global-macro

Synthesize policy transmission, FX forecasts, geopolitical proxies, and capital flows into macro factor signals.

30.4k|4.9k|Updated Apr 1, 2026

Search Tags:#macro-analysis #central-bank #asset-allocation #capital-flows #geopolitical-risk #fx-forecasting

Ready to run

npx skills add https://github.com/HKUDS/Vibe-Trading --skill global-macro

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: global-macro
Source: https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/global-macro
Command: npx skills add https://github.com/HKUDS/Vibe-Trading --skill global-macro

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Prevents fragmented macro research from delaying allocation decisions by framing central bank transmission, FX regimes, capital flows, and geopolitical risk into a single operational narrative.

Core Features & Use Cases

Multi-dimensional macro framework: Connects policy rate moves, yield curves, FX forecasts, and geopolitical proxies to explain cycle positioning and directional bias.
Signal sourcing and scoring: Uses indicators such as Fed dots, USD/CNY spreads, northbound flows, TIC data, and risk metrics to score macro factors from bearish to bullish.
Asset recommendation mapping: Translates macro scores into weight guidance for equities, FX, bonds, and commodities while highlighting risk warnings for imminent shifts.

Quick Start

Request a macro cycle briefing that ties central bank communication, FX dynamics, capital flow trends, and geopolitical risk into factor scores and allocation hints.

Frequently Asked Questions about global-macro

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

FAQPage Schema

How do I integrate central bank policy transmission and geopolitical risk into a single asset allocation strategy?▼

You can synthesize central bank transmission chains, geopolitical proxies, and capital flow indicators into a single operational macro factor narrative. This framework scores directional bias across equities, FX, bonds, and commodities to guide asset allocation.

What macro indicators are used to score factors for cross-asset allocation?▼

Factor scoring uses Fed dots, USD/CNY spreads, northbound flows, TIC data, and geopolitical risk metrics. These indicators score macro factors from bearish to bullish to provide directional bias for cross-asset allocation.

How do I translate macro cycle analysis into actionable weight guidance for equities and bonds?▼

Macro factor scores translate into specific weight guidance for equities, FX, bonds, and commodities. The mapping highlights directional bias and provides explicit risk warnings for imminent cycle shifts.

Can I use capital flow datasets and FX forecasts to position directional bias across commodities and currencies?▼

Yes, capital flow datasets and FX regime reflectors are tracked alongside central bank messaging to position directional bias. This synthesizes currency dynamics and capital trends into macro factor signals for cross-asset decisions.

How does geopolitical risk factor into macro cycle positioning and yield curve analysis?▼

Geopolitical risk proxies connect with policy rate moves and yield curves to explain cycle positioning. This multi-dimensional framework frames geopolitical factors into an operational narrative that drives directional asset bias.

How do I generate a macro cycle briefing that includes risk warnings for imminent shifts?▼

Request a macro cycle briefing to tie central bank communication, FX dynamics, capital flows, and geopolitical risk into factor scores. The briefing outputs allocation hints and highlights risk warnings for imminent shifts.