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マクロ経済教育

トレーダーやアナリスト向けの、中央銀行解説、指標ガイド、および教育的なマクロコンテンツ。

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39 articles in this section

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JPY

Japanese Yen 1
Research 2026-04-14 12:00 UTC

The JPY Carry Trade: What It Is, How It Works, and Why It Matters for FX Traders

The Japanese yen has been the world's preferred carry trade funding currency for three decades. This guide explains the mechanics of the JPY carry trade, the rate differentials that drive it, the August 2024 unwind, and the signals every FX trader should monitor as the Bank of Japan slowly normalises.

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OTHER

OTHER 38
Research 2026-06-08 04:45 UTC

Bank of Canada Business Outlook Survey: What It Measures and Why It Matters for CAD

A practical guide to the Bank of Canada Business Outlook Survey, what it measures, how traders interpret it, and how FXMacroData uses it as official CAD business confidence coverage.

Reference
Research 2026-05-25 17:00 UTC

Introducing MCP Tasks on FXMacroData

FXMacroData MCP now supports asynchronous task execution, starting with macro briefings that combine indicator coverage, policy rates, GDP, and upcoming releases into one tracked background workflow.

Reference
Research 2026-05-25 16:45 UTC

Introducing FXMacroData Visualizations in MCP

FXMacroData MCP can now render inline charts for macro indicators, FX pairs, commodities, COT positioning, and policy-rate differentials, so traders and AI agents can move from raw data to visual judgment in a single workflow.

Reference
Research 2026-05-21 20:30 UTC

The Best Prompt Architecture for FX Bots in 2026

A practical prompt blueprint for FX agent systems: state layer, rules layer, risk layer, and output contract design that reduces hallucinations and improves deterministic behavior under live market stress.

Reference
Research 2026-05-21 19:40 UTC

Why Most Ai Fx Bots Fail In Live Trading

A practical failure taxonomy for AI FX automation: data assumptions, model drift, risk-policy gaps, execution friction, and operational blind spots that break bots in live markets even when backtests look strong.

Reference
Research 2026-05-21 18:55 UTC

Backtest Your Agent Logic Not Just Your Strategy

Traditional backtests miss a critical layer in AI trading systems: the agent decision process itself. Learn how to replay historical macro context and score reasoning quality, schema stability, and risk-policy compliance before trusting live automation.

Reference
Research 2026-05-21 18:05 UTC

Kill Switch Framework For Ai Fx Bots

A practical risk-engineering blueprint for AI FX systems: layered kill switches that halt trading on data drift, model instability, volatility shocks, and execution anomalies before damage compounds.

Reference
Research 2026-05-21 17:05 UTC

Build a Two-Agent FX Stack: Research Agent + Execution Gatekeeper

Design a safer AI FX workflow by splitting analysis from execution approval: one agent researches macro setups, a second gatekeeper enforces risk rules and blocks unsafe trades before they reach your broker.

Reference
Research 2026-05-21 16:10 UTC

Hermes Vs Claude Vs Gemini For Fx Bot Reasoning

A practical model scorecard for FX automation: Hermes, Claude, and Gemini compared on macro-regime interpretation, JSON schema fidelity, latency behavior, and operating cost trade-offs.

Reference
Research 2026-05-21 15:30 UTC

Build a Real-Time FX Event Agent That Front-Runs Your Morning Prep

Replace 45 minutes of manual pre-market prep with an always-on AI agent that scans the FXMacroData release calendar, ranks today's events by market impact, and delivers a structured briefing before London open.

Reference
Research 2026-05-21 10:00 UTC

How to Build an FX Trading Agent with NVIDIA NemoClaw and FXMacroData

Run an always-on, sandboxed FX trading agent using NVIDIA NemoClaw and OpenClaw. Connect FXMacroData's macro API to a secure Nemotron-backed agent that monitors inflation prints, policy decisions, and release calendars — and alerts you on Telegram when macro surprises hit your thresholds.

Reference
Research 2026-05-20 12:00 UTC

How To Use Openai Codex With Fxmacrodata For Fx Trading

Wire OpenAI Codex into FXMacroData so the agent can pull live policy rates, inflation prints, COT positioning and FX spot — and then write the trading scripts for you. Covers both the direct REST API and the MCP server connection.

Reference
Research 2026-05-05 14:30 UTC

Using FXMacroData with Prediction Markets: Kalshi and Polymarket

Step-by-step guide to connecting FXMacroData macro announcements, consensus forecasts, and COT positioning data to prediction market contracts on Kalshi and Polymarket — with working Python code.

Reference
Research 2026-05-04 14:00 UTC

Forecasting Macro Releases: How to Use the FXMacroData Predictions API

Market moves before the number drops. The FXMacroData predictions API surfaces market consensus, central-bank projections, IMF WEO forecasts, and survey data for every covered indicator — all linked to realised observations via a stable announcement_id so you can measure forecast accuracy and build lookahead-free backtests.

