DeepQ Macro Analysis

Problem

Macro variables and industry research are often scattered across reports, news items, and event feeds. Engineers and research assistants need a fast way to answer questions such as how a Fed rate cut affects A-shares or how institutions interpret today's CPI data, then connect those signals to specific sectors. This skill turns macro events, macro research views, and industry research views into a queryable analysis layer.

How It Works

The skill relies on the DeepQ MCP Server for data tools and is intended to run inside an agent where the MCP Server is already configured. Core capabilities include:

• Macro event analysis: interprets economic policy, data releases, and global events, then maps their impact paths to A-shares.
• Macro research views: queries analyst judgments on GDP, CPI, PPI, PMI, monetary policy, exchange rates, and related topics.
• Industry research views: queries institutional views and investment logic for specific industries, concept boards, or themes.
• Combined analysis: calls event, research, and industry tools in parallel, then synthesizes macro context, research views, sector impact, and a conclusion.

The execution path depends on the question type: event impact routes to macro event analysis; institutional judgment routes to macro research; sector or theme questions route to industry research; macro plus industry questions use parallel retrieval followed by synthesis.

Boundaries

Research views are time-sensitive, so prioritize content from the last 7 days. Event date ranges should usually cover 1 to 4 weeks. When macroEventAnalysis has an empty keyword, it returns recent market-wide macro events, which is better for overviews than for locating one event. The output is macro and sector analysis, not trading signals, individual stock diagnosis, or real-time market data.