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global-macro

Analyze macro cycles to generate cross-asset factor signals with a -2 to +2 scoring system.

Updated Apr 14, 2026
Search Tags:#macro-analysis#cross-asset#capital-flows#geopolitical-risk#fx-forecasting#policy-transmission
One-click install
npx skills add https://github.com/Liangwei-zhang/six-stock --skill global-macro-liangwei-zhang
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: global-macro
Source: https://github.com/Liangwei-zhang/six-stock/tree/main/Vibe-Trading/agent/src/skills/global-macro
Command: npx skills add https://github.com/Liangwei-zhang/six-stock --skill global-macro-liangwei-zhang

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Macro markets generate signals across central-bank policy, FX regimes, geopolitics, and capital flows that are difficult to synthesize into actionable asset-allocation guidance.

Core Features & Use Cases

  • Central-bank policy transmission analysis to forecast rate paths and yield implications for portfolios.
  • Exchange-rate regime assessment and geopolitical risk scoring to adjust cross-asset tilts.
  • Global capital-flow tracking with cycle positioning to inform dynamic risk budgeting and diversification strategies.

Quick Start

Ingest current macro data and run the framework to produce a macro factor signal set for cross-asset allocation.

Frequently Asked Questions about global-macro

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

FAQPage Schema
How do I generate quantifiable cross-asset macro factor signals for portfolio allocation?▼

You generate cross-asset macro factor signals by ingesting current macro data into the framework, which analyzes central-bank policy, FX regimes, and capital flows to produce an output-ready macro analysis report.

What is the scoring system used for macro cycle positioning and geopolitical risk?▼

The scoring system uses a -2 to +2 range to quantify macro cycle positioning and geopolitical risk, translating complex central-bank policy and capital-flow data into actionable cross-asset allocation guidance.

How does central-bank policy transmission analysis apply to yield forecasting?▼

Central-bank policy transmission analysis applies to yield forecasting by evaluating rate paths and yield implications, allowing portfolio teams to adjust cross-asset tilts and inform dynamic risk budgeting strategies.

Can I use this framework to track global capital flows for dynamic risk budgeting?▼

Yes, you can use this framework to track global capital flows with cycle positioning, integrating rates, FX, and commodities data to inform dynamic risk budgeting and diversification strategies.

What macro data inputs are required to run cross-asset allocation analysis?▼

Running cross-asset allocation analysis requires ingesting current macro data spanning rates, FX, commodities, and capital-flow metrics to successfully generate the macro factor signal set.

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