Imagine you're a macro trader. In a 'new normal' defined by high inflation, rapidly rising interest rates, and increased geopolitical tensions, we might see significant shifts in cross-asset correlations. How would you approach analyzing and designing a trading strategy to capitalize on these changes? Walk me through your thought process, risk management considerations, and any potential challenges.

假设你是一名宏观交易员。面对高通胀、利率飙升和地缘政治紧张的“新常态”，市场资产类别间的相关性结构可能剧烈变化。你将如何分析并设计一个利用跨资产相关性变化的交易策略？请阐述你的思考、风险管理及潜在挑战。