Macro Analysis
Macroeconomic cycle positioning and central-bank policy interpretation, including...
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npx skills add HKUDS/Vibe-Trading --skill macro-analysis -g -a claude-code -y- Repository
- HKUDS/Vibe-Trading37.4k
- Category
- Engineering
- Updated
- 3d ago
- License
- MIT
- Context cost
- Mediumabout 2,026 tokens
- Runs scripts
- No, instructions only
What it does
Macroeconomic cycle positioning and central-bank policy interpretation, including GDP/CPI/PMI/rates/FX analysis, with output in the form of major-asset allocation tilts.
Macroeconomic Analysis
Overview
Interprets macroeconomic data and central-bank policy, identifies the current economic-cycle stage, and derives major-asset allocation direction. Covers the three major economies of China (PBOC), the United States (Fed), and Europe (ECB).
Core Indicator System
Growth Indicators
| Indicator | Frequency | Key Threshold | Data Source |
|---|---|---|---|
| GDP YoY | Quarterly | China >5% = normal, <4% = weak | National Bureau of Statistics |
| Manufacturing PMI | Monthly | >50 = expansion, <50 = contraction, 49-51 = borderline | NBS / Caixin |
| Industrial production | Monthly | >5% = normal | National Bureau of Statistics |
| Retail sales | Monthly | >8% = strong consumption | National Bureau of Statistics |
| Fixed asset investment | Monthly | Focus on infrastructure vs real-estate components | National Bureau of Statistics |
Inflation Indicators
| Indicator | Frequency | Key Threshold | Interpretation |
|---|---|---|---|
| CPI YoY | Monthly | >3% = inflation pressure, <0% = deflation risk | Strongly affected by the pork cycle, so core CPI is more reliable |
| PPI YoY | Monthly | >0% = improving corporate profits, <0% = deflation transmission | Leads CPI by 3-6 months |
| Core CPI | Monthly | >2% = demand-driven inflation | Excludes food and energy |
| M2 YoY | Monthly | >10% = monetary easing | The M2-M1 spread reflects how active liquidity is |
Rates and FX
| Indicator | Meaning | Focus |
|---|---|---|
| 1Y / 5Y LPR | Loan prime rate | Rate-cut signal |
| DR007 | Interbank 7-day repo rate | Funding tightness / looseness |
| 10Y government bond yield | Risk-free rate anchor | <2.5% = loose, >3.5% = tight |
| USD/CNY | Exchange rate | >7.3 = high depreciation pressure |
| US 10Y-2Y spread | Term spread | Inversion signals recession (leads by 12-18 months) |
