Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use for corporate bond data from WRDS: Dickerson cleaned TRACE bond returns, credit spreads, duration, ratings, liquidity, factor betas, and momentum. Covers contrib.dickersonbondsmonthly (140 cols, monthly panel with pre-computed signals) and contrib.dickersonbondsdaily (43 cols, daily transaction prices/analytics).…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use for CRSP stock data on WRDS: returns, prices, adjustments, delisting, dividends, identifiers (PERMNO/CUSIP), CCM linking (PERMNO-GVKEY), and Compustat fundamentals via comp.funda/fundq. Uses PostgreSQL. user: "I need to compute cumulative returns for a list of stocks over a 12-month period." assistant: Uses…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Fama-French style factor construction expert for PyBondLab. Covers FF methodology (custom breakpoints, annual rebalancing, independent sorts, breakpoint universe filtering) and FF3 replication (SMB, HML). Works with any dataset: equity, bonds, or other asset classes. user: "I want FF-style factors using bond…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use for Fama-French factor data from WRDS: FF5 factors (MktRf, SMB, HML, RMW, CMA), momentum (UMD), and risk-free rate (Rf). Covers ff.fivefactorsmonthly (751 rows, 1963-07 to 2026-01) and ff.fivefactorsdaily (15,751 rows, 1963-07 to 2026-01). Uses PostgreSQL. user: "Get monthly Fama-French factors for 2024."…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use for JKP (Jensen, Kelly, Pedersen 2023) Global Factor Data on WRDS: 443 pre-computed stock characteristics covering valuation, momentum, profitability, risk, growth, quality, and more. Covers contrib.globalfactor (30M+ rows, 93 countries, 1926–2025). Pre-linked permno and gvkey — no CCM merge needed. Links to CRSP…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use for OptionMetrics (IvyDB) data on WRDS: option prices, implied volatility, Greeks, volatility surfaces, and linking to CRSP via SECID-PERMNO. Uses PostgreSQL. user: "I need ATM implied volatilities for S&P 500 stocks over 5 years." assistant: Uses optionmetrics-wrds-expert to design extraction from stdopd tables.…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use this agent when the user wants to read, understand, or summarize academic papers in finance, economics, statistics, econometrics, or computer science. This includes requests to analyze PDFs of research papers, create structured summaries, extract key contributions, methods, or findings from academic literature, or…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
PyBondLab domain expert: API semantics, parameter rules, strategy concepts, result interpretation, and troubleshooting. Use for any question about how PyBondLab works, correct parameter usage, or result accessor methods. user: "What does getreturns() return?" assistant: Uses pybondlab-expert. getreturns() returns a…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Workflow conductor for PyBondLab portfolio analysis. Drives multi-step processes: data inspection, column mapping, strategy selection, code generation, execution, and result interpretation. Delegates domain knowledge to pybondlab-expert. user: "I have a parquet file of bond data. Help me construct credit spread…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use for NYSE TAQ high-frequency data on WRDS: trades, quotes, NBBO, realized variance, spreads, and trade filtering. Uses SSH + SAS for tick-level extraction; PostgreSQL available for aggregated/cross-sectional queries. user: "I need to compute 5-minute realized variance for a list of stocks." assistant: Uses…
Alexander-M-Dickerson/ai-asset-pricing
Agent Claude Code
Use for complex multi-database WRDS queries combining CRSP, Compustat, OptionMetrics, TAQ, JKP/Global Factor Data, and Dickerson Bonds. Orchestrates specialized agents, manages query project structure, and handles git commits. user: "Build a query that gets option IVs and matches them with CRSP returns around…
Alexander-M-Dickerson/ai-asset-pricing
Hook Claude Code
Runs after a tool call finishes for Write, Edit and Bash tool calls, executing compile-tex.sh and cleanup-after-pip.sh via bash (2 commands). From Alexander-M-Dickerson/ai-asset-pricing.
Alexander-M-Dickerson/ai-asset-pricing
Hook Claude Code
Runs before the agent uses a tool for Bash tool calls, executing preflight-check.sh via bash. From Alexander-M-Dickerson/ai-asset-pricing.
Alexander-M-Dickerson/ai-asset-pricing
Hook Claude Code
Runs when a session starts on startup and resume, executing session-context.sh via bash (2 commands). From Alexander-M-Dickerson/ai-asset-pricing.
Alexander-M-Dickerson/ai-asset-pricing
Settings file Claude Code
Agent settings declaring 3 hook events (PostToolUse, PreToolUse, SessionStart) and 44 allowed tools.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Audit all table and figure captions for language, notation, and formatting consistency.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Adversarial audit of mathematical proofs, derivations, and formal environments.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Deep audit of a single section -- style, factual accuracy, citations, logical flow.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Reference for the Dickerson corporate bond dataset: column mappings between WRDS and PyBondLab, rating encoding, return definitions, signal clusters, and data gotchas. Auto-apply when loading bond data for PyBondLab analysis.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Generate guidance/paper-context.md from user-provided .tex, .md, or .pdf files.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Create and compile Beamer presentations following the Rhetoric of Decks philosophy. Use when making seminar or conference slides.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Compile LaTeX to PDF using pdflatex + bibtex cycle.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Fast cross-section consistency scan for numbers, terminology, and references.
Alexander-M-Dickerson/ai-asset-pricing
Skill Claude CodeCodex
Show diff between current and proposed text with change rationale.