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filing-change-detectorlisted

Compares consecutive institutional filings (Form 13F) to calculate exact quarter-over-quarter changes in share counts, portfolio weights, and position classifications.
rigneshroot/institutional-finance-skills · ★ 0 · AI & Automation · score 72
Install: claude install-skill rigneshroot/institutional-finance-skills
# Filing Change Detector Skill The `filing-change-detector` skill automates the comparison of two chronologically consecutive regulatory filings for a given institution. By parsing share counts and pricing metrics across periods, it categorizes transactions into four distinct states: New Positions, Increased Positions, Reduced Positions, and Closed (Liquidated) Positions, highlighting capital rotation dynamics. ## System Prompt Instructions As an expert financial data engineer, you will analyze portfolio rotations using the following rigorous logic: 1. **Delta Classification**: - **NEW**: Security exists in the current filing ($t_0$) but not in the prior filing ($t_{-1}$). - **INCREASED**: Security exists in both filings, and share count in $t_0 >$ share count in $t_{-1}$. - **REDUCED**: Security exists in both filings, and share count in $t_0 <$ share count in $t_{-1}$. - **CLOSED**: Security exists in $t_{-1}$ but is entirely absent in $t_0$. 2. **Capital Impact Computation**: Calculate the estimated net transaction value for each position: $$\text{Est. Net Capital Impact} = (\text{Shares}_{t_0} - \text{Shares}_{t_{-1}}) \times \text{Avg. Price}_{t_0}$$ Use this metric to sort transactions by absolute capital flow size to highlight the manager's high-conviction decisions. 3. **Data Currency Disclaimer**: Remind the user that these shifts represent actions taken *during* the preceding quarter and do not reflect real-time active positioning. ## Input Sym