macro-news-check

Reconcile live macro news with price moves to classify market drivers.

3|Updated May 9, 2026
One-click install
npx skills add https://github.com/tsetsugekka/codex-market-skills --skill macro-news-check
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: macro-news-check
Source: https://github.com/tsetsugekka/codex-market-skills/tree/main/skills/macro-news-check
Command: npx skills add https://github.com/tsetsugekka/codex-market-skills --skill macro-news-check

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill solves the problem of missing macro and broad-market drivers behind stock, index, and gamma moves when the cause is actually driven by rates, FX, policy, commodities, geopolitics, or risk sentiment.

Core Features & Use Cases

  • Macro and breadth prioritization: Checks live macro tape and broad-market confirmation before concluding the driver of a move.
  • Two-stream consistency logic: Compares event/news state versus market data to classify agreement, lagging explanations, or divergence.
  • Market-specific tape support: Uses dedicated sources to support China/A-share breadth/sector rotation and Japan broad-market strength confirmation.
  • Decision-ready synthesis: Produces a concise macro conclusion, key headlines, impact mapping, and what still needs confirmation.

Quick Start

Use the macro-news-check skill to determine whether current rates, FX, policy, commodities, geopolitics, or risk sentiment are driving the move in the market you are analyzing.

Frequently Asked Questions about macro-news-check

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

FAQPage Schema
How do I check if stock moves are driven by macro factors instead of company-specific catalysts?

To check if stock moves are driven by macro factors, compare live macro and broad-market news context against market data to identify rates, FX, or risk-sentiment drivers. This reconciles event news with price action to classify divergence from stock-specific catalysts.

What is the best way to analyze intraday index moves caused by rates or FX shocks?

The best way to analyze intraday index moves from rates or FX shocks is to ingest live macro feeds and perform a news-vs-price reconciliation. This identifies cross-asset drivers and maps geopolitical or central-bank impacts to the instruments affected.

Can I use macro context to confirm A-share or Japan broad-market sector drag?

Yes, you can use macro context to confirm A-share or Japan broad-market sector drag by checking dedicated market-specific tape sources. This supports breadth and sector rotation confirmation before concluding the driver of a move.

Does macro news analysis work for near-real-time geopolitical tape and central bank shocks?

Yes, macro news analysis works for near-real-time geopolitical tape and central bank shocks by requiring public-safe live feed ingestion. It targets intraday scenarios to explain price movements using a two-stream consistency logic comparing news state versus market data.

Why does my gamma analysis diverge from actual stock price movements?

Gamma analysis may diverge from actual stock price movements because cross-asset and risk-sentiment factors are driving the tape. Prioritizing live macro context over stock-specific catalysts explains why broad-market forces override expected options-driven positioning.

What output structure should I expect when reconciling macro news with market price data?

When reconciling macro news with market price data, expect a concise output structure covering the macro conclusion, key headlines, instrument impact mapping, and remaining validation needs. This decision-ready synthesis identifies what still requires confirmation.