PrettySeriousResearcher: Skill for Claude Code

.claude/skills/research-finance-rigor/SKILL.md

research-finance-rigor is a skill for Claude Code from fbabelle/PrettySeriousResearcher. It costs 57 tokens per session (1,317 once invoked), scanned A, original, Apache-2.0.

A review gate for finance-related research that checks whether market data and statistical results can be trusted.

In plain words
What is it for?
It is for designing, running, and reporting studies about stocks, portfolios, trading, forecasting, market structure, and risk.
Why use it?
It helps catch future-data leaks, biased datasets, overfitted results, and profits that disappear after trading costs. It also checks that data is properly licensed and traceable.

Skill for Claude Code

Written for Claude Code: installed under .claude/.

This is fbabelle/PrettySeriousResearcher's own configuration. It tells Claude Code how to work on PrettySeriousResearcher 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 PrettySeriousResearcher configures →

Part of the research-paper-skills plugin — 17 skills shipped together

Reuse

Borrowing it

Nothing to install: this file belongs to fbabelle/PrettySeriousResearcher. 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/fbabelle/PrettySeriousResearcher/main/.claude/skills/research-finance-rigor/SKILL.md
Clone the repo
git clone --depth 1 https://github.com/fbabelle/PrettySeriousResearcher

Made for: Claude Code.

Or install research-paper-skills, the plugin that ships this one along with the rest of its 17 skills.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

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README.md
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Your own site
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Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for research-finance-rigor

Your own site · 80×15
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Per session 57 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,317 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 $0.00057 $0.01317
Opus 5 $0.00028 $0.00659
Sonnet 5 $0.00011 $0.00263
Haiku 4.5 $0.00006 $0.00132

Measured 6d ago against content hash 5b9d0cb555bd, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

research-finance-rigor 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 6d 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/research-finance-rigor/SKILL.md · 52 lines

How it starts

The opening of the file, as written. The whole thing — 52 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Research finance-rigor — the AI×finance validity gate

Finance ML is where credible-looking results quietly die: a backtest that leaks future information, a Sharpe inflated by trying 200 configs and reporting the best, an alpha that evaporates under transaction costs, a dataset with survivorship bias. This gate enforces the two things a finance reviewer (and reality) will check — the data is clean and licensed, and the numbers are statistically honest — so a finance-leaning paper doesn't get desk-rejected or, worse, published wrong.

When it fires

Only for finance/market-facing topics (equity/factor/portfolio/trading/forecasting/microstructure/risk). research-topic-selection tags the topic as finance-leaning; this gate then has three touchpoints:

  • Design-time (research-algo-design) — bake the controls into the method before building (point-in-time features, temporal splits, cost model).
  • Run-time (research-experiments) — enforce the anti-leakage sandbox and the statistical battery on every run.
  • Reporting (research-writing / research-provenance) — every headline metric is reported after-cost, out-of-sample, and multiple-testing-aware.

1) Data licensing & provenance checkpoint (owned here)

Data is the binding constraint in AI×finance, so confirm it up front (a dead-end topic is one that needs data you can't license):

  • Licensing & access — CRSP/Compustat/WRDS, Bloomberg/Refinitiv terms vs free tiers (FRED, Yahoo, SEC EDGAR, Polygon/IEX). Record what's licensed and what's not.
  • Point-in-time, not restated — features must reflect what was knowable at the time; restated fundamentals are look-ahead.
  • Survivorship & selection — delisted/dead names must be in the universe; a survivors-only backtest is biased upward.
  • Provenance trail — record vendor, snapshot date, and point-in-time handling so results are checkable (feeds the appendix reproducibility statement).
  • Ready-made bundles are not data — a framework's downloadable market bundle must be checked for currency, provenance and status (crawler source, end date, "disabled" notices, open issues on adjustments) before it enters the pipeline; several end years before the evaluation window. Price the vendor tiers from their own pages (points/tier thresholds, per-interface minimums, call caps, ToS on redistribution) — the tier that unlocks adjustment factors, delisted lists and index weights is usually cheap, the free tier usually isn't enough.
  • Point-in-time index membership is the hard requirement — no free source gives it directly. Triangulate: a snapshot-by-date API looped daily/weekly, the index provider's official announcements for effective dates, and vendor monthly weights, merged into a (code, start, end) interval table; smoke-test that delisted names keep their price history; use a fixed-anchor price adjustment (a vendor's forward-adjusted series anchored on a later date is look-ahead).

Read the full file on GitHub · 52 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. 6d ago Changed · +2 lines 5b9d0cb555bd
  2. 11d ago First seen · 50 lines · 57 tokens per session scan A ab89c19adf82

Subscribe to this mod's changes

research-finance-rigor is a skill published in the GitHub repository fbabelle/PrettySeriousResearcher (2 stars, last pushed yesterday), licensed Apache-2.0. It adds 57 tokens to every session and 1,317 once invoked, about $0.0003 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 2026-08-31.

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