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…
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
$ npx -y skills add rgourley/quant-garage --skill weekly-brief --agent claude-codeHow it fires
How this skill gets triggered: by you, by Claude, or both.
/weekly-briefContext preview
The summary Claude sees to decide when to auto-load this skill.
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
name: weekly-brief description: 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 when the operator wants recurring weekly context, not on-demand book review.
You hand over a watchlist. The skill runs the four macro/calendar sub-skills and stitches them into a briefing sized for the week ahead. Watchlist-focused, not position-focused.
week", "Sunday briefing"
watchlist
portfolio decisions
**Layer 1 JSON** matching [`output-schema.json`](./output-schema.json). Headline block distills the regime, rotation theme, this-week's top-3 macro events, and this-week's earnings prints. Full sections below.
**Layer 2 rendered brief** with the same shape as portfolio-review: headline block + 4 titled sections. See [`references/rendering.md`](./references/rendering.md).
Pure composition. Runs sub-skills in order: 1. market-regime 2. sector-rotation-signal (30d default) 3. macro-event-calendar (window_days=7 by default) 4. earnings-blackout (watchlist, same window)
Shares a single MassiveClient. Failures in any single section leave its `sections[<name>]` null and appear in the errors block.
ETFs, EDGAR for earnings fallback, no options)
use portfolio-review.
morning-brief.
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.
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…
Track sell-side analyst positioning on a name via Benzinga Analyst Ratings. Pulls every rating event over the lookback window, classifies each as upgrade /…
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…
Bayesian Online Change-Point Detection (BOCPD) on a ticker's daily log returns. Detects points in time where the return-generating distribution changed (regime…
Single-commodity macro read. Answers "is this commodity in a winning or losing macro setup right now" and names the macro driver that dominates it. Pulls one…
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…