What data sources does this skill use?

The skill pulls interest rate data from FRED (Federal Reserve Economic Data) and asset price history from Yahoo Finance via the yfinance library.

Does this skill provide real-time trading signals?

No, it is a research tool designed to identify historical statistical patterns and provide projections based on those correlations. It should be used for analysis and backtesting rather than as a standalone trading system.

What is the significance of the 24-month lead time?

Historical economic cycles often show that yield curve inversions or steepening lead equity sector rotations by roughly two years. This skill allows you to scan for the most statistically significant lead period for your specific assets.

Can I use different ticker symbols for analysis?

Yes, while the skill defaults to QQQ (Growth) and XLV (Defensive), you can specify any ticker symbols available on Yahoo Finance to compare different asset classes or sectors.

Yield Spread Sector Forecaster

Name: Yield Spread Sector Forecaster
Author: fatfingererr

byfatfingererr

数据科学与机器学习

Forecasts relative performance between growth and defensive sectors using US Treasury yield curves as a leading indicator.

关于

This skill enables Claude to perform sophisticated macro-financial analysis by establishing a leading relationship between the US Treasury yield spread (e.g., 2Y-10Y) and future relative returns of equity sectors like Nasdaq 100 (QQQ) versus Healthcare (XLV). It automates data collection from FRED and Yahoo Finance, performs lead-lag correlation scanning to find optimal prediction windows, and generates Bloomberg-style visualizations. It is particularly useful for quantitative analysts and traders seeking to validate historical macro patterns and project future sector rotations based on economic cycle expectations.

主要功能

Bloomberg-style visual reporting and stability verification across historical sub-samples
0 GitHub stars
Lead-lag correlation scanning (6-36 months) to identify optimal prediction windows
Regression-based forecasting for future relative sector returns with confidence intervals
Customizable ticker pairs and lookback periods for versatile quantitative research
Automated macro data integration from FRED and Yahoo Finance

使用场景

Generating quantitative macro research reports for investment decision-making
Backtesting historical leading indicators for equity market outperformance
Identifying potential sector rotation opportunities based on yield curve shifts

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add fatfingererr/macro-skills forecast-sector-relative-return-from-yield-spread

For use in Claude.ai and ChatGPT

Download Skill

GitHub

关于