Analyst workflows as Claude skills. 62+ tools and 8 workflows spanning earnings, comps, valuation, options flow, factor research, sizing, risk, TCA, and ops. Built in the garage, not the trading floor.
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Skill Claude CodeCodex
Daily macro context. Pulls SPY trend (5 buckets via 20/50/200-day SMA stack), VIX state with percentile rank vs the trailing year, breadth proxy from 11 sector ETFs above their own 50-day / 200-day SMAs, and 20-day relative-strength sector leadership. Combines the four blocks into a single composite regime label…
Skill Claude CodeCodex
Foundation skill for any REST workflow hitting api.massive.com. Use when calling any /v1, /v2, /v3 endpoint. Covers auth header, rate limit handling, pagination, and the best-price fallback chain. Every other REST-using skill depends on this.
Skill Claude CodeCodex
Foundation skill for bulk historical workflows backed by Massive's S3 flat files. Use whenever you need more than a few hundred ticker-days of trades, quotes, or aggregates. Faster, cheaper, and rate-limit-free compared to REST. Included with any paid Massive plan.
Skill Claude CodeCodex
Foundation skill for live streaming workflows backed by Massive WebSockets. Use whenever you need sub-second updates from stocks, options, crypto, or FX feeds. Requires a real-time tier (Stocks Advanced, Options Developer, or Crypto Developer).
Skill Claude CodeCodex
Monte Carlo forward P&L simulator for a book. Simulates 10,000 correlated return trajectories from the shrunk covariance matrix over a caller-specified horizon (default 60 trading days) and reports the full cumulative-return distribution, max-drawdown distribution, path VaR, and P(loss > X%) at 5/10/20/30% thresholds.…
Skill Claude CodeCodex
60-second daily open briefing. Composes market-regime + macro-event-calendar (today+tomorrow) + news-scanner (last N per watchlist ticker). Lighter and shorter-horizon than weekly-brief. Use daily at the open, or when the operator wants a quick "what happened overnight and what's on today.".
Skill Claude CodeCodex
Surface the day's news events that actually moved a stock. For each notable headline across a watchlist (or the broader market), render a Bloomberg news tape / Benzinga Pro-style stream with sentiment, novelty, and the post-publish price reaction. Ranked by impact, capped at top N (default 15-20). The 6am sell-side…
Skill Claude CodeCodex
Surface unusual options activity across a watchlist as a Cheddar Flow / FlowAlgo-style stream. Each notable print rendered as a three-line block with kind (sweep vs block), premium, volume vs avg, volume vs OI (opening vs closing), price relative to NBBO, and inferred direction. Use when a trader is scanning for…
Skill Claude CodeCodex
Given a view (directionbullish, directionbearish, vollong, volshort, hedge), a horizon, and a target move, enumerate candidate options structures (long call/put, bull/bear spreads, straddles, strangles, iron condor, protective put, collar), compute payoff-at-target, and rank by payoff/capital. Not a black-box…
Skill Claude CodeCodex
Screen every pair in a basket for cointegration on daily closes and rank the tradeable ones by spread z-score. Runs the Engle-Granger two-step on log prices, tests the residual with a Dickey-Fuller t-stat against MacKinnon 2010 critical values, estimates the Ornstein-Uhlenbeck half-life of mean reversion, and flags…
Skill Claude CodeCodex
Build a Bloomberg / CapIQ-style comparable companies set for a subject ticker. Identifies peers via a curated override map (with correlation and SIC fallbacks), pulls current multiples (EV/Sales, EV/EBITDA, P/E) for the subject and peers, renders the comp table with median / mean / 25-75 percentile summary stats, runs…
Skill Claude CodeCodex
Prescriptive macro scenario analysis on a current book. Given a position book (CSV of ticker,shares) and a scenario stated as flags (--rates-bp, --dxy-pct, --oil-pct, --gld-pct), it regresses each position's daily returns on four macro factor ETFs (TLT for rates, UUP for the dollar/DXY, USO for oil, GLD for gold)…
