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Claude Skills by rgourley
github.com/rgourley64 skills2 installs78 views
- Signal DecayEstimate the half-life of a candidate signal by computing rolling information coefficient (IC) vs forward returns over a 5-year window and fitting an exponential decay to the IC series. Motivated by 2024-25 factor decay literature showing most published signals have decayed sharply post-publication. Reports the fitted half-life in trading days, the recent vs early IC delta (regime break check), and a full performance tearsheet on the signed-signal PnL. Four built-in signals: momentum, mean_re...Votes: 0GitHub stars: 7
- Single Name Vs SectorSplit one name's relative strength into two clean legs, name vs its sector ETF and sector vs benchmark, so you can tell whether the name is strong because its sector is strong or because it is pulling away from its own sector. Maps the ticker to its SPDR sector ETF (XLK, XLF, XLE, XLV, XLI, XLY, XLP, XLU, XLB, XLRE, XLC) with a --sector override for any name. Computes name-vs-sector, sector-vs-benchmark, and name-vs-benchmark RS in basis points across 5/20/60/120-day windows, a divergence sco...Votes: 0GitHub stars: 7
- Slippage CostSlippage analysis on an executed-fills CSV. For each fill, pulls the NBBO at the fill timestamp, computes slippage versus the inside quote and session VWAP, and flags fills that crossed the spread, traded off-NBBO, paid through a wide spread, or showed adverse selection in the 30 seconds after the print. Compares fill price to NBBO at fill time, NOT to arrival-price benchmark. This is not true Implementation Shortfall. IS would compare fills against the decision-time benchmark; this compares ...Votes: 0GitHub stars: 7
- Smart Money ClusterWorkflow composite that runs manager-portfolio-diff across a curated cohort of well-known filers (Berkshire, Baupost, Renaissance, Bridgewater, Third Point, Pershing Square, Tiger Global, Scion, Appaloosa) and aggregates the initiations, adds, and exits by issuer. Surfaces cross-fund conviction: names that appeared in >= N funds' new positions this quarter. Requires Stocks Basic. Runs on the free tier.Votes: 0GitHub stars: 7
- Stock One PagerBeginner-friendly single-name snapshot. Composes technical-briefing + earnings-blackout + market-regime into a plain-language card. The retail-tier answer to "what should I know before buying this thing I saw on social." Zero jargon. Every claim gated by what the data actually says. Use when a first-time trader (or a friend) asks about a specific stock, or when the operator wants a low-glossary read before doing deeper work.Votes: 0GitHub stars: 7
- T+1 Settlement PrepTake a trade file (recent trades that haven't settled yet) and walk every line against the business-day calendar plus the corporate-action calendar to flag trades with settlement risk. Catches holiday adjacency, weekend crossing, short-sale locate prompts, ex-dividend in the settlement window, mid-settlement splits, and half-day DTCC cutoffs. Exception-report mode. Runs on a free Stocks Basic key.Votes: 0GitHub stars: 7
- Technical BriefingSingle-name technical briefing — composite trend regime, RSI momentum, MACD cross, key MAs (20/50/200), Bollinger position, ATR as % of price, ADV-bucketed liquidity context — in a sell-side-quality block. Use when the user asks "what does the chart say on NVDA right now?" or "give me a technical read on TSLA." Doesn't predict direction; reads textbook indicators and labels the regime. Requires Stocks Starter.Votes: 0GitHub stars: 7
- Universe BuilderBuild a filtered, ranked equity universe from a candidate pool and emit a Bloomberg EQS / FactSet screener-style table. Chain composable predicates (market cap, momentum, valuation, options activity), rank survivors by composite z-score, flag sector concentration, and document survivorship handling. Use when the user wants a screen, a watchlist, or a defensible starting universe for backtests or factor research. Runs on a free Massive Basic key (with rate-limit caveats) and the first table-mo...Votes: 0GitHub stars: 7
- Valuation Sanity CheckSanity-check an internal analyst valuation thesis against the live peer set. Input the target price, assumed revenue growth, assumed EBITDA margin, and horizon; the skill pulls the current name, builds the peer cohort, computes target-implied multiples vs the peer 25-75 band, compares the growth and margin assumptions to the peer distribution, runs a simplified reverse-DCF, and emits either a single-point fair-value estimate or a full fair-value distribution (--mc flag) as a one-page sell-sid...Votes: 0GitHub stars: 7
- Vs Benchmark AuditTake a book (weights per ticker), compute the daily portfolio return series, and run the full tearsheet with deflated Sharpe correction (Bailey & Lopez de Prado) plus rolling IC vs benchmark. Emits a verdict (real_alpha / possibly_alpha / essentially_beta / underperforming / no_edge_evident) based on DSR significance, alpha annualized, and beta. Answers "is this book actually alpha, honestly?" Requires Stocks Basic.Votes: 0GitHub stars: 7
- Weekly BriefSunday-night briefing for the week ahead. Composes market-regime + sector-rotation-signal + macro-event-calendar (7d) + earnings-blackout (7d) into a watchlist-focused prep brief. Different from portfolio-review, which is position-focused; this one asks "what's happening this week across the names I care about." Use when the operator wants recurring weekly context, not on-demand book review.Votes: 0GitHub stars: 7
- Zero Dte GammaEstimate net dealer gamma exposure (GEX) for same-day-expiry (or nearest-expiry) SPY / SPX / QQQ / IWM options and identify gamma pins. Uses Black-Scholes gamma applied to reported open interest with a standard dealer positioning assumption (short customer calls, long customer puts). Reports net dealer gamma, gamma regime (long / short), gamma flip strike, and top 5 gamma pin strikes with per-side notional gamma. Motivated by 2024-25 research on how 0DTE options now drive systematic intraday ...Votes: 0GitHub stars: 7
- Financial Ui PatternsUse when building any UI that displays prices, P&L, holdings, orders, trades, charts, order books, watchlists, or streaming market data. Covers patterns from Kraken, Coinbase, TradingView, Bloomberg, Robinhood. Read before writing JSX for any financial surface.Votes: 0GitHub stars: 6
- Financial Ui StylesUse when building any financial UI to select a visual aesthetic — Bloomberg-style pro terminal, TradingView-style modern pro, Robinhood-style retail, FT-style editorial, Massive/Stripe-style API dashboard, Coinbase/Binance-style crypto exchange, TastyTrade-style options pro, Wise-style retail light, Uniswap-style DeFi, or iOS Stocks-style Apple native. Loads AFTER `financial-ui-patterns` (which handles correctness). Read when user says "make it look like X" or specifies a brand/style direction.Votes: 0GitHub stars: 6