Generate macro-factor signals for cross-asset allocation decisions.
npx skills add https://github.com/GGwujun/SigmX --skill global-macro-ggwujun
Please help me install this Agent Skill. Skill: global-macro Source: https://github.com/GGwujun/SigmX/tree/main/agent/src/skills/global-macro Command: npx skills add https://github.com/GGwujun/SigmX --skill global-macro-ggwujun
Builds a macro analysis framework to derive quantifiable macro factor signals from central-bank policy transmission, FX regimes, and geopolitics, guiding cross-asset allocation decisions.
Provide current macro context and market data and the skill will emit a macro-factor signal set suitable for cross-asset allocation decisions.
High-intent search queries and answers about installing and using this skill.
To turn macro signals into cross-asset allocation decisions, you provide current macro context and market data to generate a quantifiable macro-factor signal set. This framework outputs actionable guidance for portfolio framing and risk budgeting.
A macro analysis framework for central-bank policy tracking and FX forecasting derives quantifiable factor signals from policy transmission, FX regimes, and geopolitics. It supports cycle positioning to align asset exposures with macro regimes.
Yes, you can generate backtest-ready scoring for geopolitical risk assessment across multi-asset portfolios. The framework produces scenario-based outputs and cycle positioning scores suitable for backtesting and dashboarding.
You build a three-dimension macro model for cross-asset risk budgets by applying central-bank policy transmission, FX dynamics, and geopolitical risk inputs. This generates scenario-based outputs that inform multi-asset portfolio exposures.
Yes, this macro signal generation approach works for scenario-based outputs and dashboarding. It emits quantifiable factor signals and cycle positioning scores designed specifically to integrate into backtesting workflows and visualization dashboards.
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