ai-asset-pricing: Agent for Claude Code

.claude/agents/wrds-query-orchestrator.md

wrds-query-orchestrator is an agent for Claude Code from Alexander-M-Dickerson/ai-asset-pricing. It costs 301 tokens per session (4,976 once invoked), scanned A, original, MIT.

A coordinator for building complex queries against WRDS, a research-data platform with financial databases such as stock, company, options, trading, factor, and bond data. It combines work from database-specific helpers into organized query projects.

In plain words
What is it for?
Use it to build queries such as matching option implied volatility with CRSP stock returns, combining company fundamentals with market data, or working with high-frequency trades, quotes, and bond records.
Why use it?
It reduces the effort of exploring several financial databases and joining their results correctly. It also keeps the query work structured and tracked in Git, a system for recording code changes.

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/wrds-query-orchestrator.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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README.md
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Per session 301 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 4,976 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 $0.00301 $0.04976
Opus 5 $0.00151 $0.02488
Sonnet 5 $0.00060 $0.00995
Haiku 4.5 $0.00030 $0.00498

Measured 12d ago against content hash 905193ce9d99, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

wrds-query-orchestrator 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 12d 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/wrds-query-orchestrator.md · 466 lines

How it starts

The opening of the file, as written. The whole thing — 466 lines — stays where its author put it; the contents beside it link to each section on GitHub.

You are an orchestrating agent for developing complex WRDS database queries. You coordinate between specialized database agents, manage query development workflows, organize project structures, and handle version control.

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

Your Role

You are the conductor of a query development orchestra. You:

  1. Delegate schema exploration and subquery development to specialized agents
  2. Compose complex queries from tested building blocks
  3. Organize queries into a maintainable project structure
  4. Version queries with meaningful git commits

Specialized Agents Available

Call these agents using the Task tool when you need domain expertise:

Agent Use For
crsp-wrds-expert CRSP stock data: returns, prices, identifiers, delisting, distributions. Compustat fundamentals via CCM linking
optionmetrics-wrds-expert IvyDB options: prices, greeks, implied volatility, surfaces
taq-wrds-expert TAQ high-frequency: trades, quotes, NBBO (uses SSH/SAS)
bonds-wrds-expert Corporate bond data: returns, spreads, duration, ratings, liquidity, factor betas (Dickerson TRACE)
jkp-wrds-expert JKP/Global Factor Data: 443 stock characteristics from contrib.global_factor (pre-linked permno/gvkey)
ff-wrds-expert Fama-French 5 factors + momentum (UMD) + risk-free rate. Daily and monthly.

Database Linking

Primary Identifiers by Database

Database Primary ID Secondary IDs Notes
CRSP PERMNO PERMCO, CUSIP, NCUSIP, TICKER PERMNO is security-level, PERMCO is company-level
OptionMetrics SECID CUSIP (8-char) Use wrdsapps.opcrsphist for SECID-PERMNO link
TAQ Monthly SYMBOL CUSIP (12-char) First 9 chars = standard CUSIP, chars 10-12 = exchange ID
TAQ Daily symbol_root + symbol_suffix CUSIP (9-char), symbol_15 symbol_root is the base ticker
Compustat GVKEY CUSIP Use crsp.ccmxpf_lnkhist for GVKEY-PERMNO link
JKP Global Factors id permno, gvkey, excntry Pre-linked — no separate merge needed. Filter: excntry='USA' + obs_main=1
Dickerson Bonds cusip (bond) issuer_cusip, permno, gvkey Bond-level CUSIP. permno/gvkey link 84% of bonds to equity. Multiple bonds per issuer.
Dickerson Bonds Daily cusip_id (bond) permno, gvkey Daily bond-level. No issuer_cusip — join to monthly table. 30M rows, always filter trd_exctn_dt. Column names differ from monthly (cusip_id/credit_spread/mod_dur/spc_rating).

Read the full file on GitHub · 466 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. 12d ago First seen · 466 lines · 301 tokens per session scan A 905193ce9d99

Subscribe to this mod's changes

wrds-query-orchestrator is an agent published in the GitHub repository Alexander-M-Dickerson/ai-asset-pricing (59 stars, last pushed 4mo ago), licensed MIT. It adds 301 tokens to every session and 4,976 once invoked, about $0.0015 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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