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macro-liquidity

Aggregate four macro liquidity indicators into weekly ratings with risk recommendations.

1.0k|156|Updated Feb 28, 2026
Search Tags:#risk-management#liquidity#macro#market-monitoring#sofr#move-index#yen-carry-trade
One-click install
npx skills add https://github.com/star23/Day1Global-Skills --skill macro-liquidity
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: macro-liquidity
Source: https://github.com/star23/Day1Global-Skills/tree/main/macro-liquidity
Command: npx skills add https://github.com/star23/Day1Global-Skills --skill macro-liquidity

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Macro liquidity monitoring and risk early-warning system tracks four core indicators (Fed Net Liquidity, SOFR Overnight Financing Rate, MOVE Treasury Volatility Index, Yen Carry Trade Signals) to provide real-time assessments of liquidity conditions in the global financial system, outputting liquidity ratings and risk response recommendations when users discuss topics like liquidity, QT, TGA, ON RRP, SOFR, MOVE, USDJPY, and related policy or market dynamics.

Core Features & Use Cases

  • Tracks the four core indicators and translates them into an actionable liquidity rating and a structured set of risk-response recommendations.
  • Applies to questions about current liquidity conditions, rate trends, market volatility in Treasuries, carry-trade dynamics, and macro environment suitability for risk assets.
  • Supports a step-by-step decision framework for adjusting exposure based on liquidity signals and policy developments.

Quick Start

Ask for a weekly macro liquidity status update and recommended actions based on the latest data.

Frequently Asked Questions about macro-liquidity

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

FAQPage Schema
How do I monitor macro liquidity risk using Fed balance sheet and SOFR data?▼

Macro liquidity monitoring tracks Fed Net Liquidity, SOFR rates, MOVE volatility, and yen carry trade signals to produce a weekly liquidity rating. It translates these four core indicators into structured risk response recommendations for managing risk asset exposure.

How does the yen carry trade signal affect global macro liquidity conditions?▼

Yen carry trade signals affect macro liquidity by tracking USDJPY and the U.S.-Japan 2-year spread to gauge global leverage. Shifts in these dynamics indicate changing funding costs and risk asset suitability, directly impacting overall liquidity conditions.

What's the best way to track QT effects and TGA balance changes on market liquidity?▼

Track QT effects on market liquidity by aggregating Fed balance sheet, TGA balance, and ON RRP data into Fed Net Liquidity. This provides real-time assessment of how quantitative tightening drains reserves and impacts financial system conditions.

Can I use the MOVE index to assess Treasury market volatility and rate trends?▼

Use the MOVE index to assess Treasury market volatility alongside SOFR overnight financing rate trends. Combining these indicators within a structured framework evaluates macro environment stability and guides risk exposure adjustments.

When do I need a macro liquidity risk early-warning system for portfolio decisions?▼

A macro liquidity risk early-warning system is needed when evaluating QT, SOFR, or carry-trade dynamics to adjust exposure. It applies when determining if current macro conditions support risk assets or require defensive positioning based on weekly liquidity ratings.

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