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mm-market-desk

Fetch macro market data and headlines for equity analysis workflows.

Updated Mar 20, 2026
Search Tags:#headlines#market-data#yfinance#evidence-cards#macro-data#fred#news-api
One-click install
npx skills add https://github.com/ShinyGua/MarketMind-AlphaEngine --skill mm-market-desk
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: mm-market-desk
Source: https://github.com/ShinyGua/MarketMind-AlphaEngine/tree/main/.claude/skills/mm-market-desk
Command: npx skills add https://github.com/ShinyGua/MarketMind-AlphaEngine --skill mm-market-desk

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Market analysts need a centralized, automated source of macro-market context—headlines, major indices, and macro asset prices—to ground stock-level analysis and research reporting.

Core Features & Use Cases

  • Collects macro headlines, index price data, and macro asset prices from yfinance, FRED, and News APIs with fallbacks.
  • Provides structured data for downstream analysis and evidence-card generation within the MarketMind-AlphaEngine workflow.
  • Use Case: An analyst runs a daily macro context pull to feed the multi-agent equity research pipeline, ensuring consistent context across stocks.

Quick Start

Run the MarketDesk skill to pull the latest macro headlines, index data, and macro asset prices into the workspace and generate market context artifacts for today.

Frequently Asked Questions about mm-market-desk

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

FAQPage Schema
How do I collect macro market data and headlines for equity research?▼

This skill fetches macro market data and headlines by implementing MCP calls to yfinance, FRED, and News APIs. It gathers index prices, macro asset data, and news to contextualize equity analysis across markets for daily research runs.

What is the best way to automate daily macro context pulls for a multi-agent research pipeline?▼

The best way to automate daily macro context pulls is by gathering macro headlines, index prices, and asset data into your workspace. This provides structured data for downstream analysis and evidence-card generation within a multi-agent equity research workflow.

Does this macro data collection skill provide fallbacks for yfinance, FRED, and News APIs?▼

Yes, the macro data collection skill implements fallbacks for MCP calls fetching price history, news, and macro series from yfinance, FRED, and News APIs. This ensures reliable data retrieval for generating market context artifacts.

Can I use FRED and yfinance data to enforce warm-up requirements for technical indicators?▼

Yes, you can use FRED and yfinance data to enforce warm-up requirements for technical indicators. The skill fetches historical price data and macro series, ensuring sufficient baseline data exists before technical analysis begins.

Why does equity analysis require centralized macro context and normalized data outputs?▼

Equity analysis requires centralized macro context and normalized data outputs to ensure consistent market environments across multiple stocks. Writing raw and normalized outputs to a workspace allows downstream multi-agent workflows to generate standardized evidence cards.

Are there limitations when fetching macro asset prices and index data for daily research runs?▼

Limitations when fetching macro asset prices and index data for daily research runs include potential API rate limits or connectivity issues from yfinance, FRED, and News APIs. The skill mitigates these constraints by implementing fallbacks to maintain data continuity.

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