financial-research

Generate a weekly market brief by scanning the most recent completed 7-day window of financial news, extracting macro sentiment, compiling a 3-8 instrument watchlist, and rendering the results into a standardized PDF report.

Cross-asset macro analysis evaluates macroeconomic conditions and market sentiment across multiple asset classes. A weekly brief is needed to consistently track financial data windows and identify instruments to monitor for the upcoming trading week.

Yes, you can generate a market watchlist automatically. The process identifies 3-8 instruments to monitor next week based on the most recent 7-day financial data window and renders them into the final PDF report.

The weekly market report PDF renders in Chinese by default. It standardizes the macro recap, sentiment analysis, and cross-asset watchlist into a localized document saved under a month-based folder.

Sourcing financial data for a weekly market brief involves locking the local timezone, defining the most recent completed 7-day period, and gathering authoritative financial and economic sources within that specific research window.

The data window limitation restricts research to the most recent completed 7-day period ending yesterday based on your local timezone. The final output retains only the single PDF deliverable, discarding intermediate data sourcing artifacts.