economic-calendar-trading

Name: economic-calendar-trading
Author: SKE-Labs

15stars2forks

How to install economic-calendar-trading?

ske-labs/agent-trading-skills/economic-calendar-trading

$npx -y skills add SKE-Labs/agent-trading-skills --skill economic-calendar-trading

Installs into the current project.

Summary

Plan scheduled macro-event risk from official calendars and point-in-time expectations. Use for FOMC, employment, inflation, GDP, or other releases requiring standardized surprise, component, revision, scenario, and execution analysis.

Files · 1

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SKILL.md

1	# Economic Calendar Trading
2
3	Plan macro-event risk from live official calendars, time-stamped consensus, release vintages, and observable price triggers. Surprise matters, but revisions, components, positioning, uncertainty, and regime affect the response.
4
5	## Event Map
6
7	\| Event family \| Components to record \| Primary source \|
8	\| --- \| --- \| --- \|
9	\| FOMC \| Decision, statement changes, SEP, press conference \| Federal Reserve \|
10	\| Employment \| Payrolls, unemployment, participation, wages, revisions \| BLS \|
11	\| Inflation \| Headline/core, monthly/annual, category breadth, revisions \| BLS/BEA \|
12	\| Growth/activity \| Real/nominal detail, inventories, revisions, survey components \| Source agency \|
13
14	## Standardized Surprise
15
16	```
17	Standardized surprise = (Actual - consensus) / historical standard deviation of surprises
18	```
19
20	Use a point-in-time consensus and same-definition historical series. State source, sample, standard deviation, revisions, and transformation. If history is insufficient, report raw surprise and forecast range without a synthetic score.
21
22	## Workflow
23
24	### 1. Check Calendar
25
26	```
27	get_economics_calendar(from_date=<start>, to_date=<end>, impact="high")
28	```
29
30	Refresh before each session and verify date, time, timezone, and revision policy against the official agency calendar; third-party impact labels are screening aids only.
31
32	### 2. Research Consensus
33
34	```
35	get_financial_news(topic="<event> forecast consensus <month> <year>", max_results=10)
36	```
37
38	Extract: consensus forecast, range of estimates, leading indicators, and current market positioning.
39
40	### 3. Build Scenario Matrix
41
42	Map component combinations, revisions, and price triggers. Include `no trade` for mixed releases or failed liquidity conditions; do not assign probabilities without a calibrated model.
43
44	### 4. Post-Release Execution Gate
45
46	Use a pretested bar-based delay or price-structure trigger. Require verified actuals, acceptable spread/depth, stable timestamps, and a calculable stop; event labels do not determine a universal waiting period.
47
48	### 5. Trade the Reaction
49
50	- Continuation candidate: enter only on the specified closed-bar or retest trigger.
51	- Fade candidate: define overreaction in normalized returns and test separately; VWAP is a benchmark, not a guaranteed destination.
52
53	### 6. FOMC Analysis
54
55	Use `get_financial_news` to analyze FOMC statements and press conferences for hawk/dove tone shifts.
56
57	Analyze the decision, statement redlines, projections, and press conference separately. Measure the response in policy-rate futures/yields and the traded asset; do not infer fixed direction or duration from a hawkish/dovish label.
58
59	## Evidence and Validation
60
61	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
62	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
63	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
64	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
65	- Research basis: Use the official [Federal Reserve calendar](https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm) and [BLS release calendar](https://www.bls.gov/schedule/) because dates can change; Federal Reserve research shows reaction depends on surprise, disagreement, and regime.
66
67	## Key Rules
68
69	- Verify actuals and revisions from the primary source before interpretation.
70	- Use the predeclared execution gate; neither immediate trading nor a fixed wait is universally safe.
71	- Choose order type from the fill-versus-price-risk tradeoff; limits may not fill and markets may slip.
72	- Aggregate direct, correlated, and factor exposures in the event stress test.
73	- Treat clustered or conflicting components as lower confidence or `no trade`.
74	- Size from stress loss, not a vendor impact score.
75
76	## Related Skills
77
78	- sentiment-analysis -- Pre-event sentiment gauges positioning
79	- sector-rotation -- Macro data drives sector rotation shifts

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economic-calendar-trading

15stars2forks

View on GitHub

How to install economic-calendar-trading?

ske-labs/agent-trading-skills/economic-calendar-trading

$npx -y skills add SKE-Labs/agent-trading-skills --skill economic-calendar-trading

Installs into the current project.

