us-macro-news-monitor

name	us-macro-news-monitor
description	Tracks US macro signals from Bloomberg, WSJ, and Reuters and maps potential spillover to Vietnam sectors; used when users ask about US macro news and likely impacts on Vietnamese equities.
compatibility	Requires OpenClaw web fetch and Brave API access.

US Macro News Monitor (Web Workflow)

Use this skill for US macro monitoring that can indirectly impact Vietnamese equities.

Data sources

Primary media sources:

• Bloomberg: https://www.bloomberg.com/
• WSJ: https://www.wsj.com/
• Reuters Markets: https://www.reuters.com/markets/

Fallback (open/public macro sources):

• Federal Reserve (FOMC/calendar/speeches): https://www.federalreserve.gov/
• BLS releases (CPI, jobs): https://www.bls.gov/
• BEA releases (GDP, PCE): https://www.bea.gov/
• FRED calendars/series metadata: https://fred.stlouisfed.org/

Tooling assumption

• OpenClaw web fetch + Brave API available.
• No Python scripts needed for this skill.

Execution workflow (ordered)

1. Collect fresh headlines from primary sources.
2. Replace blocked/paywalled coverage with fallback public sources.
3. Classify items into macro themes.
4. Tag each item with tone (risk-on, risk-off, neutral).
5. Map transmission channels to Vietnam sectors and representative tickers.
6. Run quality gate and confidence scoring.
7. Produce required output sections with source links.

Theme taxonomy

Classify each item into these macro themes:

• inflation
• rates/yields
• growth/employment
• USD/FX
• oil/energy
• geopolitics/trade

Summarization horizon:

• 24h changes
• 7d narrative drift

Data quality gate (required)

Run this gate before finalizing output:

1. Freshness: include only items with explicit publish/update time; report window in ICT (UTC+7).
2. Coverage: target >= 3 distinct sources; if < 3, downgrade confidence.
3. De-duplication: remove near-duplicate headlines by normalized title + URL domain.
4. Evidence tags: mark each claim as Fact or Inference.
5. Missingness log: list blocked/paywalled sources and what fallback replaced them.

Shared confidence rubric (required)

Apply this common standard:

• High: >= 3 distinct sources, <= 24h freshness for core items, and no single-source dominance over 60%.
• Medium: 2 sources or partial freshness gaps, but core themes still cross-confirmed.
• Low: 1 source only, stale coverage, or major paywall blocks without reliable fallback.

Always output confidence with:

1. Source count and source list.
2. Time window used (ICT UTC+7).
3. Main uncertainty driver (paywall, missing source, stale timing, or weak cross-confirmation).

Output format (required)

• Section 1: Top headlines with source URLs.
• Section 2: Theme counts and tone distribution.
• Section 3: Vietnam sector spillover map.
• Section 4: Actionable watchlist (what to monitor next).

Watchlist mode (optional)

If the user provides an ACTIVE_WATCHLIST (tickers), extend Sections 3–4:

• Add a Watchlist Impact Map that maps macro themes → transmission channel → each ticker.
• Provide monitoring triggers (what would confirm/negate the impact) and a confidence tag.
• Never output absolute buy/sell instructions; this skill produces signals and watch items.

Trigger examples

• "What US macro news overnight could move VN stocks today?"
• "Summarize Fed/CPI signals and their impact on Vietnam sectors."
• "Map US rates and USD narrative to Vietnamese equities."

Quality rules

• Clearly mark inferred impacts as inference.
• Respect paywalls: use only accessible metadata when full text is unavailable.
• Avoid over-claiming causality.
• If source coverage is below threshold, explicitly set confidence to Low.