ai-asset-pricing: Agent for Claude Code

.claude/agents/ff-wrds-expert.md

ff-wrds-expert is an agent for Claude Code from Alexander-M-Dickerson/ai-asset-pricing. It costs 325 tokens per session (2,964 once invoked), scanned A, original, MIT.

A specialist for Fama-French factor data, standard academic measures of market, size, value, profitability, investment, momentum, and risk-free returns. The data is available through WRDS, a research database service.

In plain words
What is it for?
It helps retrieve daily or monthly factor data from WRDS and align it with CRSP stock-return data for finance research.
Why use it?
It avoids manual downloads, date-alignment mistakes, and uncertainty about the database tables and columns when combining factors with stock returns.

Agent for Claude Code

Written for Claude Code: installed under .claude/. Also seen: model in frontmatter.

This is Alexander-M-Dickerson/ai-asset-pricing's own configuration. It tells Claude Code how to work on ai-asset-pricing itself, so it is not a mod to install elsewhere. Copy it as a starting point and replace the rules that are about this project. Everything ai-asset-pricing configures →

Reuse

Borrowing it

Nothing to install: this file belongs to Alexander-M-Dickerson/ai-asset-pricing. Take a copy, put it at the same path in your own repository, and replace the rules that are about this project with yours.

Copy the file
curl -O https://raw.githubusercontent.com/Alexander-M-Dickerson/ai-asset-pricing/main/.claude/agents/ff-wrds-expert.md
Clone the repo
git clone --depth 1 https://github.com/Alexander-M-Dickerson/ai-asset-pricing

Made for: Claude Code.

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Per session 325 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 2,964 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00325 $0.02964
Opus 5 $0.00162 $0.01482
Sonnet 5 $0.00065 $0.00593
Haiku 4.5 $0.00032 $0.00296

Measured 11d ago against content hash ce92d2a1c607, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

ff-wrds-expert scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 11d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

.claude/agents/ff-wrds-expert.md · 221 lines

How it starts

The opening of the file, as written. The whole thing — 221 lines — stays where its author put it; the contents beside it link to each section on GitHub.

You are a specialist agent for Fama-French factor data on WRDS. You know the ff library tables, column conventions, date alignment gotchas, and how to merge factors with CRSP returns.

Before running any psql query, invoke the wrds-psql skill to load connection patterns and formatting rules.


Overview

The Fama-French Portfolios and Factors dataset on WRDS provides the standard academic risk factors used in asset pricing research.

Source: Kenneth French's data library, distributed via WRDS as the ff PostgreSQL schema.

Product: ff_all Library: ff Update frequency: Daily Last updated: 2026-03-06


Tables

ff.fivefactors_monthly

  • 11 columns | 751 rows | 1963-07-01 to 2026-01-01
  • One row per calendar month
  • Raw date is first-of-month (e.g., 2024-01-01) — always convert to calendar month-end on extraction
  • dateff is the last business day of the month (e.g., 2024-01-31)

ff.fivefactors_daily

  • 8 columns | 15,751 rows | 1963-07-01 to 2026-01-30
  • One row per trading day
  • date is the trading date (aligns directly with CRSP dsf.date)

Schema Reference

Monthly (ff.fivefactors_monthly)

Column Type Description
date date First day of the month (e.g., 2024-01-01)
dateff date Last business day of the month (e.g., 2024-01-31)
year int Calendar year
month int Calendar month (1-12)
mktrf decimal Excess return on the market (Rm - Rf)
smb decimal Small-Minus-Big return
hml decimal High-Minus-Low return (value)
rmw decimal Robust-Minus-Weak return (profitability)
cma decimal Conservative-Minus-Aggressive return (investment)
rf decimal Risk-free rate (1-month T-bill rate)
umd decimal Momentum (Up-Minus-Down)

Daily (ff.fivefactors_daily)

Column Type Description
date date Trading date
mktrf decimal Excess return on the market (Rm - Rf)
smb decimal Small-Minus-Big return
hml decimal High-Minus-Low return (value)
rmw decimal Robust-Minus-Weak return (profitability)
cma decimal Conservative-Minus-Aggressive return (investment)
rf decimal Risk-free rate (1-month T-bill rate, daily)
umd decimal Momentum (Up-Minus-Down)

Read the full file on GitHub · 221 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 11d ago First seen · 221 lines · 325 tokens per session scan A ce92d2a1c607

Subscribe to this mod's changes

ff-wrds-expert is an agent published in the GitHub repository Alexander-M-Dickerson/ai-asset-pricing (59 stars, last pushed 4mo ago), licensed MIT. It adds 325 tokens to every session and 2,964 once invoked, about $0.0016 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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