Why use Rolex prices as a liquidity proxy?

Rolex secondary market prices are highly sensitive to global liquidity and wealth effects, acting as a high-beta indicator that often leads or amplifies moves in traditional financial assets.

What is the 'Net Liquidity' formula used?

It calculates Net Liquidity as Federal Reserve Total Assets (WALCL) minus Reverse Repurchase Agreements (RRPONTSYD) minus the Treasury General Account (WTREGEN).

How does it distinguish between market regimes?

It utilizes z-scores, rolling slopes, and real interest rate (DFII10) thresholds to classify the market as either 'grinding higher' (healthy expansion) or 'speculative fever' (bubble territory).

What data sources does this skill use?

The skill fetches macro data from FRED (St. Louis Fed) and extracts the Rolex Market Index directly from WatchCharts using Chrome DevTools Protocol (CDP).

Rolex Market Liquidity Proxy Analyzer

Name: Rolex Market Liquidity Proxy Analyzer
Author: fatfingererr

byfatfingererr

0•

网络抓取与数据收集

Analyzes global liquidity and risk-on sentiment by using the Rolex Market Index as a high-beta proxy for financial conditions.

This skill enables Claude to interpret the Rolex secondary market as a sensitive indicator of global wealth effects and liquidity cycles. By correlating WatchCharts data with Federal Reserve metrics—including Net Liquidity, Overnight Reverse Repos (RRP), and the Treasury General Account (TGA)—alongside real yields (TIPS), it distinguishes between healthy liquidity expansion ('grinding higher') and unsustainable speculative bubbles ('fever'). It automates data collection from FRED and web scraping via Chrome CDP to provide structural insights into current macro regimes.

主要功能

01Automated Rolex Market Index extraction via Chrome CDP

02Real interest rate (TIPS) sensitivity analysis

03Structured JSON and Markdown reporting for macro analysis

04Federal Reserve Net Liquidity calculation (WALCL - RRP - TGA)

05Market regime detection (Grinding vs. Speculative Fever)

060 GitHub stars

使用场景

01Tracking the impact of Fed liquidity injections on high-beta proxies

02Identifying early warning signs of speculative market tops

03Monitoring global 'risk-on' sentiment through alternative luxury assets

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add fatfingererr/macro-skills analyze-rolex-market-index-liquidity-proxy

For use in Claude.ai and ChatGPT

Download Skill