul 01, 2026
The Irreversible Silver Supply-Demand Deficit
Jul 01, 2026
The Jane Street Manipulation Playbook
Jul 01, 2026
The January 30, 2026 Silver Flash Crash: A Retrospective
Jul 01, 2026
The Launch Logic of QE4
Jul 01, 2026
The Leveraged-ETF Rebalancing Mechanism
Jul 01, 2026
The Libra Stablecoin Experiment
Jul 01, 2026
The October 2025 London Silver Squeeze: A Timeline
Jul 01, 2026
The Oil-Price and Pandemic Twin Black Swans: A Retrospective
Jul 01, 2026
The Pandemic Financial Storm: The 2020 Annual Retrospective
Jul 01, 2026
The Policy-Semantics Intensity Ladder: The Nine-Level Vocabulary Lookup Table
Jul 01, 2026
The Repo-Market Dollar Shortage
Jul 01, 2026
The Road Out of QE: The Three-Step Taper and the Economic-Dependence Dilemma
Jul 01, 2026
The Stagflation Risk Framework
Jul 01, 2026
The Supply-Chain Chip War
Jul 01, 2026
The Three Side Effects of Deleveraging and Beautiful Deleveraging: Nominal Growth Must Exceed Nominal Interest Rates
Jul 01, 2026
The Three-Step Tightening: Liquidity Bear Market and the Global Rate-Hike Crisis Chain
Jul 01, 2026
The Turkish Economic Crisis: A Retrospective
Jul 01, 2026
The Two States of Equity Markets: Maturity Conditions for Value Investing and Counterparty Thinking
Jul 01, 2026
The US Two-Tier Banking System: 2020 QE as Deficit Monetization and MMT in Practice
Jul 01, 2026
The US-China Dual Macro Mainlines: The Era of Great Volatility and the New Development Model's Industry Flywheel
Jul 01, 2026
The Wage-Price Spiral: A Framework for Judging Divergent Inflation Turning Points
Jul 01, 2026
The Zero-Rate QE Era: The Global Spread of the Monetary Experiment
Jul 01, 2026
Treasury Yields and Negative Repo Rates

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