Identify macro regimes and construct four-scenario trade tickets with IS-LM checks.
npx skills add https://github.com/tmcga/alpha-stack --skill macro
Please help me install this Agent Skill. Skill: macro Source: https://github.com/tmcga/alpha-stack/tree/main/skills/macro Command: npx skills add https://github.com/tmcga/alpha-stack --skill macro
Frame a structured, falsifiable macro thesis and translate it into actionable cross-asset trade ideas by identifying regimes, testing scenarios, and checking IS-LM consistency.
Build a top-down macro view for a country over the next 12 months, identify the regime with at least three supporting indicators, construct a four-scenario tree, and outline a trade ticket.
High-intent search queries and answers about installing and using this skill.
Construct a macro trade thesis by identifying the current growth, inflation, and policy regime with at least three supporting indicators. You then build a four-scenario tree with probability weights and translate the view into a testable cross-asset trade ticket.
A macro regime is the current state of growth, inflation, and policy stance for a specified country. Identifying this regime maps directly to cross-asset implications, allowing you to quantify directional biases for rates, FX, equities, and commodities within a single thesis.
Map a scenario tree by assigning probability weights to base, bull, bear, and tail cases for your specified country. This scenario-weighted approach quantifies cross-asset P&L implications and produces a structured exit framework for your portfolio trades.
Yes, the macro analysis includes IS-LM consistency checks to validate the internal logic of your growth and policy stance assumptions. This ensures your central bank balance-sheet analysis and rate path mispricing theories align before generating a trade ticket.
Yes, you can analyze central bank policy and balance sheets to uncover mispricing in rate paths. The framework integrates these policy signals with your identified macro regime to formulate actionable cross-asset trade expressions across rates and FX.
Avoid using a top-down macro regime framework when you need high-frequency intraday signals or lack sufficient macroeconomic data to establish at least three supporting indicators. The approach is designed for 12-month structured cross-asset theses rather than short-term tactical scalping.
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