Since its development, the website has gradually approached my vision of a macro research platform. It essentially condenses my understanding of macroeconomics over the past period. It includes:

1. More focus on cross-asset linkage analysis and cross-sectional analysis.
2. Greater emphasis on liquidity transmission logic, with a comprehensive assessment of the strength of offshore, onshore, and U.S. dollar intermediary capabilities; at the same time, it enhances the analysis of SOFR, SRF, and central bank swaps, especially the quantile distribution of SOFR.
Additionally, micro-level liquidity stress warning signals incorporate future 14-day withdrawal/injection behaviors, such as tax season and government bond auctions.
3. More focus on the volatility analysis of major asset classes, including the term structure of VIX and cross-asset volatility changes.
Next, further improvements will include:
1) Comparative analysis based on yield curves (current/1 week ago/1 month ago/3 months ago).
2) More precise tracking of FOMC officials and hawks/doves.