fred-macro

Fetch a structured macro snapshot from FRED and output standardized JSON.

1|Updated Apr 6, 2026
One-click install
npx skills add https://github.com/kavi-lin/stock --skill fred-macro
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: fred-macro
Source: https://github.com/kavi-lin/stock/tree/main/skills/fred-macro
Command: npx skills add https://github.com/kavi-lin/stock --skill fred-macro

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, and includes scripts (resource) components.

What problem does it solve?

Consolidates disparate macro data from FRED into a single, consumable macro snapshot to support regime analysis and investment decisioning.

Core Features & Use Cases

  • Aggregates 12+ macro series across rates, inflation, employment, credit, and commodities to derive regime signals.
  • Generates a composite macro score and sector-rotation guidance for investment protocols.
  • Use Case: when you need timely macro context to evaluate regime shifts and inform asset allocation decisions.

Quick Start

Run the fetch.py script to refresh the latest macro data and cache.

Frequently Asked Questions about fred-macro

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I use FRED macro data for investment regime assessment?

You can use FRED macro data for regime assessment by fetching a consolidated snapshot of 12+ series across rates, inflation, employment, credit, and commodities to derive a composite macro score.

What is the best way to automate sector rotation signals using macro indicators?

Automating sector rotation signals requires aggregating macro indicators into a composite score, which this approach generates by fetching standardized FRED series and outputting sector-rotation guidance for investment protocols.

Do I need a FRED API key to fetch rates and inflation data for asset allocation?

Yes, you need a FRED API key to fetch rates and inflation data, as the script uses the requests library to retrieve the macro series and output a standardized JSON payload for asset allocation.

Can I integrate a FRED macro snapshot into downstream investment protocols?

You can integrate a FRED macro snapshot into downstream investment protocols by running the fetch script to refresh and cache the latest data, which outputs a standardized JSON payload for immediate consumption.

What macro series are included when assessing financial conditions for regime shifts?

Assessing financial conditions for regime shifts includes 12+ macro series across rates, inflation, employment, credit, and commodities, consolidated into a single consumable snapshot to support timely investment decisioning.

Are there limitations to using a single composite macro score for daily regime analysis?

A limitation of using a single composite macro score for daily regime analysis is that it consolidates disparate FRED data series into one snapshot, which may obscure granular, individual indicator volatility during rapid regime shifts.