Generate structured global macro factor scores and asset-class weight recommendations.
npx skills add https://github.com/loanntc/Paave --skill global-macro-loanntc
Please help me install this Agent Skill. Skill: global-macro Source: https://github.com/loanntc/Paave/tree/main/skills/global-macro Command: npx skills add https://github.com/loanntc/Paave --skill global-macro-loanntc
This Skill helps you structure and quantify macro drivers—central-bank policy, FX regimes, geopolitics, and global capital flows—so you can translate them into cross-asset allocation signals.
Ask the AI to generate a macro analysis report for the current Fed/ECB/BOJ stance, USD/CNY conditions, geopolitical context, and capital flow persistence, and then map the resulting factor scores to suggested weights for China A-shares, Hong Kong stocks, gold, and US Treasuries.
High-intent search queries and answers about installing and using this skill.
It combines central-bank policy transmission, FX regime forecasting, geopolitical risk proxies, and global capital flow tracking to produce quantifiable factor scores. These scores range from -2 to +2 and map directly to asset-class weight recommendations.
The framework assesses USD/CNY direction by applying PPP, interest parity (UIP/CIP), and BEER-style equilibrium thinking. It integrates these FX forecasting models with broader macro cycle positioning to inform cross-asset allocation.
Yes, the framework explicitly proxies geopolitical risk and tracks capital flow indicators like EPFR, northbound flows, TIC, and FX reserves. These inputs directly inform cycle positioning and generate risk warnings for research and backtesting.
You generate a macro analysis report covering Fed, ECB, and BOJ stances, USD/CNY conditions, and capital flow persistence. The resulting factor scores from -2 to +2 are then mapped to suggested weights for assets like China A-shares, Hong Kong stocks, gold, and US Treasuries.
Yes, the framework applies to scenario and backtesting workflows across major horizons. It produces dashboard-ready outputs including cycle positioning, factor scores, asset mapping recommendations, and risk warnings designed specifically for research and backtesting.
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