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global-macro

Integrates central bank, FX, geopolitical, and capital-flow indicators into a unified scoring framework.

Updated May 5, 2026
Search Tags:#asset allocation#macro analysis#capital flows#geopolitical risk#central bank policy#fx forecasting
One-click install
npx skills add https://github.com/wudye/traderAssistHK --skill global-macro-wudye
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: global-macro
Source: https://github.com/wudye/traderAssistHK/tree/main/backend/src/skills/global-macro
Command: npx skills add https://github.com/wudye/traderAssistHK --skill global-macro-wudye

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Global macro analysis helps convert scattered information about central banks, FX regimes, geopolitical risk, and capital flows into actionable, quantifiable signals for portfolio positioning.

Core Features & Use Cases

  • Central-bank policy transmission mapping: Translates policy-rate changes into downstream effects like yields, credit spreads, financing costs, earnings, and valuation direction.
  • FX forecasting framework: Combines PPP, interest-parity approaches, and BEER-style equilibrium estimates to assess USD/CNY pressures and regime shifts.
  • Geopolitical risk and capital flow modeling: Uses proxy indicators and capital-flow rules (e.g., EPFR, Northbound flows) to score risk and positioning pressure.
  • Asset allocation factor scoring: Produces factor scores (-2 to +2) and maps them to directional weight recommendations across equities, FX-adjacent holdings, commodities, and rates.

Quick Start

Run the global-macro skill to generate a macro analysis report with cycle positioning, factor scores, and asset allocation recommendations for your current research window.

Frequently Asked Questions about global-macro

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

FAQPage Schema
How do I translate central bank policy changes into cross-asset allocation guidance?▼

Cross-asset allocation guidance is generated by mapping central bank policy transmission into downstream effects like yields and credit spreads, which are then scored as directional weight recommendations across equities, FX, commodities, and rates.

What is the best way to forecast FX regime shifts using capital flow indicators?▼

FX forecasting combines PPP, interest-parity approaches, and BEER-style equilibrium estimates alongside capital-flow rules to assess USD/CNY pressures and detect regime shifts.

How does geopolitical risk modeling impact macro factor signal construction?▼

Geopolitical risk modeling uses proxy indicators to score positioning pressure, directly feeding into macro factor signal construction by producing factor scores ranging from -2 to +2 for risk-aware positioning.

Can I get specific entry timing for asset allocation from macro analysis signals?▼

Macro analysis signals do not provide specific entry timing, as timing is explicitly delegated to other skills; this process focuses solely on cycle positioning and translating composite signals into recommended directional weights.

How do I score macro factors for cross-asset portfolio positioning?▼

Scoring macro factors for cross-asset positioning involves integrating central bank policy, FX regimes, and capital flows into a unified directional framework that outputs factor scores within a defined -2 to +2 range.

When do I need a unified directional framework for global macro drivers?▼

A unified directional framework for global macro drivers is needed when converting scattered central bank, geopolitical, and capital flow information into actionable, quantifiable signals for portfolio positioning.

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