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llmquant-macro

llmquant-macro

github.com/llmquantData & databases236532 installsUpdated 22w ago
Repository

About llmquant-macro

A skill that routes macroeconomic research requests to workflows for regime dashboards, central-bank policy previews, and portfolio impact analysis. It emphasizes observation and release dates, revisions, frequency, stale data, and missing inputs.

Key features

  1. 01Route requests to a relevant macro workflow
  2. 02Build cross-indicator macro dashboards
  3. 03Prepare central-bank policy previews
  4. 04Map macro data to asset impacts
  5. 05Report dates, revisions, and missing inputs

Use cases

  1. 01Assemble a cross-indicator macro regime view
  2. 02Prepare a Fed or central-bank meeting preview
  3. 03Assess portfolio implications of macro changes

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/llmquant/skills --skill llmquant-macro

After installing, type/llmquant-macroin Claude Code to confirm it loaded.

Bundled files

References and scripts installed along with SKILL.md.

assets/
.gitkeep
scripts/
.gitkeep
workflows/
fed-policy-preview.md
global-macro-dashboard.md
macro-to-portfolio-impact.md

Details

From the project README

LLMQuant Macro

This category routes macroeconomic research workflows for regime dashboards, policy previews, and portfolio impact mapping.

Routing Rules

  1. Identify geography, indicators, policy body, asset universe, horizon, and requested deliverable.
  2. Select the closest workflow below.
  3. Open only that workflow and any referenced local resources.
  4. Use LLMQuant Data for macro observations, release dates, rates, FX, commodities, credit, equity indices, and research context.
  5. Report observation dates, release dates, revisions, frequencies, stale notices, and missing inputs.

Workflow Index

User intentWorkflow
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.

Comments

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