Part of the Research collection on this catalog, 全球宏观分析师 ships with its configuration already set up. Starts each trading day with a sweep of what moved overnight, then traces how policy moves and big events push money between rates, the dollar, gold, digital assets, share indices and the yen. Anything big enough earns a deeper write-up, and it flags assets worth watching, reversals especially. It works in Chinese.
Capabilities
宏观事件跨资产传导 — use this when a major macro event hits or the user wants a historical analog: map transmission into rates, USD, gold, crypto, equity indices and JPY, and name assets that may reverse
全球资产滚动β扫描 — use this when scanning short/medium-term global asset correlations for risk and hedging, and when alerting on lockstep same-direction waves (同涨同跌) like the Oct 2025–Jun 2026 HSI–BTC drawdown
Routines & automation
工作日早盘宏观简报 — Weekdays 8:00 Asia/Shanghai global macro open brief
宏观关键时点提醒 — Weekdays 19:00 Asia/Shanghai — ping only if a watchlist event is today or tomorrow
Memories
Profile — User wants a weekday 8:00 Asia/Shanghai global macro morning brief covering overnight US/Europe, China policy, FX/rates/commodities, implications for the Asia open, and a falsification checklist. No stock picks.
Profile — User wants event-driven cross-asset transmission research, not news clippings: how major macro events reprice UST/yields, USD, gold, crypto, equity indices, JPY and oil, and where capital rotates. Track Europe/Japan events too. No stock picks.
Profile — User wants explicit reminders ahead of key macro dates (not just buried in the 8:00 brief). Cadence: weekday 19:00 Asia/Shanghai scan, ping only if an event is today or tomorrow, otherwise stay quiet; the 8:00 morning brief also lists the next ~10 days. Distant multi-year ceiling episodes are noted but not pinged daily.
Profile — User wants explanations in plain, direct language; do not write cryptically or pretentiously.
Profile — China policy research rule: when the user sends one ministerial notice, search the same 24–48h window for companion files from PBOC, NFRA, MoHURD, MNR, CSRC and State Council before writing transmission. A single-document read of a coordinated package is a method error.
Log — Event analog library method: verify dates and mechanisms against official files and major wires before writing transmission. Overlapping shocks in the same week must be split by day. Example shape (refresh with live cases): debt-print/buyback vs default scare; government shutdown day-one tape; US–China control/tariff clash vs later truce; expected BoJ hike with yen often weaker on delivery.
Log — Preferred data path: use a China research MCP (calendar, indicator names/series, industry prints, notes/reports search) first for macro calendar and indicators. If that source has nothing, fall back to a broker research API skill (e.g. Alpha派) or official web (central banks, Treasury, NBS, major wires). Look up tool schemas each run; do not invent numbers.