rgourley
UserAnalyst 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.
Categories
Indexed Skills (39)
8-k-scanner
Scan SEC 8-K disclosures across a single ticker or a watchlist using Massive's pre-parsed disclosure taxonomy. Groups the underlying rows by filing (one 8-K carries N tagged Items), ranks by signal bucket (M&A / Restatement / Material agreement / Regulatory / Leadership change / Capital / Earnings / Corporate housekeeping / Other), and surfaces the highest-signal filings at the top with the supporting text quoted. Use when a PM or analyst asks "what material events hit my names this week?" Requires Stocks Basic. Runs on the free tier.
analyst-tracker
Track sell-side analyst positioning on a name via Benzinga Analyst Ratings. Pulls every rating event over the lookback window, classifies each as upgrade / downgrade / initiation / reiteration / drop-coverage / PT-change, aggregates the latest rating and price target per firm, and reports the current consensus (median PT across firms plus buy/hold/sell distribution). Uses Massive's built-in Benzinga integration. Requires Stocks Basic + Benzinga Analyst Ratings entitlement.
backtest-data-prep
Build a clean, point-in-time, ready-to-backtest OHLCV dataset for a US equity universe across an arbitrary date window. Emits parquet plus a manifest plus an edge-case log, with corporate actions reconciled, survivorship treatment documented, holidays and half-days preserved correctly, and any IPO partial coverage or trading halts flagged. The dataset is the artifact a downstream Python/R/Julia backtester consumes; the rendered summary is the operator-readable companion. First skill in the suite that ships dataset output mode.
change-point-detector
Bayesian Online Change-Point Detection (BOCPD) on a ticker's daily log returns. Detects points in time where the return-generating distribution changed (regime shift in mean, vol, or both), reports the confidence at each detected boundary, and emits per-segment statistics (annualized return, annualized vol) so the reader can see what changed. Uses Adams and MacKay (2007) BOCPD with a Normal-Gamma prior on (mu, tau) and a Student-t predictive so hyperparameters update in closed form. Requires Stocks Basic. Runs on the free tier.
corp-actions-reconciler
Reconcile a position file against splits, dividends, and spinoffs to catch breaks before they hit P&L or T+1 settlement. Use when an operator hands over a CSV of positions and asks "are these right after the recent corporate actions." Runs on a free Massive Basic key.
corporate-actions-scanner
Scan for material 8-K corporate actions over a lookback window. For a ticker or watchlist, pulls SEC EDGAR 8-K filings, filters to material items (offerings, private placements, splits, spin-offs, buybacks, M&A, restatements), cross-references Massive news for the headline, and computes T+1 and T+5 price reactions. Complements news-scanner (general) and earnings-drilldown (item 2.02 only) by giving material corporate actions a dedicated surface. Use when running a portfolio review, sanity-checking why a name moved months ago, or asking "what happened to this stock?" that news-scanner's 24-hour default missed.
earnings-blackout
Lightweight watchlist scanner. Takes a comma-separated list of tickers plus a forward window and returns each ticker's earnings status (blackout_imminent, blackout_soon, blackout_extended, just_printed, recent_print, clear, unresolved) with the next/most-recent print date and consensus EPS where available. Use before a trading day to spot which positions are about to print. Earnings-drilldown is the deep dive; this is the batch scan.
filing-sentiment
Score 10-K narrative sections (Business, Risk Factors) for a ticker using the Loughran-McDonald finance sentiment dictionary and report year-over-year tone shifts by category (negative, uncertain, litigious, modal-weak, modal-strong, constraining). Answers "did management's language get more defensive this year?" Uses Massive's pre-parsed 10-K sections endpoint. Requires Stocks Basic. Runs on the free tier.
filing-triangulation
Workflow composite that runs five filing / ownership skills on a single ticker (8-k-scanner + risk-factor-delta + filing-sentiment + insider-flow + analyst-tracker) and returns a unified fundamental report with a cross-source verdict (predominantly_constructive / predominantly_concerning / mixed / no_clear_signal). Handles entitlement gaps gracefully. Requires Stocks Basic; analyst-tracker section skipped without Benzinga Analyst Ratings.
guidance-tracker
Track corporate guidance history for a ticker via Benzinga Corporate Guidance. Classifies each event as raised / lowered / reaffirmed / initiation against the prior figure using the endpoint's built-in previous_min/max fields, groups by fiscal period, and reports the trajectory. Answers "how has management's own view of the year evolved?" Requires Stocks Basic + Benzinga Corporate Guidance add-on (approx $99/mo). Emits a clear NOT_AUTHORIZED tier caveat when the entitlement is missing.
hedge-suggester
Proposes concrete, live-priced option hedges against a single long position and ranks them by cost per dollar of downside protected. Takes a ticker and a position size (shares or notional), pulls the underlying price and the options chain around the horizon expiry, and constructs five standard overlays (covered call, protective put, collar, put spread, ratio put spread) priced from chain mids with net cost, breakeven, max loss, max gain, and net delta/gamma/theta at open. The take line recommends the structure that fits the stated risk tolerance. Use when a concentrated long needs a hedge and you want the actual structures and their live cost, not just "you are over-exposed." Needs Stocks Starter plus the Options Developer add-on. Not advice.
historical-analog-finder
Regime-conditional forecasting. Takes today's market-regime feature vector (5/20/60/120-day return, above 50/200-day SMA, RSI, realized vol, drawdown from 252-day high) and finds K historical periods with the most similar setup via z-scored Euclidean distance. Deduplicates overlapping matches so one crisis window doesn't dominate. Reports the forward SPY return distribution at multiple horizons across accepted analogs. Use when the operator wants "what usually happens next from setups like this," honest about the IQR rather than a point forecast.
