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 |
| Prepare a Fed or central-bank policy meeting preview. | workflows/fed-policy-preview.md |
| Translate macro data into equity, rates, credit, FX, commodity, and portfolio implications. | 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.