qveris-langalpha

QVeris LangAlpha

Use this skill for DCF assumptions, sensitivity analysis, earnings post-mortems/previews, and sector overview reports adapted from LangAlpha. Preserve the original workflow categories, but replace fundamentals, market, and macro MCP access with QVeris finance CAP calls.

Source record:

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY.
• Resolve tickers, exchanges, companies, and CIKs with ref_symbology, ref_security_master, and ref_company_profile.
• Accept dry_run, max_calls, max_age, and budget_note; if omitted in a natural-language request, default to dry_run=false, max_calls=12, max_age=P1D, and a conservative budget note, then echo those controls.
• Attach qveris_trace to every output section and list missing_fields without backfilling.
• Treat QVeris _meta.source_provider as provenance only; never call, request credentials for, or depend on those internal providers directly.
• Suppress analyst_target_price, target_price, price-objective, upside, buy/sell, and recommendation fields even if a QVeris payload contains them.
• Sanity-check entity, market, date window, fiscal period, and payload shape before using data; if a payload is stale, cross-period, truncated, or semantically mismatched, mark it in data_quality and missing_fields.

Workflows

1. DCF model: fundamentals_is, fundamentals_bs, fundamentals_cf, fundamentals_derived_ratios, estimates_consensus, rates_govt_benchmark, mkt_l1_rt.
2. Earnings analysis/preview: event_calendar_earnings, earnings_actual_surprise, estimates_consensus, transcripts_earnings_call, news_fin_realtime.
3. Sector overview: ref_classification_industry, index_constituents, index_levels, flow_sector_capital, mkt_breadth_internals.