rgourley

rgourley/quant-garage

Instructions file

Claude Code instructions for rgourley/quant-garage, covering claude.md — quant-garage, what this is, repo layout, non-negotiable invariants and common tasks.

rgourley/quant-garage

Skill Claude CodeCodex

Scan SEC 8-K disclosures across a single ticker or a watchlist using Massive's pre-parsed disclosure taxonomy. Groups the underlying rows by filing (one 8-K carries N tagged Items), ranks by signal bucket (M&A / Restatement / Material agreement / Regulatory / Leadership change / Capital / Earnings / Corporate…

rgourley/quant-garage

Skill Claude CodeCodex

Track sell-side analyst positioning on a name via Benzinga Analyst Ratings. Pulls every rating event over the lookback window, classifies each as upgrade / downgrade / initiation / reiteration / drop-coverage / PT-change, aggregates the latest rating and price target per firm, and reports the current consensus (median…

rgourley/quant-garage

Skill Claude CodeCodex

Build a clean, point-in-time, ready-to-backtest OHLCV dataset for a US equity universe across an arbitrary date window. Emits parquet plus a manifest plus an edge-case log, with corporate actions reconciled, survivorship treatment documented, holidays and half-days preserved correctly, and any IPO partial coverage or…

rgourley/quant-garage

Skill Claude CodeCodex

Bayesian Online Change-Point Detection (BOCPD) on a ticker's daily log returns. Detects points in time where the return-generating distribution changed (regime shift in mean, vol, or both), reports the confidence at each detected boundary, and emits per-segment statistics (annualized return, annualized vol) so the…

rgourley/quant-garage

Skill Claude CodeCodex

Single-commodity macro read. Answers "is this commodity in a winning or losing macro setup right now" and names the macro driver that dominates it. Pulls one commodity ETF (default GLD; accepts SLV, USO, DBC, or any commodity ETF) plus the macro context it needs (UUP for the dollar, TIP and IEF for a real-yield proxy…

rgourley/quant-garage

Skill Claude CodeCodex

Reconcile a position file against splits, dividends, and spinoffs to catch breaks before they hit P&L or T+1 settlement. Use when an operator hands over a CSV of positions and asks "are these right after the recent corporate actions." Runs on a free Massive Basic key.

rgourley/quant-garage

Skill Claude CodeCodex

Scan for material 8-K corporate actions over a lookback window. For a ticker or watchlist, pulls SEC EDGAR 8-K filings, filters to material items (offerings, private placements, splits, spin-offs, buybacks, M&A, restatements), cross-references Massive news for the headline, and computes T+1 and T+5 price reactions.…

rgourley/quant-garage

Skill Claude CodeCodex

Surface 24h crypto volatility and microstructure anomalies across a universe (default top 10) as a Bloomberg crypto desk / Cheddar-Flow-for-crypto-style stream. Per-name: realized vol spike (vs 30d distribution), volume anomaly (vs 30d avg), cross-exchange basis (max bid-ask divergence across Coinbase / Binance /…

rgourley/quant-garage

Skill Claude CodeCodex

Lightweight watchlist scanner. Takes a comma-separated list of tickers plus a forward window and returns each ticker's earnings status (blackoutimminent, blackoutsoon, blackoutextended, justprinted, recentprint, clear, unresolved) with the next/most-recent print date and consensus EPS where available. Use before a…

rgourley/quant-garage

Skill Claude CodeCodex

Produce a sell-side-grade earnings preview for a single ticker: implied vs realized move, beat/miss history, post-earnings drift, peer reaction, and a one-line take. Use when an analyst, PM, or trader is preparing for a specific company's earnings print. Lite mode runs on Stocks Starter; full mode adds IV crush…

rgourley/quant-garage

Skill Claude CodeCodex

Sunday-night prep for the week's earnings prints. Runs earnings-blackout across the watchlist to find who prints in the window, then earnings-drilldown + technical-briefing per imminent print (capped to topndrilldown for cost control). Use when the operator has multiple names printing in a single week and wants a…