Skill Claude CodeCodex
Mark a book of positions to current fair value and flag any name where the mark is low-confidence (stale, wide-spread, illiquid). Two modes: delayed REST snapshots for EOD reporting, live WebSocket stream for intraday risk. Emits a marked-positions table plus an exception block per flagged mark. Use when an operator…
Skill Claude CodeCodex
Decision layer on top of risk-report. Takes positions with weights and outputs specific trade tickets to bring every name under a variance-share cap while respecting weight and churn limits. Turns "ALLO carries 66% of portfolio variance at 18% weight" into "sell $65k of ALLO, redistribute, portfolio vol drops from 21%…
Skill Claude CodeCodex
Composite skill that chains market-regime, sector-rotation-signal, risk-report, earnings-blackout, macro-event-calendar, corporate-actions-scanner, and portfolio-rebalancer into one call. Turns the manual 6-command portfolio-review workflow into a single invocation. Emits a headline summary that pulls the most…
Skill Claude CodeCodex
Run vol-target, fractional Kelly, risk parity, and equal-weight position sizes side-by-side on a basket of tickers. Use when a PM has names they want in the book and asks "how much of each?" The script doesn't pick names or predict returns; it shows what each sizing method gives so the PM can pick the one whose…
Skill Claude CodeCodex
Workflow composite for a single ticker heading into an earnings print. Chains earnings-blackout (timing check) + event-study (prior print reaction distribution) + guidance-tracker (management raise/cut track record) + analyst-tracker (sell-side positioning) + mc-portfolio-simulator (P&L distribution at proposed weight…
Skill Claude CodeCodex
Pull Kalshi prediction market prices for Fed decisions, CPI, GDP, NFP, and other macro / market events. Report implied probability per outcome, aggregate cross-strike distribution when the series is a laddered strike set (like KXFED-27APR-T4.25, T4.00, T3.75...), expected value, modal outcome, and open interest.…
Skill Claude CodeCodex
Before-you-execute sanity check on a single ticker + intended action (buy, sell, add, reduce, exit). Composes technical-briefing + earnings-blackout (14d) + news-scanner (last N) + corporate-actions-scanner (90d) into a verdict (go, wait, review) plus red/green flag lists. Use when the operator is about to execute a…
Skill Claude CodeCodex
Workflow composite that runs change-point-detector + hurst-exponent on SPY plus the 11 SPDR sector ETFs. Reports per-name the last detected regime shift, current persistence classification (meanreverting / randomwalk / trending), and cross-sector summary (broadregimeshift / localizedregimeshift / trenddominated /…
Skill Claude CodeCodex
Rank a watchlist of tickers by relative strength versus a benchmark (default SPY) across multiple lookback windows (default 5/20/60/120 trading days). Emits per-window RS in basis points, total return, a within-watchlist composite percentile rank, and a trend label per name (stableleader, improving, deteriorating…
Skill Claude CodeCodex
Diff Item 1A Risk Factors between two 10-K filings for a name using Massive's pre-parsed and taxonomy-classified risk-factor endpoint. Reports categories added, categories removed, and categories where the supporting text materially changed (>= 25% length delta) year-over-year. Groups by primary category so the reader…
Skill Claude CodeCodex
VaR (historical + parametric), Expected Shortfall, max drawdown, beta, tracking error, position variance contributions, concentration metrics, and worst-N historical stress scenarios for a portfolio. Pairs with portfolio-mark (which marks the book — risk-report tells you what could happen to those marks). Use when a…
Skill Claude CodeCodex
Rough-volatility-scaled vol forecast (Bayer-Friz-Gatheral 2016) for a ticker across multiple horizons. Under rough vol, realized vol scales as h^H with H around 0.14 empirically (Livieri et al. 2018), much slower than the sqrt(t) growth of Brownian motion. This dampens long-horizon extrapolation and lifts…
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