Reference
Research 2026-04-22 12:00 UTC

ブレークイーブンインフレ率と債券市場:FX・金利トレーダー向けガイド

名目国債利回りとTIPSのスプレッドであるブレークイーブンインフレ率は、FXおよび金利トレーダーにとって最も強力な先行指標の一つです。本ガイドでは、その算出方法、示すもの、そして実際の取引フレームワークへの組み込み方について解説します。

Reference
Research 2026-04-22 10:00 UTC

What is NAIRU and How It Shapes Fed Policy

NAIRU — the Non-Accelerating Inflation Rate of Unemployment — is the invisible anchor behind every Fed rate decision. This guide explains what NAIRU is, how the Fed uses it to balance its dual mandate, and why uncertainty about the equilibrium unemployment rate is one of the biggest drivers of USD volatility around payroll and inflation releases.

Reference
Research 2026-04-21 10:00 UTC

Sight Deposits and CHF Intervention Signals

SNB sight deposits are the most transparent real-time proxy for CHF intervention available to FX markets. Each week the Swiss National Bank publishes the total held by domestic banks — a number that rises sharply when the SNB is buying foreign currency to weaken the franc and falls when it is selling. This guide explains how to read the series, what thresholds matter, and how CHF traders combine it with FX reserves, the balance sheet, and the policy rate to build a complete intervention risk framework.

Reference
Research 2026-04-17 06:00 UTC

韓国銀行:金利サイクル、インフレのリセット、そしてUSD/KRWの見通し

韓国銀行は、パンデミック後のインフレを抑制するため、金利を15年ぶりの高水準である3.50%まで引き上げた後、CPIが2%目標に収束するにつれて慎重に利下げを開始しました。この分析では、BOKの金利サイクル全体を概観し、韓国の根強い家計債務の制約、半導体輸出の回復、そして2026年後半に向けてUSD/KRWで注目すべき点について掘り下げます。

Reference
Research 2026-04-14 12:00 UTC

COTレポート解説:その内容とFXトレーダーが注目する理由

CFTC建玉明細(COT)レポートは、世界の主要な投機筋が通貨先物市場でどのようなポジションを取っているかをFXトレーダーに毎週伝えます。このガイドでは、レポートの仕組み、混み合った取引や極端なポジションの特定方法、そしてFXMacroData APIを介して基礎データにアクセスする方法について解説します。

Reference
Research 2026-04-14 12:00 UTC

From CPI to PCE: The Inflation Indicators FX Traders Track and Why They Matter

A comprehensive guide to the seven families of inflation indicators covered by the FXMacroData API — headline CPI, core CPI, trimmed mean, PCE, PPI, breakeven rates, and inflation-linked bond yields — and how each moves FX markets.

Reference
Research 2026-04-14 11:30 UTC

メキシコ銀行:Banxicoの金利サイクル、インフレ、およびUSD/MXNの見通し

Banxicoは過去最高の11.25%まで利上げし、インフレが3%目標に収束するにつれて、慎重に中立水準へと利下げを進めています。本分析では、金利サイクル全体、メキシコの根強いコアインフレ、ニアショアリングの構造的背景、USD/MXNの変動要因、そしてすべてのペソトレーダーが追跡すべき政治的リスク要因について解説します。

Reference
Research 2026-04-14 11:15 UTC

The HKMA and the HKD Peg: Inside Hong Kong's Currency Board

The Hong Kong Monetary Authority does not set interest rates — it defends a peg. This deep-dive covers the Linked Exchange Rate System's 7.75–7.85 convertibility band, the automatic HKMA base rate formula that mirrors the Fed, the aggregate balance and HIBOR dynamics, and what the China factor means for USD/HKD traders.

Reference
Research 2026-04-14 11:00 UTC

The Monetary Authority of Singapore: Exchange Rate Policy and the SGD

Unlike most central banks, the MAS steers Singapore’s economy through the exchange rate, not an interest rate. This guide explains the S$NEER band mechanism, traces the five-step 2022 tightening cycle, and maps the CPI, NEER, SORA, and GDP signals that drive SGD positioning.

Reference
Research 2026-04-14 10:00 UTC

ブラジル中央銀行とSELICサイクル:BRLトレーダーが知るべきこと

ブラジル中央銀行(Banco Central do Brasil)のSELIC金利サイクル、IPCAインフレ動向、実質金利、そしてBRLを新興市場で最も複雑でありながらも報われるキャリートレードの一つにしているコモディティとの連動性について深く掘り下げます。

Reference
Research 2026-04-14 10:00 UTC

デンマーク国立銀行とDKK:ユーロペッグの内側

デンマーク国立銀行がどのようにEUR/DKKペッグを維持しているか、なぜCD金利がECBに追随するのか、そしてFXMacroData APIを使用してデンマークの全体的なマクロ経済状況(政策金利、インフレ、失業率、貿易収支、GDP)を監視する方法について深く掘り下げます。

Reference
Research 2026-04-14 10:00 UTC

The Riksbank Decoded: How Sweden’s Central Bank Shapes the Krona

Sweden’s Riksbank completed a full rate cycle — from zero to 4% and back to 1.75% — in under three years, making the krona the best-performing G10 currency of 2025. This analysis traces the full policy path, maps KPIF inflation against the 2% target, and shows how EUR/SEK and USD/SEK respond to the Riksbank–ECB rate differential.

