institutional-timeline

Identify cross-source causal signals from price, news, and institutional data to build event timelines.

10|2|Updated Mar 8, 2026
One-click install
npx skills add https://github.com/mahmoud20138/Tradecraft --skill institutional-timeline
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: institutional-timeline
Source: https://github.com/mahmoud20138/Tradecraft/tree/main/plugins/tradecraft/skills/institutional-timeline
Command: npx skills add https://github.com/mahmoud20138/Tradecraft --skill institutional-timeline

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Central bank policy shifts, COT positioning, and institutional flows create scattered signals that are hard to piece into a coherent narrative for trading and risk management.

Core Features & Use Cases

  • Central Bank Tracker: monitor rate decisions, policy stance, and their expected impact across major currencies.
  • COT Analyzer: assess speculative positioning to identify crowding and potential reversals.
  • Intervention Detector: flag abnormal moves that may indicate central bank intervention or large institutional activity.
  • Event Timeline Linker: assemble cross-source events into causal narratives with WHAT → WHY → HOW → RESULT → PREDICTION outputs to guide decisions.

Quick Start

Provide data streams of price, volume, news, and macro data to the tool and request an integrated causal timeline for a chosen instrument.

Frequently Asked Questions about institutional-timeline

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I build a causal timeline from central bank announcements and COT positioning data?▼

You need reliable data feeds, access to historical price and volume, and the ability to map cross-source data to causes and effects before generating the institutional timeline.

How does cross-source causal analysis work for institutional market signals?▼

It identifies abnormal market moves that may indicate central bank intervention or large institutional activity by flagging them within the cross-source causal timeline alongside COT positioning and macro news data.

What data feeds do I need to map institutional flows into an event timeline?▼

You need reliable data feeds, access to historical price and volume, and the ability to map sources to causes and effects before generating the institutional timeline.

Can I assess speculative positioning and crowding using COT data?▼

Yes, you can assess speculative positioning to identify crowding and potential reversals by applying the COT Analyzer to your historical price, volume, and macro data streams.