macro-rateslisted

Fetch real, timestamped US macro data via FRED (Federal Reserve Bank of St. Louis) — Fed funds rate, 2y/10y/30y Treasury yields, yield-curve spreads (10y-2y, 10y-3m), 10y TIPS real yield, 10y breakeven inflation, headline + Core CPI, headline + Core PCE, unemployment rate, monthly NFP delta, trade-weighted USD index, VIX. Returns a one-shot macro snapshot, individual series lookups, or a composite regime read (RISK-ON / RISK-OFF / NEUTRAL / mixed). Use whenever a recommendation needs macro context — rate regime, inflation trajectory, dollar trend, vol regime — or before any directional trade as a top-down sanity check on the single-name confluence.
kensongan-prog/trading-advisor · ★ 1 · Data & Documents · score 62

Install: claude install-skill kensongan-prog/trading-advisor

# Macro Rates Skill (FRED) ## When to use Trigger this skill when a recommendation, watchlist sweep, or daily review needs: - **Rate regime** — what is the Fed funds rate, where are 2y/10y/30y, is the curve inverted? - **Real yields + inflation expectations** — TIPS yield and 10y breakeven (the BTC/gold/duration sensitivity inputs). - **Inflation trajectory** — most recent CPI and PCE prints (headline + core), MoM and YoY. - **Labor** — unemployment rate, last NFP delta. - **Dollar trend** — 30d move on the broad trade-weighted USD (EM/crypto/gold headwind/tailwind). - **Vol regime** — VIX level (option premium rich/cheap; equity risk-on/off). - **Composite regime read** — one-line verdict that should bias every recommendation per AGENTS.md §4. Recommended cadence: - **Daily** before opening any new position (`snapshot` once). - **At every CPI/PCE print** (~mid-month) — `series` lookup on the specific release. - **At every FOMC** — `series` lookup on DFF before/after; verify the move was priced in. - **Whenever a recommendation cites duration sensitivity** (RGLD, treasury, long-tenor growth) — `series` on DGS10 + DFII10. Do NOT use for non-US macro (BNM, ECB, BOJ). Different sources needed for those. ## Why this exists AGENTS.md §4 specifies confluence across {technicals + sentiment OR fundamentals OR flow}, but the doctrine also assumes regime-awareness: e.g., §5 says "12h before FOMC/CPI/NFP" no new exposure on macro names. Without a macro feed, regime context is unv