get_macro_causality_graph_tool
Purpose: Lag-aware causal graph between macro categories (bonds / vix / forex / credit / inflation / liquidity / commodities). Returns only statistically significant lead-lag pairs (e.g. forex -> vix 7d rho=-0.41). Triggers (casual questions too): "what happens to VIX when bonds move?", "금리 오르면 뭐가 움직여?", "which macro leads which?", "거시 지표끼리 인과관계 있어?", "does the dollar lead volatility?". When to call: assess pre-emptive cross-category impact after a macro event. Prerequisites: none. Next steps: get_macro_influence_map for category -> market impact. Caveats: Pearson-based; requires >= 30 samples; p < 0.05 filter.
Args: min_abs_corr: Minimum |corr| (default 0.15) max_p_value: Maximum p-value (default 0.05)
Disclaimer: Information only, not investment advice.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| max_p_value | No | ||
| min_abs_corr | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||