macro-news-check

Reconcile live macro news with price moves to classify market drivers.

3|Updated May 9, 2026
One-click install
npx skills add https://github.com/tsetsugekka/codex-market-skills --skill macro-news-check
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: macro-news-check
Source: https://github.com/tsetsugekka/codex-market-skills/tree/main/skills/macro-news-check
Command: npx skills add https://github.com/tsetsugekka/codex-market-skills --skill macro-news-check

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill solves the problem of missing macro and broad-market drivers behind stock, index, and gamma moves when the cause is actually driven by rates, FX, policy, commodities, geopolitics, or risk sentiment.

Core Features & Use Cases

  • Macro and breadth prioritization: Checks live macro tape and broad-market confirmation before concluding the driver of a move.
  • Two-stream consistency logic: Compares event/news state versus market data to classify agreement, lagging explanations, or divergence.
  • Market-specific tape support: Uses dedicated sources to support China/A-share breadth/sector rotation and Japan broad-market strength confirmation.
  • Decision-ready synthesis: Produces a concise macro conclusion, key headlines, impact mapping, and what still needs confirmation.

Quick Start

Use the macro-news-check skill to determine whether current rates, FX, policy, commodities, geopolitics, or risk sentiment are driving the move in the market you are analyzing.

Frequently Asked Questions about macro-news-check

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

FAQPage Schema
How do I check if stock moves are driven by macro factors instead of company-specific catalysts?▼

To check if stock moves are driven by macro factors, compare live macro and broad-market news context against market data to identify rates, FX, or risk-sentiment drivers. This reconciles event news with price action to classify divergence from stock-specific catalysts.

What is the best way to analyze intraday index moves caused by rates or FX shocks?▼

The best way to analyze intraday index moves from rates or FX shocks is to ingest live macro feeds and perform a news-vs-price reconciliation. This identifies cross-asset drivers and maps geopolitical or central-bank impacts to the instruments affected.

Can I use macro context to confirm A-share or Japan broad-market sector drag?▼

Yes, you can use macro context to confirm A-share or Japan broad-market sector drag by checking dedicated market-specific tape sources. This supports breadth and sector rotation confirmation before concluding the driver of a move.

Does macro news analysis work for near-real-time geopolitical tape and central bank shocks?▼

Yes, macro news analysis works for near-real-time geopolitical tape and central bank shocks by requiring public-safe live feed ingestion. It targets intraday scenarios to explain price movements using a two-stream consistency logic comparing news state versus market data.

Why does my gamma analysis diverge from actual stock price movements?▼

Gamma analysis may diverge from actual stock price movements because cross-asset and risk-sentiment factors are driving the tape. Prioritizing live macro context over stock-specific catalysts explains why broad-market forces override expected options-driven positioning.

What output structure should I expect when reconciling macro news with market price data?▼

When reconciling macro news with market price data, expect a concise output structure covering the macro conclusion, key headlines, instrument impact mapping, and remaining validation needs. This decision-ready synthesis identifies what still requires confirmation.