insider-flow
Aggregate SEC Form 4 insider activity for a ticker over a caller-supplied lookback window, classify each transaction by SEC transaction code and Rule 10b5-1 status, separate signal (conviction buys, discretionary sales) from noise (grants, exercises, tax withholding, 10b5-1 sales), detect cluster buys (>= 2 insiders in a 14-day window worth >= $100k), and emit a sentiment label backed by the underlying dollar flow. Use when a PM or fundamental analyst asks "are insiders buying or selling this name?" Uses Massive's pre-parsed Form 4 endpoint. Requires Stocks Basic. Runs on the free tier.
manager-portfolio-diff
Diff the two most recent quarterly 13-F filings for an institutional investment manager (Berkshire, Baupost, Renaissance, Pershing Square, Tiger Global, Appaloosa, Scion, etc.) using Massive's pre-parsed 13-F endpoint. Reports initiations, exits, adds (>= 25% share change), trims (<= -25%), and portfolio value change. Answers "what did Buffett/Klarman/Burry do last quarter?" Requires Stocks Basic. Runs on the free tier.
market-regime
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 (risk_on, risk_off, mixed_risk_on, mixed_risk_off, neutral) with explicit reasons[] so the operator sees the evidence, not just the label. Anchor every research session with this; closest competitor (Jow Dones) leads with the same idea. Use when the day's question is "what's the tape doing right now" or "is this still a risk-on regime."
massive-api-patterns
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.
massive-flat-files
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.
massive-websockets
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).
mc-portfolio-simulator
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. Companion to position-sizer. Requires Stocks Basic. Runs on the free tier.
news-scanner
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 morning-note prep workflow.
options-flow
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 unusual flow, monitoring smart money, or hunting for actionable setups. Real-time on Options Business; ~15-min delayed on Options Developer.
options-structure-analyzer
Given a view (direction_bullish, direction_bearish, vol_long, vol_short, 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 recommendation — a structured comparison so the operator picks the structure whose tradeoffs match the view. Use when the operator has a directional or vol thesis and wants to see the options tradeoffs side by side.
pairs-scanner
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 out-of-sample regime shifts via a 70/30 residual std ratio. Emits per-pair hedge ratio, ADF t-stat and p-value bucket, half-life, current z-score, and a stability label. Use when a PM or stat-arb desk has a sector basket and asks "which two names are statistically tethered right now, and how wide is the spread." Requires Stocks Starter.
pitch-comps
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 a regression-adjusted multiples view that controls for growth and profitability, and surfaces a one-line banker read at the bottom. Use when an analyst or banker is preparing pitch materials, a fairness opinion, or a valuation memo. Requires Stocks Starter for financials.
portfolio-rebalancer
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% to 15%." Not tax-aware, not liquidity-aware in v1 — honest about both. Use when the operator asks "so what should I change?" after a risk-report.
portfolio-review
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 decision-relevant fact from each section plus the full per-section detail below. Use when the operator asks "review my portfolio" or "run the full workflow on my book."
position-sizer
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 worldview matches their conviction. Requires Stocks Starter.
prediction-market-monitor
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. Prediction markets now clear enough volume post-2024 to reflect a real market-implied policy path, often diverging from surveyed economist consensus. Uses Kalshi's public read-only API; no authentication required.
relative-strength
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 (stable_leader, improving, deteriorating, stable_laggard, mixed). Use when a PM or trader has a watchlist and asks "rank these by RS vs SPY across week/month/quarter/half." Lightweight watchlist ranker, not a universe-wide factor study. Requires Stocks Starter.
rough-vol-forecast
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 short-horizon estimates. Reports the rough-vol forecast alongside traditional Brownian scaling and EWMA for direct comparison at each horizon. Requires Stocks Basic. Runs on the free tier.
sector-rotation-signal
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 / rate-sensitive buckets and generates a plain-English theme read. Use when the daily regime hasn't moved but the composition of leadership is shifting — the actual tradeable signal.
earnings-week-prep
Sunday-night prep for the week's earnings prints. Runs earnings-blackout across the watchlist to find who prints in the window, then earnings-drilldown + technical-briefing per imminent print (capped to top_n_drilldown for cost control). Use when the operator has multiple names printing in a single week and wants a one-shot sizing / positioning briefing on each.
fixed-income-context
Rates and credit view via ETF proxies (SHV, SHY, IEF, TLT, TIP, LQD, HYG, AGG). Reports returns across 1/5/20/60/120 day windows, price percentile vs trailing year, HYG-LQD credit spread delta and TLT-IEF duration spread delta, plus HYG-benchmark correlation. Derives a regime label (risk_off, credit_stress, goldilocks, reflation, rate_pressure, neutral). Every equity valuation implicitly assumes something about rates; this skill closes the equity-only gap without needing FRED.
historical-comparison
Twin decision-support. Chains event-study (what happened around a specific event) with historical-analog-finder (what usually happens in setups like now). Useful before making a call where both name-specific event evidence and market-wide regime analog matter. Also runs analog-only mode when no ticker is supplied.
morning-brief
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."
pre-earnings-full-stack
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 over the horizon). Emits a posture verdict (constructive_setup / mixed_setup / avoid_or_hedge / no_imminent_print). Requires Stocks Basic; guidance-tracker and analyst-tracker sections skip gracefully without Benzinga entitlements.
preflight-trade
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 trade and wants a fast honest read on whether now is a bad time.
regime-audit
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 (mean_reverting / random_walk / trending), and cross-sector summary (broad_regime_shift / localized_regime_shift / trend_dominated / mean_reversion_dominated / mixed_stable). Requires Stocks Basic. Runs on the free tier.
scan-and-frame
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) — this is discovery mode.
Bio shown is the top-scored skill's repo description as a fallback — real GitHub bios land in a future update.