Polymarket Macro Inflation Chain Trader

Macro Inflation Chain Trader

This is a template. The default signal chains commodity pressure through rate expectations to equity markets -- remix it with real-time CPI data feeds, Fed funds futures, or Treasury yield curve signals. The skill handles all the plumbing (market discovery, classification, chain logic, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Most Polymarket traders analyze markets in isolation: oil markets, Fed markets, or equity markets separately. But macro economics is a chain reaction:

1. Oil/commodity prices rise -- input costs increase across the economy
2. Inflation expectations rise -- the Fed holds or hikes rates instead of cutting
3. Rate-sensitive equities should fall -- higher rates compress equity valuations

This skill monitors all three layers simultaneously and trades the divergence when one layer hasn't caught up to the others.

Signal Logic

Step 1: Classify Markets

All markets from get_markets(limit=200) are classified into three buckets:

• Commodity: oil, WTI, crude, brent, natural gas, copper, gold, OPEC
• Monetary: Fed, rate cut/hike, FOMC, inflation, CPI, interest rate, Powell
• Equity: NVIDIA, Amazon, S&P, Nasdaq, stock, earnings, market cap

Step 2: Compute Aggregate Indicators

Step 3: Chain Logic

Conviction-Based Sizing

• Chain signals scale with the magnitude of the divergence between commodity and equity layers
• Standard signals use the CLAUDE.md formula: conviction = (threshold - p) / threshold
• Size = max(MIN_TRADE, conviction * MAX_POSITION) -- never flat sizing

Remix Ideas

• Fed funds futures: Replace rate_hawkish with CME FedWatch implied probabilities
• Treasury yield curve: Use 2y-10y spread as a direct hawkish/dovish indicator
• CPI nowcasting: Feed Cleveland Fed CPI nowcast into commodity_pressure for real-time inflation signals
• Supply chain indices: Add Baltic Dry Index or semiconductor lead times for deeper commodity pressure

Market Categories Tracked

COMMODITY_KW = ['oil', 'wti', 'crude', 'brent', 'commodity', 'commodities',
                'natural gas', 'copper', 'gold price', 'silver price',
                'oil price', 'barrel', 'opec']
MONETARY_KW  = ['fed', 'federal reserve', 'rate cut', 'rate hike', 'fomc',
                'inflation', 'cpi', 'interest rate', 'monetary policy',
                'powell', 'rate hold', 'basis points', 'hawkish', 'dovish']
EQUITY_KW    = ['nvidia', 'amazon', 's&p', 'sp500', 'nasdaq', 'stock',
                'dow jones', 'apple', 'tesla', 'microsoft', 'google',
                'meta', 'equity', 'market cap', 'ipo', 'earnings',
                'above', 'below', 'stock price']

Risk Parameters

Installation & Setup

clawhub install polymarket-macro-inflation-chain-trader

Requires: SIMMER_API_KEY environment variable.

Cron Schedule

Runs on demand or via automaton. Cron is set to null -- configure it in the Simmer UI when ready.

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only execute when --live is passed explicitly.

The automaton cron is set to null -- it does not run on a schedule until you configure it in the Simmer UI. autostart: false means it won't start automatically on install.

Required Credentials

Tunables (Risk Parameters)

All risk parameters are declared in clawhub.json as tunables and adjustable from the Simmer UI without code changes. They use SIMMER_-prefixed env vars so apply_skill_config() can load them securely.

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
• Publisher: hello@simmer.markets

Review the source before providing live credentials if you require full auditability.