earnings-week-prep
Skill7 starsChanged 4 months agoLicence not identifiedView on GitHub
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.
In this repository62 other files it gives its agents.
- .claude/CLAUDE.mdCLAUDE.md
- 8-k-scannerSkill
- analyst-trackerSkill
- backtest-data-prepSkill
- change-point-detectorSkill
- commodity-cycleSkill
- corp-actions-reconcilerSkill
- corporate-actions-scannerSkill
- crypto-vol-scannerSkill
- earnings-blackoutSkill
- earnings-drilldownSkill
- event-studySkill
- factor-researchSkill
- filing-sentimentSkill
- filing-triangulationSkill
- fixed-income-contextSkill
- guidance-trackerSkill
- hedge-suggesterSkill
- historical-analog-finderSkill
- historical-comparisonSkill
- hurst-exponentSkill
- insider-flowSkill
- macro-event-calendarSkill
- manager-portfolio-diffSkill
- market-regimeSkill
- massive-api-patternsSkill
- massive-flat-filesSkill
- massive-websocketsSkill
- mc-portfolio-simulatorSkill
- morning-briefSkill
- news-scannerSkill
- options-flowSkill
- options-structure-analyzerSkill
- pairs-scannerSkill
- pitch-compsSkill
- portfolio-macro-scenarioSkill
- portfolio-markSkill
- portfolio-rebalancerSkill
- portfolio-reviewSkill
- position-sizerSkill
- prediction-market-monitorSkill
- pre-earnings-full-stackSkill
- preflight-tradeSkill
- regime-auditSkill
- relative-strengthSkill
- risk-factor-deltaSkill
- risk-reportSkill
- rough-vol-forecastSkill
- scan-and-frameSkill
- sector-rotation-signalSkill
- signal-decaySkill
- single-name-vs-sectorSkill
- slippage-costSkill
- smart-money-clusterSkill
- stock-one-pagerSkill
- t+1-settlement-prepSkill
- technical-briefingSkill
- universe-builderSkill
- valuation-sanity-checkSkill
- vs-benchmark-auditSkill
- The first 60 shown.
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