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JacobHsu
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global-macro

Quantify central bank policy, FX, geopolitical risk, and capital flow drivers into asset weight guidance.

Updated Apr 9, 2026
Search Tags:#macro-analysis#central-bank-policy#asset-allocation#capital-flows#geopolitical-risk#fx-forecasting#factor-modeling
One-click install
npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill global-macro-jacobhsu
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: global-macro
Source: https://github.com/JacobHsu/vibe-trading-agent/tree/main/agent/src/skills/global-macro
Command: npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill global-macro-jacobhsu

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill turns diffuse global macro signals into structured guidance so allocators can understand how policy shifts, FX regimes, geopolitical risk, and capital flows jointly drive positioning.

Core Features & Use Cases

  • Central bank transmission modeling: Links policy-rate changes, yield curves, credit spreads, and real-economy financing costs to target equity valuation biases.
  • FX and dollar-cycle analysis: Combines PPP/UIP/BEER forecasts with DXY thresholds and USD/CNY pressure checklists to highlight currency and rate risk.
  • Geopolitics and capital flow monitoring: Quantifies geopolitical proxies and northbound/EPFR/FX reserve flows to detect trending inflows or outflows for emerging markets and China A-shares, then maps macro factor scores into actionable asset allocations.

Quick Start

Ask the skill to score central bank policy, FX pressure, geopolitical risk, and capital flow signals to generate an asset allocation recommendation.

Frequently Asked Questions about global-macro

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

FAQPage Schema
How do I use macro analysis to guide cross-asset allocation?▼

Macro analysis guides cross-asset allocation by computing factor scores from central bank policy, FX, geopolitical risk, and capital flows to output structured asset weight guidance for equities, bonds, FX, and commodities.

What is the best way to model central bank transmission for equity valuation?▼

Model central bank transmission by linking policy-rate changes, yield curves, credit spreads, and real-economy financing costs to target and quantify specific equity valuation biases.

How do I quantify geopolitical risk and capital flows for emerging market positioning?▼

Quantify geopolitical risk and capital flows by monitoring geopolitical proxies alongside northbound, EPFR, and FX reserve flows to detect trending inflows or outflows for emerging markets and China A-shares.

Can I combine PPP and UIP forecasts to assess FX and dollar-cycle risk?▼

Yes, combine PPP, UIP, and BEER forecasts with DXY thresholds and USD/CNY pressure checklists to highlight currency and rate risk for cross-asset allocation.

Does this macro framework require specific capital flow indicators for emerging markets?▼

The framework requires tracking specific capital flow signals, including northbound, EPFR, and FX reserve flows, alongside policy indicators and geopolitical proxies to compute accurate macro factor scores.

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