Llmquant Macro
Router skill for LLMQuant macro workflows. Use when the user needs macro dashboards, Fed or central-bank previews, inflation and growth context, liquidity, or macro-to-portfolio impact analysis.
Install
$ agentstack add skill-llmquant-skills-llmquant-macro ✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.
Security review
✓ PassedNo issues found. Passed automated security review. · v0.1.0 How review works →
- ✓ Prompt-injection patterns
- ✓ Secret / credential exfiltration
- ✓ Dangerous shell & filesystem operations
- ✓ Untrusted network calls
- ✓ Known-malicious package signatures
What it can access
- ✓ Network access No
- ✓ Filesystem access No
- ✓ Shell / process execution No
- ✓ Environment & secrets No
- ✓ Dynamic code execution No
From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.
Verified badge
Passed review? Show it. Paste this badge into your README, it links to the public security report.
Links to your public security report.[](https://agentstack.voostack.com/security/report/skill-llmquant-skills-llmquant-macro) Reliability & compatibility
Declared compatibility
Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.
We're building live execution health for every listing: tool-call success rate, median latency, uptime, and last-checked timestamps, measured, not self-reported. It isn't live yet, so we don't show numbers we can't stand behind.
How agent discovery & health will work →About
LLMQuant Macro
This category routes macroeconomic research workflows for regime dashboards, policy previews, and portfolio impact mapping.
Routing Rules
- Identify geography, indicators, policy body, asset universe, horizon, and requested deliverable.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for macro observations, release dates, rates, FX, commodities, credit, equity indices, and research context.
- Report observation dates, release dates, revisions, frequencies, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow | |---|---| | Build a cross-indicator macro dashboard and regime view. | [workflows/global-macro-dashboard.md](workflows/global-macro-dashboard.md) | | Prepare a Fed or central-bank policy meeting preview. | [workflows/fed-policy-preview.md](workflows/fed-policy-preview.md) | | Translate macro data into equity, rates, credit, FX, commodity, and portfolio implications. | [workflows/macro-to-portfolio-impact.md](workflows/macro-to-portfolio-impact.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve macro indicator snapshots, histories, revisions, release dates, and consensus context.
- Retrieve central-bank policy rates, rate expectations, yield curves, inflation, labor, growth, housing, liquidity, and sentiment.
- Retrieve cross-asset prices for equities, rates, FX, commodities, credit, crypto, and volatility.
- Retrieve portfolio exposures and ETF look-through when translating macro into portfolio impact.
Fallback:
- If a macro series or release calendar is unavailable, name the missing input and avoid time-sensitive claims.
- Do not imply real-time macro data when only latest closed observations are available.
Source & license
This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.
- Author: LLMQuant
- Source: LLMQuant/skills
- License: MIT
- Homepage: https://llmquantdata.com/agent
Install and usage instructions live in the source repository linked above.
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Versions
- v0.1.0 Imported from the upstream source.