forecast-sector-relative-return-from-yield-spread
CommunityPredict sector-relative returns from yield curves
Authorfatfingererr
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill analyzes the lead-lag relationship between US yield-curve spread (2Y-10Y) and sector relative performance (QQQ vs XLV), providing data-driven forecasts and interpretable outputs to support cross-asset allocation decisions.
Core Features & Use Cases
- Lead-lag analysis: quantify how current yield-curve shape relates to future relative performance of growth versus defensive sectors.
- Data integration & processing: fetches yield data from FRED and price data from Yahoo Finance, computes spread and relative ratio, and supports multiple lead times.
- Forecasting & reporting: outputs structured results (JSON/Markdown) with point estimates, confidence intervals, and stability checks for informed decision making.
Quick Start
Run a quick analysis with default parameters to see the current forecast:
- cd skills/forecast-sector-relative-return-from-yield-spread
- python scripts/spread_forecaster.py --quick
Dependency Matrix
Required Modules
pandasnumpyyfinancerequestsscipymatplotlib
Components
scriptsreferences
💻 Claude Code Installation
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Please help me install this Skill: Name: forecast-sector-relative-return-from-yield-spread Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#forecast-sector-relative-return-from-yield-spread Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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