analyze-rolex-market-index-liquidity-proxy
CommunityGauge liquidity via the Rolex index.
Authorfatfingererr
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Analysts struggle to interpret how high-beta liquidity proxies like the Rolex Market Index relate to global monetary conditions. This Skill provides a reproducible workflow to combine WatchCharts Rolex Market Index with Fed liquidity data and real yields to classify liquidity states and detect speculative fever, delivering structured outputs for dashboards or reports.
Core Features & Use Cases
- Integrated data synthesis: combines Rolex Market Index with Fed net liquidity and DFII10 to derive state labels (grinding_higher, speculative_fever, neutral).
- Deterministic outputs: emits JSON and Markdown summaries suitable for automation and reporting.
- Historical and live analysis: supports backfilling from 2019 onward and live data with optional CDP extraction.
Quick Start
Run the analyzer against a date range and frequency of your choice:
- Example: python scripts/rolex_market_index_analyzer.py --start-date 2019-01-01 --end-date 2026-01-29 --freq W --liquidity-model fed_net_liquidity --output result.json
Dependency Matrix
Required Modules
pandasnumpyrequestswebsocket-clientmatplotlib
Components
scriptsreferences
💻 Claude Code Installation
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Please help me install this Skill: Name: analyze-rolex-market-index-liquidity-proxy Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#analyze-rolex-market-index-liquidity-proxy Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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