macro-asset-allocation

Generate institutional macro asset allocation reports using Merrill cycle mapping.

580|66|Updated Apr 21, 2025

Search Tags:#institutional research #macro asset allocation #merrill cycle #tactical asset allocation #cross-asset strategy #portfolio weights

Ready to run

npx skills add https://github.com/aliyun/qwen-dianjin --skill macro-asset-allocation

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: macro-asset-allocation
Source: https://github.com/aliyun/qwen-dianjin/tree/main/DianJin-SKILLS/investment-researcher/macro-asset-allocation
Command: npx skills add https://github.com/aliyun/qwen-dianjin --skill macro-asset-allocation

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

宏观大类资产配置缺少可复用、结构化且可追溯的研究输出路径，导致投资组合配置建议难以在“周期判断—资产研判—权重落地—风险提示”之间形成闭环。该技能通过将宏观数据、政策与市场环境映射到美林时钟/宏观象限，并把推导结果固化为机构可直接使用的 Markdown 报告，从而提升生成效率与逻辑一致性。

Core Features & Use Cases

美林时钟/宏观象限定位：基于增长、通胀与流动性维度的边际变化，判定当前周期阶段并给出阶段化含义（例如复苏/过热/滞胀/衰退）。
跨资产研判与评级：对股票、债券、商品/另类与现金/外汇分别给出“超配/标配/低配”的配置评级，包含估值盈利、资金面、利率环境、信用风险、供需与实际利率等逻辑支撑。
权重建议与风险闭环：输出建议权重区间、策略逻辑、潜在失效风险与动态调整触发条件，形成可审阅、可审计的研究交付物。
Use Case：当你需要生成“资产配置报告/投资组合配置建议/股债商品配置策略”时，可直接让技能基于最新宏观与市场数据生成面向专业投资机构的报告。

Quick Start

Use the macro-asset-allocation skill to generate a macro asset allocation Markdown report for the current market environment.

Frequently Asked Questions about macro-asset-allocation

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

FAQPage Schema

What is Merrill cycle macro asset allocation and how does it map cross-asset strategy?▼

Merrill cycle macro asset allocation maps growth, inflation, and liquidity changes into macro quadrants like recovery or stagflation to derive cross-asset positioning. This framework guides equity, bond, commodity, and cash ratings for institutional portfolio weights.

How do I generate an institutional asset allocation report with suggested portfolio weights?▼

To generate an institutional asset allocation report, pull macro and market data to determine the current Merrill cycle stage. The output is a 2000–3000 word Markdown report containing cross-asset ratings, suggested portfolio weight ranges, and explicit risk adjustment triggers.

Can I use Merrill cycle positioning for tactical asset allocation decisions across stocks, bonds, and commodities?▼

Yes, Merrill cycle positioning supports tactical asset allocation by deriving cross-asset strategy across stocks, bonds, commodities, cash, and FX. It evaluates valuation, liquidity, and credit risk to produce overweight, standard, or underweight ratings for tactical portfolio weights.

What is the best way to structure a cross-asset strategy report with risk adjustment triggers?▼

The best way to structure a cross-asset strategy report is to follow the cycle judgment, asset research, weight landing, and risk alert loop. This structure ensures the output includes asset ratings, suggested weight ranges, and dynamic adjustment triggers for institutional review.

Does generating a macro asset allocation report require pulling external macro and market data?▼

Yes, generating a macro asset allocation report requires pulling macro and market data using gildata-aidata tools. This data inputs the growth, inflation, and liquidity analysis needed to map the current macro quadrant and produce institutional cross-asset positioning.

What are the limitations of using the Merrill clock framework for institutional portfolio weights?▼

A limitation of the Merrill clock framework is potential strategy failure if macro quadrants are misjudged or liquidity variables shift unexpectedly. The report mitigates this by including explicit dynamic adjustment triggers and potential failure risks for portfolio weight decisions.