8-k-scanner
Scan SEC 8-K disclosures across a single ticker or a watchlist using Massive's pre-parsed disclosure taxonomy. Groups the…
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
Claude Code
$ npx -y skills add rgourley/quant-garage --skill smart-money-cluster --agent claude-code
Codex
$ npx skills add rgourley/quant-garage --skill smart-money-cluster -a codex -y
Cursor
$ npx skills add rgourley/quant-garage --skill smart-money-cluster -a cursor -y
Gemini CLI
$ npx skills add rgourley/quant-garage --skill smart-money-cluster -a gemini-cli -y
GitHub Copilot
$ npx skills add rgourley/quant-garage --skill smart-money-cluster -a github-copilot -y
OpenCode
$ npx skills add rgourley/quant-garage --skill smart-money-cluster -a opencode -y
Windsurf
$ npx skills add rgourley/quant-garage --skill smart-money-cluster -a windsurf -y
name: smart-money-cluster description: 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 >= N funds' new positions this quarter. Requires Stocks Basic. Runs on the free tier.
Runs `manager-portfolio-diff` across a curated cohort of well-known funds and aggregates the results by issuer. Surfaces names that appeared in >= N funds' new positions (initiations), adds, or exits this quarter as a "cross-fund conviction" signal.
Default cohort: Berkshire, Baupost, Renaissance, Bridgewater, Third Point, Pershing Square, Tiger Global, Scion, Appaloosa. Custom cohort via `--aliases`.
Not for: real-time (13-F is quarterly and lagged ~45 days). Not for alpha timing (crowded positions can underperform).
Optional:
**Layer 1: JSON**. Per-fund summary, clustered_initiations, clustered_adds, clustered_exits, each sorted by fund count then dollar volume.
**Layer 2: rendered note**. Per-fund one-liners + three cluster tables + Take.
accuracy weighting would be a real extension.
RS / vol regime.
quarter-over-quarter momentum.
These are clean composite extensions.
Trade like a pro. Without the terminal. View the full landing page → Quant and equity research tools that run inside Claude, or behind your own UI.
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