rgourley/quant-garage

Skill Claude CodeCodex

Measure abnormal returns around a corporate event for one or many tickers. Three input modes pick the output shape automatically: single ticker + single event renders a sell-side note (with t-stat vs that name's reaction distribution); many tickers + one event class renders a cross-section table; many events + many…

rgourley/quant-garage

Skill Claude CodeCodex

Run a quant-style multi-factor backtest on a defined US equity universe. For momentum, value, quality, and low-vol factors, compute decile spreads, information coefficients with t-stats, IC decay curves at 1M/3M/6M/12M forward horizons, single-name attribution at the long and short tails, and the factor correlation…

rgourley/quant-garage

Skill Claude CodeCodex

Score 10-K narrative sections (Business, Risk Factors) for a ticker using the Loughran-McDonald finance sentiment dictionary and report year-over-year tone shifts by category (negative, uncertain, litigious, modal-weak, modal-strong, constraining). Answers "did management's language get more defensive this year?" Uses…

rgourley/quant-garage

Skill Claude CodeCodex

Workflow composite that runs five filing / ownership skills on a single ticker (8-k-scanner + risk-factor-delta + filing-sentiment + insider-flow + analyst-tracker) and returns a unified fundamental report with a cross-source verdict (predominantlyconstructive / predominantlyconcerning / mixed / noclearsignal).…

rgourley/quant-garage

Skill Claude CodeCodex

Rates and credit view via ETF proxies (SHV, SHY, IEF, TLT, TIP, LQD, HYG, AGG). Reports returns across 1/5/20/60/120 day windows, price percentile vs trailing year, HYG-LQD credit spread delta and TLT-IEF duration spread delta, plus HYG-benchmark correlation. Derives a regime label (riskoff, creditstress, goldilocks…

rgourley/quant-garage

Skill Claude CodeCodex

Track corporate guidance history for a ticker via Benzinga Corporate Guidance. Classifies each event as raised / lowered / reaffirmed / initiation against the prior figure using the endpoint's built-in previousmin/max fields, groups by fiscal period, and reports the trajectory. Answers "how has management's own view…

rgourley/quant-garage

Skill Claude CodeCodex

Proposes concrete, live-priced option hedges against a single long position and ranks them by cost per dollar of downside protected. Takes a ticker and a position size (shares or notional), pulls the underlying price and the options chain around the horizon expiry, and constructs five standard overlays (covered call…

rgourley/quant-garage

Skill Claude CodeCodex

Regime-conditional forecasting. Takes today's market-regime feature vector (5/20/60/120-day return, above 50/200-day SMA, RSI, realized vol, drawdown from 252-day high) and finds K historical periods with the most similar setup via z-scored Euclidean distance. Deduplicates overlapping matches so one crisis window…

rgourley/quant-garage

Skill Claude CodeCodex

Twin decision-support. Chains event-study (what happened around a specific event) with historical-analog-finder (what usually happens in setups like now). Useful before making a call where both name-specific event evidence and market-wide regime analog matter. Also runs analog-only mode when no ticker is supplied.

rgourley/quant-garage

Skill Claude CodeCodex

Estimate the Hurst exponent for a single ticker's daily log returns using rescaled-range (R/S) analysis, and classify the series as meanreverting (H 0.55). Reports per-block R/S values and a block-bootstrap confidence band around H. Companion to pairs-scanner: pairs handles two-name cointegration, hurst handles…

rgourley/quant-garage

Skill Claude CodeCodex

Aggregate SEC Form 4 insider activity for a ticker over a caller-supplied lookback window, classify each transaction by SEC transaction code and Rule 10b5-1 status, separate signal (conviction buys, discretionary sales) from noise (grants, exercises, tax withholding, 10b5-1 sales), detect cluster buys (>= 2 insiders…

rgourley/quant-garage

Skill Claude CodeCodex

Forward calendar of the macro releases that reprice the whole book (FOMC, CPI, PPI, NFP, ISM manufacturing/services, GDP, PCE, JOLTS, jobless claims, retail sales, Consumer Confidence, Michigan Sentiment). Each event ships with release date/time, an impact tier, and the historical mean absolute 1-day SPY move on that…