us-daily-news-brief

To aggregate daily US market news using a five-factor driver attribution framework, this Skill collects macro, sector ETF, and key stock headlines, then categorizes each item into macro, rates, earnings, valuation, or event risk. It outputs structured JSON with sentiment, significance, and implications for research workflows.

Five-factor driver attribution for stock news analysis is a categorization method that assigns market headlines to macro/policy, rates/liquidity, earnings, valuation/sentiment, or event/shock drivers. This framework provides structured context including impact assets and implications for portfolio commentary.

You generate structured JSON for daily market briefings by instructing the system to collect today's US market news. It processes macro headlines and key stock news, outputting fields like driver_category, sentiment, fact, and implication suitable for research report chapters.

Yes, you can use this news aggregation Skill for macro headlines and sector ETF analysis. It gathers comprehensive daily market views across macro/policy, sector ETFs, and major constituent stocks, applying the five-factor attribution to support daily driver attribution briefs.

No, this daily news brief Skill does not require any external dependencies or components. It operates independently to collect US market news and apply the five-factor driver attribution, producing structured insights without prerequisite setup.

Using a five-factor driver framework instead of general news aggregation for risk assessment provides explicit categorization of market drivers across macro, rates, earnings, valuation, and event risk. This structured attribution reduces manual research time and improves decision context for financial professionals.