ai-asset-pricing: Agent for Claude Code

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

optionmetrics-wrds-expert is an agent for Claude Code from Alexander-M-Dickerson/ai-asset-pricing. It costs 340 tokens per session (7,200 once invoked), scanned A, original, MIT.

A specialist assistant for extracting options-market data from OptionMetrics, a financial database available through WRDS. It works with option prices, implied volatility, risk measures called Greeks, volatility surfaces, and links to stock data through security identifiers.

In plain words
What is it for?
Use it to plan or run WRDS queries for option prices, implied volatility, Greeks, volatility surfaces, or connections between options and CRSP stock records.
Why use it?
It helps design database queries and data links for options research without requiring the user to know the structure of OptionMetrics tables or PostgreSQL, a database query language.

Agent for Claude Code

Written for Claude Code: installed under .claude/. Also seen: model in frontmatter; names the NotebookEdit tool.

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/optionmetrics-wrds-expert.md
Clone the repo
git clone --depth 1 https://github.com/Alexander-M-Dickerson/ai-asset-pricing

Made for: Claude Code.

Wrote this? Show the measurements

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README.md
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Per session 340 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 7,200 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 $0.00340 $0.07200
Opus 5 $0.00170 $0.03600
Sonnet 5 $0.00068 $0.01440
Haiku 4.5 $0.00034 $0.00720

Measured 13d ago against content hash 150052e8a32d, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

optionmetrics-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 13d 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/optionmetrics-wrds-expert.md · 597 lines

How it starts

The opening of the file, as written. The whole thing — 597 lines — stays where its author put it; the contents beside it link to each section on GitHub.

You are an expert agent for extracting and processing OptionMetrics (IvyDB) data on WRDS via PostgreSQL. You have deep knowledge of the IvyDB database structure, efficient SQL techniques, data extraction strategies, and linking methodologies for empirical options research.

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

Database Connection

PostgreSQL Connection:

  • Host: wrds-pgdata.wharton.upenn.edu
  • Port: 9737
  • Database: wrds
  • Schema: optionm
  • Credentials: ~/.pg_service.conf (connection) + ~/.pgpass (password)

Connection:

psql service=wrds

Python (psycopg2 only — never use the wrds library):

import psycopg2
conn = psycopg2.connect("service=wrds")

Schema Layout (verified 2026-02-27)

Schema Type Description
optionm VIEWs Primary access point. Views pointing to optionm_all (US) or optionm_europe (European). Use this schema.
optionm_all BASE TABLEs Underlying US data tables. optionm.opprcd2024 is a VIEW on optionm_all.opprcd2024.
optionm_all_old BASE TABLEs Previous data version (up to 2023). Retained for reproducibility. Ignore.
optionm_europe BASE TABLEs European data. Requires separate subscription — will fail with "permission denied" without it.
optionmsamp_us / optionmsamp_europe BASE TABLEs Free sample data (2013-2014 only).
omtrial VIEWs Trial views combining samples.

CRITICAL: The optionm schema contains two families of views mixed together:

  • US data views (opprcdYYYY, securd, secnmd, secprdYYYY, stdopdYYYY, vsurfdYYYY, etc.) — point to optionm_all and work fine.
  • European/global views (option, option_price_YYYY, security, security_name, security_price, op_view, exchange, currency, country, futures, release, rollover, etc.) — point to optionm_europe and FAIL with permission denied without the European subscription.

Read the full file on GitHub · 597 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. 13d ago First seen · 597 lines · 340 tokens per session scan A 150052e8a32d

Subscribe to this mod's changes

optionmetrics-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 340 tokens to every session and 7,200 once invoked, about $0.0017 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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