It's too late, but I'm also looking for such an RSS feed. I think I end up creating an RSS bot to parse the AJAX response used to get the activity feed:
http:
This URL does not work out of the box, I think we need to send some cookies in order to access this page in order to make Steam think that the bot is registered as a regular user. It returns the HTML markup used to display the activity feed, and the URL for the next batch of actions.
Please note that this HTML markup is difficult to parse because it is incompatible.
source share