Summary

Files · 1

View on GitHub

SKILL.md

1	# Economic Calendar Trading
2
3	Plan macro-event risk from live official calendars, time-stamped consensus, release vintages, and observable price triggers. Surprise matters, but revisions, components, positioning, uncertainty, and regime affect the response.
4
5	## Event Map
6
7	\| Event family \| Components to record \| Primary source \|
8	\| --- \| --- \| --- \|
9	\| FOMC \| Decision, statement changes, SEP, press conference \| Federal Reserve \|
10	\| Employment \| Payrolls, unemployment, participation, wages, revisions \| BLS \|
11	\| Inflation \| Headline/core, monthly/annual, category breadth, revisions \| BLS/BEA \|
12	\| Growth/activity \| Real/nominal detail, inventories, revisions, survey components \| Source agency \|
13
14	## Standardized Surprise
15
16	```
17	Standardized surprise = (Actual - consensus) / historical standard deviation of surprises
18	```
19
20	Use a point-in-time consensus and same-definition historical series. State source, sample, standard deviation, revisions, and transformation. If history is insufficient, report raw surprise and forecast range without a synthetic score.
21
22	## Workflow
23
24	### 1. Check Calendar
25
26	```
27	get_economics_calendar(from_date=<start>, to_date=<end>, impact="high")
28	```
29
30	Refresh before each session and verify date, time, timezone, and revision policy against the official agency calendar; third-party impact labels are screening aids only.
31
32	### 2. Research Consensus
33
34	```
35	get_financial_news(topic="<event> forecast consensus <month> <year>", max_results=10)
36	```
37
38	Extract: consensus forecast, range of estimates, leading indicators, and current market positioning.
39
40	### 3. Build Scenario Matrix
41
42	Map component combinations, revisions, and price triggers. Include `no trade` for mixed releases or failed liquidity conditions; do not assign probabilities without a calibrated model.
43
44	### 4. Post-Release Execution Gate
45
46	Use a pretested bar-based delay or price-structure trigger. Require verified actuals, acceptable spread/depth, stable timestamps, and a calculable stop; event labels do not determine a universal waiting period.
47
48	### 5. Trade the Reaction
49
50	- Continuation candidate: enter only on the specified closed-bar or retest trigger.
51	- Fade candidate: define overreaction in normalized returns and test separately; VWAP is a benchmark, not a guaranteed destination.
52
53	### 6. FOMC Analysis
54
55	Use `get_financial_news` to analyze FOMC statements and press conferences for hawk/dove tone shifts.
56
57	Analyze the decision, statement redlines, projections, and press conference separately. Measure the response in policy-rate futures/yields and the traded asset; do not infer fixed direction or duration from a hawkish/dovish label.
58
59	## Evidence and Validation
60
61	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
62	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
63	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
64	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
65	- Research basis: Use the official [Federal Reserve calendar](https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm) and [BLS release calendar](https://www.bls.gov/schedule/) because dates can change; Federal Reserve research shows reaction depends on surprise, disagreement, and regime.
66
67	## Key Rules
68
69	- Verify actuals and revisions from the primary source before interpretation.
70	- Use the predeclared execution gate; neither immediate trading nor a fixed wait is universally safe.
71	- Choose order type from the fill-versus-price-risk tradeoff; limits may not fill and markets may slip.
72	- Aggregate direct, correlated, and factor exposures in the event stress test.
73	- Treat clustered or conflicting components as lower confidence or `no trade`.
74	- Size from stress loss, not a vendor impact score.
75
76	## Related Skills
77
78	- sentiment-analysis -- Pre-event sentiment gauges positioning
79	- sector-rotation -- Macro data drives sector rotation shifts

People who liked this also viewed

6 picks

Type