institutional-timeline

Identify cross-source causal signals from price, news, and institutional data to build event timelines.

10|2|Updated Mar 8, 2026
One-click install
npx skills add https://github.com/mahmoud20138/Tradecraft --skill institutional-timeline
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: institutional-timeline
Source: https://github.com/mahmoud20138/Tradecraft/tree/main/plugins/tradecraft/skills/institutional-timeline
Command: npx skills add https://github.com/mahmoud20138/Tradecraft --skill institutional-timeline

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Central bank policy shifts, COT positioning, and institutional flows create scattered signals that are hard to piece into a coherent narrative for trading and risk management.

Core Features & Use Cases

  • Central Bank Tracker: monitor rate decisions, policy stance, and their expected impact across major currencies.
  • COT Analyzer: assess speculative positioning to identify crowding and potential reversals.
  • Intervention Detector: flag abnormal moves that may indicate central bank intervention or large institutional activity.
  • Event Timeline Linker: assemble cross-source events into causal narratives with WHAT → WHY → HOW → RESULT → PREDICTION outputs to guide decisions.

Quick Start

Provide data streams of price, volume, news, and macro data to the tool and request an integrated causal timeline for a chosen instrument.

Frequently Asked Questions about institutional-timeline

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

FAQPage Schema
How do I build a causal timeline from central bank announcements and COT positioning data?

You need reliable data feeds, access to historical price and volume, and the ability to map cross-source data to causes and effects before generating the institutional timeline.

How does cross-source causal analysis work for institutional market signals?

It identifies abnormal market moves that may indicate central bank intervention or large institutional activity by flagging them within the cross-source causal timeline alongside COT positioning and macro news data.

What data feeds do I need to map institutional flows into an event timeline?

You need reliable data feeds, access to historical price and volume, and the ability to map sources to causes and effects before generating the institutional timeline.

Can I assess speculative positioning and crowding using COT data?

Yes, you can assess speculative positioning to identify crowding and potential reversals by applying the COT Analyzer to your historical price, volume, and macro data streams.