claude

fin-macro

Macro data as a point-in-time object - real-time vintages versus today's revised series, release calendars and embargo times, seasonal adjustment as a second silent vintage, recession indicators that are assigned retrospectively, nowcasting with dynamic factor models, and the non-US central-bank APIs. One skill per topic, source-verified, each with an executable script and the measured size of the trap it prevents.

1 on GitHubv0.1.0MITupdated 1 month ago
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Plugin fin-macro from marketplace fin-skills in howard-lynn-ye/fin-skills. Commands read from the repo's manifest — 1 month ago.

What it installs

Skills (5)

  • gdp-nowcasting-dynamic-factor

    Nowcast the quarter you are in from monthly data with a ragged edge, using statsmodels' DynamicFactorMQ - and score it against the benchmarks it has to beat. TRIGGER - nowcast, nowcasting, GDPNow, Atlanta Fed GDP tracker, New York Fed Staff Nowcast, DynamicFactorMQ, endog_quarterly, k_endog_monthly,

  • macro-regime-and-recession-indicators

    Recession probabilities, the Sahm rule and yield-curve inversion - and the fact that the NBER label they are all scored against was assigned years after the fact. TRIGGER - USREC, NBER recession dates, recession indicator, recession probability, recession dummy, "recession-aware" strategy, regime fl

  • macro-release-calendar-and-embargo

    Build the timestamp at which a macro number becomes tradeable - release date, clock time, timezone - and know where the release mechanics changed under your sample. TRIGGER - release calendar, economic calendar, release date vs reference date, available_at, as-of join on a macro series, "when was th

  • real-time-macro-backtesting

    Run a macro strategy twice - once on today's revised series and once on the vintage that existed at each decision date - and report both Sharpes. TRIGGER - real-time data, vintage data, data vintages, point-in-time macro, ALFRED, realtime_start, realtime_end, vintage_dates, get_series_as_of_date, fi

  • seasonal-adjustment-and-x13

    Seasonal adjustment is a second, silent vintage - the published seasonally adjusted history keeps changing with no new data. TRIGGER - seasonally adjusted, SA vs NSA, "why did last year's number change", concurrent seasonal adjustment, seasonal factors, X-13ARIMA-SEATS, X-13, X-12-ARIMA, x13_arima_a

View source on GitHub

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200 skills

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200 skills

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82 skills

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FEDERATED - the claims inside are not verified by this repo. The maintained superset of geeksfino-finskills, 107 skills across China, Hong Kong and US directories: A+H premium, block deals, 龙虎榜, pledge risk, goodwill, 解禁 unlocks, margin risk, factor crowding, event studies, valuation regimes, and HK southbound, currency and liquidity monitors. Free data sources; nothing executes. Two caveats - it has been idle since February 2026, and 107 skills is roughly 5x the discovery budget, which is yours to spend since it installs disabled. Installs disabled.

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