What data sources are required?

The skill uses the yfinance library to pull public market data for Platinum futures (PL=F) and the Brazil Index ETF (EWZ).

Is this suitable for high-frequency trading?

No, it is optimized for long-cycle analysis using weekly (1wk) or monthly (1mo) frequencies to filter out daily volatility and noise.

Does this skill provide price predictions?

No, it is designed for transmission verification. It quantifies historical relationships and lead-lag structures rather than forecasting specific price targets.

What does a Transmission Strength Score represent?

It is a composite metric (0-100) that evaluates the reliability of the relationship based on correlation coefficients, rolling stability, and trend consistency.

Platinum-to-Brazil Equity Transmission Analyzer

Name: Platinum-to-Brazil Equity Transmission Analyzer
Author: fatfingererr

byfatfingererr

数据科学与机器学习

Quantifies and validates the long-cycle transmission relationship between Platinum futures and the Brazilian stock market (EWZ) using statistical cross-correlation.

关于

This skill enables Claude to perform sophisticated macro-financial analysis by verifying the lead-lag relationship between Platinum prices and Brazilian equities. It goes beyond simple correlation by using cross-correlation scanning to identify specific lead times, assessing regime-dependent stability, and generating a 0-100 transmission strength score. Designed for macro analysts and traders, it automates data retrieval from Yahoo Finance, performs statistical validation to filter out noise, and produces professional Bloomberg-style visualizations to confirm whether a proposed market narrative holds up against historical data.

主要功能

Transmission strength scoring (0-100) based on stability and trend agreement.
0 GitHub stars
Regime-aware analysis to detect decoupling events and idiosyncratic market risks.
Bloomberg-style dual-axis and normalized visualization generation.
Lead-lag cross-correlation scanning to identify predictive timing up to 52 weeks.
Automated data ingestion and inner-join alignment for PL=F and EWZ tickers.

使用场景

Validating if Platinum price movements serve as a reliable leading indicator for EWZ.
Generating quantitative macro reports with standardized metrics and visual evidence.
Identifying shifts in market regimes where commodity-equity correlations break down.

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add fatfingererr/macro-skills analyze-platinum-to-brazil-equities-transmission

For use in Claude.ai and ChatGPT

Download Skill

GitHub

关于