Reference
Research 2026-04-14 09:00 UTC

Narodowy Bank Polski: Key Indicators & API Data Guide

A comprehensive guide to the Narodowy Bank Polski (NBP), covering its monetary policy mandate, key macroeconomic indicators — from the NBP Reference Rate and CPI to GDP, labour market data, trade flows, and retail sales — and how to access all PLN data in real time via the FXMacroData API.

Reference
Research 2026-04-14 08:00 UTC

The People's Bank of China: Easing Into the Storm

The PBoC is executing its most aggressive easing cycle since 2008 — yet the yuan is strengthening and gold reserves are at record highs. A data-driven breakdown of deflation risk, LPR cuts, USD/CNY dynamics, and what it means for FX traders.

Reference
Research 2026-03-03 06:28 UTC

Australian Bureau of Statistics: Key Economic Indicators for AUD Traders

The Australian Bureau of Statistics (ABS) is Australia's national statistical authority, publishing the inflation, labour force, GDP, trade, and wages data that drive RBA decisions and AUD exchange rates. This guide explains what each ABS release measures, why it matters for macro traders, and how to access the full data suite programmatically.

Reference
Research 2026-02-27 09:20 UTC

Why Announcement Timing Matters: Second-Level Precision in Economic Data

Markets react to economic releases at the moment of announcement — not at the end of the reference period. Discover why using precise announcement datetimes at second-level granularity is essential for backtesting, event studies, and any FX strategy built around macro data releases.

Reference
Research 2026-02-27 08:40 UTC

Bank of Canada: Key Indicators & API Data Guide

A comprehensive guide to the Bank of Canada (BoC), covering its monetary policy mandate, key macroeconomic indicators — from the Overnight Rate and CORRA to Canadian CPI, labour market data, monthly GDP, and Government of Canada bond yields — and how to access all BoC data in real time via the FXMacroData API.

Reference
Research 2026-02-27 08:20 UTC

Bank of Japan: Key Indicators & API Data Guide

A comprehensive guide to the Bank of Japan (BOJ), covering its monetary policy mandate, key macroeconomic indicators — from the policy rate and TONAR to Japan's CPI, wage dynamics, and the full JGB yield curve — and how to access all BOJ data in real time via the FXMacroData API.

Reference
Research 2026-02-27 08:00 UTC

Reserve Bank of New Zealand: Key Indicators & API Data Guide

A comprehensive guide to the Reserve Bank of New Zealand (RBNZ), covering its monetary policy mandate, key macroeconomic indicators — from the Official Cash Rate (OCR) and CPI to labour market data, bond yields, and money supply — and how to access all RBNZ data in real time via the FXMacroData API.

Reference
Research 2026-02-26 10:00 UTC

Swiss National Bank: Key Indicators & API Data Guide

A comprehensive guide to the Swiss National Bank (SNB), covering its monetary policy mandate, key macroeconomic indicators — from the SNB policy rate and SARON to Swiss CPI, sight deposits, bond yields, and the SNB balance sheet — and how to access all SNB data in real time via the FXMacroData API.

Reference
Research 2026-02-26 09:30 UTC

Bank of England: Key Indicators & API Data Guide

A comprehensive guide to the Bank of England (BoE), covering its monetary policy mandate, key macroeconomic indicators — from the Bank Rate and SONIA to UK CPI, labour market data, and Gilt yields — and how to access all BoE data in real time via the FXMacroData API.

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Research 2026-02-26 09:00 UTC

US Federal Reserve: Key Indicators & API Data Guide

A comprehensive guide to the US Federal Reserve, covering its dual mandate, key macroeconomic indicators — from the federal funds rate and Core PCE to NFP, Treasury yields, and the breakeven inflation rate — and how to access all Fed data in real time via the FXMacroData API.

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Research 2026-02-26 08:30 UTC

European Central Bank: Key Indicators & API Data Guide

A comprehensive guide to the European Central Bank (ECB), covering its monetary policy mandate, key macroeconomic indicators — from the deposit facility rate and HICP inflation to trade flows and euro-area bond yields — and how to access all ECB data in real time via the FXMacroData API.

Reference
Research 2026-02-26 08:00 UTC

Reserve Bank of Australia: Key Indicators & API Data Guide

A comprehensive guide to the Reserve Bank of Australia (RBA), covering its monetary policy mandate, key macroeconomic indicators — from the cash rate and CPI to labor market and bond yields — and how to access all RBA data in real time via the FXMacroData API.

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