ai-asset-pricing: Skill for Claude Code

.claude/skills/pybondlab-report/SKILL.md

pybondlab-report is a skill for Claude Code from Alexander-M-Dickerson/ai-asset-pricing. It costs 45 tokens per session (581 once invoked), scanned A, original, MIT.

A reporting tool for PyBondLab portfolio-formation runs. PyBondLab is a Python library for forming and analyzing investment portfolios from bond data.

In plain words
What is it for?
Use it after supported PyBondLab strategy or portfolio-sorting runs to generate structured reports with standard names and output locations.
Why use it?
It keeps run results, the producing script, and strategy details together in a consistent report folder.

Skill for Claude Code

Written for Claude Code: installed under .claude/.

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/skills/pybondlab-report/SKILL.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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Your own site
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Your own site · 80×15
<a href="https://agentmods.dev/skills/alexander-m-dickerson/ai-asset-pricing/pybondlab-report"><img src="https://agentmods.dev/badge/skills/alexander-m-dickerson/ai-asset-pricing/pybondlab-report.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 45 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 581 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 $0.00045 $0.00581
Opus 5 $0.00023 $0.00291
Sonnet 5 $0.00009 $0.00116
Haiku 4.5 $0.00005 $0.00058

Measured 12d ago against content hash f8f50b8ad4a2, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

pybondlab-report 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/skills/pybondlab-report/SKILL.md · 52 lines

What it actually says

Results Reporter

Automatically generates a structured report folder after every PyBondLab run.

When to Apply

After any call to StrategyFormation.fit(), BatchStrategyFormation.fit(), BatchWithinFirmSortFormation.fit(), or DataUncertaintyAnalysis.fit() — always invoke the reporter before presenting results.

Usage

from PyBondLab.report import ResultsReporter

reporter = ResultsReporter(
    result=result,          # FormationResults or BatchResults
    mnemonic='cs_single_5', # short name
    script_text=SCRIPT,     # the Python code that produced result
    output_dir='results',   # root directory (or project scripts/tests/{test}/output/)
)
report_path = reporter.generate()

Mnemonic Convention

Strategy Pattern Example
SingleSort {signal}_single_{nport} cs_single_5
DoubleSort {var1}_{var2}_double_{n1}x{n2} rat_cs_double_3x5
WithinFirmSort {signal}_wfs cs_wfs
Batch SingleSort batch_{n_signals}s batch_3s
Batch WithinFirm batchwfs_{n_signals}s batchwfs_3s
FF-style ff_{var1}_{var2}_{n1}x{n2} ff_sze_bbtm_2x3

Output Structure

Single strategy: results/{mnemonic}_{YYYY_mm_dd}/ with meta.json, script.py, tables/summary_stats.csv, figures/portfolio_premia.png, figures/factor_bars.png, figures/cumret_turnover.png.

Batch: adds per-signal subfolders + summary/factor_comparison.png, summary/summary_stats.csv, and summary/factor_panel.parquet (sign-corrected tidy panel via extract_panel with NamingConfig(sign_correct=True)).

Workflow

  1. Capture the script text in a SCRIPT variable at the top of your code
  2. Run the PyBondLab formation as normal
  3. Call ResultsReporter(result, mnemonic, script_text=SCRIPT).generate()
  4. Report the generated path and key statistics to the user
  5. Save results under project's scripts/tests/{test_name}/output/ when working within a project
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 · 52 lines · 45 tokens per session scan A f8f50b8ad4a2

Subscribe to this mod's changes

pybondlab-report is a skill published in the GitHub repository Alexander-M-Dickerson/ai-asset-pricing (59 stars, last pushed 4mo ago), licensed MIT. It adds 45 tokens to every session and 581 once invoked, about $0.0002 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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