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
Research-tier idea generation with regime framing. Chains market-regime (context) + universe-builder (candidates) + relative-strength (rank candidates vs SPY). Optionally adds factor-research for broader factor context (heavy, off by default). Different from portfolio-review (positions) and weekly-brief (macro-only) …
Skill Claude CodeCodex
Change-detection layer on top of market-regime. market-regime reports current sector leadership as a snapshot; this skill tracks how the leadership order has changed over a rotation window (default 30 days) and flags sectors moving up or down the ranks. Categorizes moves into growth / value-cyclical / defensive /…
Skill Claude CodeCodex
Estimate the half-life of a candidate signal by computing rolling information coefficient (IC) vs forward returns over a 5-year window and fitting an exponential decay to the IC series. Motivated by 2024-25 factor decay literature showing most published signals have decayed sharply post-publication. Reports the fitted…
Skill Claude CodeCodex
Split one name's relative strength into two clean legs, name vs its sector ETF and sector vs benchmark, so you can tell whether the name is strong because its sector is strong or because it is pulling away from its own sector. Maps the ticker to its SPDR sector ETF (XLK, XLF, XLE, XLV, XLI, XLY, XLP, XLU, XLB, XLRE…
Skill Claude CodeCodex
Slippage analysis on an executed-fills CSV. For each fill, pulls the NBBO at the fill timestamp, computes slippage versus the inside quote and session VWAP, and flags fills that crossed the spread, traded off-NBBO, paid through a wide spread, or showed adverse selection in the 30 seconds after the print. Compares fill…
Skill Claude CodeCodex
Workflow composite that runs manager-portfolio-diff across a curated cohort of well-known filers (Berkshire, Baupost, Renaissance, Bridgewater, Third Point, Pershing Square, Tiger Global, Scion, Appaloosa) and aggregates the initiations, adds, and exits by issuer. Surfaces cross-fund conviction: names that appeared in…
Skill Claude CodeCodex
Beginner-friendly single-name snapshot. Composes technical-briefing + earnings-blackout + market-regime into a plain-language card. The retail-tier answer to "what should I know before buying this thing I saw on social." Zero jargon. Every claim gated by what the data actually says. Use when a first-time trader (or a…
Skill Claude CodeCodex
Take a trade file (recent trades that haven't settled yet) and walk every line against the business-day calendar plus the corporate-action calendar to flag trades with settlement risk. Catches holiday adjacency, weekend crossing, short-sale locate prompts, ex-dividend in the settlement window, mid-settlement splits…
Skill Claude CodeCodex
Single-name technical briefing — composite trend regime, RSI momentum, MACD cross, key MAs (20/50/200), Bollinger position, ATR as % of price, ADV-bucketed liquidity context — in a sell-side-quality block. Use when the user asks "what does the chart say on NVDA right now?" or "give me a technical read on TSLA."…
Skill Claude CodeCodex
Build a filtered, ranked equity universe from a candidate pool and emit a Bloomberg EQS / FactSet screener-style table. Chain composable predicates (market cap, momentum, valuation, options activity), rank survivors by composite z-score, flag sector concentration, and document survivorship handling. Use when the user…
Skill Claude CodeCodex
Sanity-check an internal analyst valuation thesis against the live peer set. Input the target price, assumed revenue growth, assumed EBITDA margin, and horizon; the skill pulls the current name, builds the peer cohort, computes target-implied multiples vs the peer 25-75 band, compares the growth and margin assumptions…
Skill Claude CodeCodex
Take a book (weights per ticker), compute the daily portfolio return series, and run the full tearsheet with deflated Sharpe correction (Bailey & Lopez de Prado) plus rolling IC vs benchmark. Emits a verdict (realalpha / possiblyalpha / essentiallybeta / underperforming / noedgeevident) based on DSR significance…
Skill Claude CodeCodex
Sunday-night briefing for the week ahead. Composes market-regime + sector-rotation-signal + macro-event-calendar (7d) + earnings-blackout (7d) into a watchlist-focused prep brief. Different from portfolio-review, which is position-focused; this one asks "what's happening this week across the names I care about." Use…
Skill Claude CodeCodex
Estimate net dealer gamma exposure (GEX) for same-day-expiry (or nearest-expiry) SPY / SPX / QQQ / IWM options and identify gamma pins. Uses Black-Scholes gamma applied to reported open interest with a standard dealer positioning assumption (short customer calls, long customer puts). Reports net dealer gamma, gamma…
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