llmquant-macro
Skill3 starsChanged 33 days agoMITView on GitHub
This category routes macroeconomic research workflows for regime dashboards, policy previews, and portfolio impact mapping. Prefer LLMQuant Data when available. The workflows may need these data capabilities: - Retrieve macro indicator snapshots, histories, revisions, release dates, and consensus context. - Retrieve central-bank policy rates, rate expectations, yield curves, inflation, labor, growth, housing, liquidity, and sentiment. - Retrieve cross-asset prices for equities, rates, FX, commodities, credit, crypto, and volatility. - Retrieve portfolio exposures and ETF look-through when translating macro into portfolio…
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The file
We split this skill into the rules it gives an agent
4 rules. About 0 are common, 4 are distinctive, and 0 are very specific to this project.
≈0
Common · estimate
Many files like this have a rule of this kind.
≈4
Distinctive · estimate
This author's own choices. Worth a look.
0
Very specific
Tied to their project's names, files or tools. Probably skip.
- Common
- Distinctive
- Very specific
- Distinctive: line 23
Use LLMQuant Data for macro observations, release dates, rates, FX, commodities, credit, equity indices, and research context.
- Distinctive: line 36
Prefer LLMQuant Data when available.
- Distinctive: line 43
If a macro series or release calendar is unavailable, name the missing input and avoid time-sensitive claims.
- Distinctive: line 44
Do not imply real-time macro data when only latest closed observations are available.
≈ “Common” is an estimate: at least 1 in 5 of the 350,495 skill files we read have a rule of the same kind, not the same words. “Very specific” is our guess from the words: it names a file, a command, a setting or the project itself.
Files
<!--
Imported from: https://github.com/LLMQuant/skills
Source Path: skills/llmquant-macro/SKILL.md
Curated for awesome-quant-skills
-->name: llmquant-macro description: Router skill for LLMQuant macro workflows. Use when the user needs macro dashboards, Fed or central-bank previews, inflation and growth context, liquidity, or macro-to-portfolio impact analysis. input_data_source: LLMQuant Data category: macro
LLMQuant Macro
This category routes macroeconomic research workflows for regime dashboards, policy previews, and portfolio impact mapping.
Routing Rules
- Identify geography, indicators, policy body, asset universe, horizon, and requested deliverable.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for macro observations, release dates, rates, FX, commodities, credit, equity indices, and research context.
- Report observation dates, release dates, revisions, frequencies, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow |
| Build a cross-indicator macro dashboard and regime view. | workflows/global-macro-dashboard.md |
| Prepare a Fed or central-bank policy meeting preview. | workflows/fed-policy-preview.md |
| Translate macro data into equity, rates, credit, FX, commodity, and portfolio implications. | workflows/macro-to-portfolio-impact.md |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve macro indicator snapshots, histories, revisions, release dates, and consensus context.
- Retrieve central-bank policy rates, rate expectations, yield curves, inflation, labor, growth, housing, liquidity, and sentiment.
- Retrieve cross-asset prices for equities, rates, FX, commodities, credit, crypto, and volatility.
- Retrieve portfolio exposures and ETF look-through when translating macro into portfolio impact.
Fallback:
- If a macro series or release calendar is unavailable, name the missing input and avoid time-sensitive claims.
- Do not imply real-time macro data when only latest closed observations are available.
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