tradermonty/claude-trading-skills
29 skills22k installs53k starsGitHub
Install
npx skills add https://github.com/tradermonty/claude-trading-skillsSkills in this repo
1Us Stock AnalysisUS Stock Analysis is a financial metrics reference skill packaged for agent sessions when you need consistent definitions and formulas while evaluating US equities. Solo builders often run a personal portfolio in parallel with product revenue; this skill keeps profitability and valuation vocabulary aligned so the agent does not hallucinate metric math. It catalogs gross through net margins, return ratios (ROE with DuPont intuition, ROA, ROIC), and valuation measures such as trailing and forward P/E and PEG with plain-language interpretation. It is not a live data feed or trade execution tool—it structures how to read statements and multiples once you have numbers from your broker or research site. Invoke it during deeper diligence on a ticker, when comparing two companies in the same sector, or when you want the agent to explain whether a margin or multiple is meaningful relative to peers.2.5kinstalls2Market News AnalystMarket News Analyst is a procedural knowledge pack for agent-assisted equity research: it teaches how corporate news and quarterly results from the largest technology names tend to move individual stocks, related sectors, and broad indices. Solo builders shipping trading assistants, research bots, or internal dashboards install it so Claude Code, Cursor, or Codex do not improvise vague “markets might react” answers. The framework spans market-cap significance, earnings beat/miss/guidance matrices, and cross-name contagion (for example NVIDIA as an AI capex proxy). It suits intermediate users who already track positions or build fintech side projects and want repeatable narrative structure rather than live data feeds. Pair it with your own market data MCP or APIs; the skill does not fetch prices. Use when briefing an agent before earnings week, drafting scenario notes, or encoding desk heuristics into a custom skill library.1.2kinstalls3Market Environment AnalysisMarket Environment Analysis is an agent skill that encodes pattern libraries for reading macro and technical context: uptrend, downtrend, and range structure; risk-on versus risk-off tells across equities, FX, commodities, and vol; and how to frame US employment and inflation prints against expectations. Solo builders shipping trading journals, alert bots, or educational content use it when the agent must reason consistently about regime before strategy code or position sizing—not as a substitute for live data feeds or compliance review. The readme is interpretive reference material suited to Idea-phase research and Validate-phase scope checks for finance side projects. It pairs with agent workflows that summarize morning briefs or gate automated rules on environment labels. Intermediate complexity reflects judgment calls and missing instrument-specific rules in the excerpt.1kinstalls4Backtest ExpertBacktest-expert (documented as learning from failed backtests) is a methodology skill for traders and quant-curious solo builders who run historical simulations before risking real money. It walks you through why negative results are valuable, catalogs recurring failure patterns like hyper-sensitive parameters and regime-only wins, and gives a case-study framework plus red flags to capture hypotheses, outcomes, and lessons in a reusable anti-pattern library. Use it when a backtest looks too good, breaks with small parameter tweaks, or only works in one market era—before you promote the strategy to paper or live. It does not run backtests itself; it structures post-mortems so the agent and you avoid repeating the same statistical mistakes. Pairs naturally with execution and data skills once only robust ideas remain in scope.995installs5Portfolio ManagerPortfolio Manager is an agent skill for solo and indie builders who trade through Alpaca and want institution-style reviews without a separate terminal stack. It integrates with the Alpaca MCP Server to load real positions, then runs allocation, diversification, risk, and performance passes before scoring each line item and proposing a prioritized rebalance plan. Outputs are comprehensive markdown reports you can commit to a repo for audit trails and weekly rituals. Use it during grow-phase portfolio reviews when drift, concentration, or macro shifts make ad-hoc spreadsheet math unreliable. The skill expects an Alpaca brokerage setup and MCP wiring; it is analytical guidance, not execution automation, so you still confirm orders in your broker. Highlights include model-portfolio benchmarks and explicit action verbs so agents and humans align on next steps.965installs6Value Dividend ScreenerValue Dividend Screener is an agent skill that teaches procedural use of the Financial Modeling Prep (FMP) API for dividend-focused stock screening. Solo builders and indie quant-curious developers use it when they need a repeatable, API-key-driven research loop instead of ad-hoc spreadsheet hunting. The skill walks through obtaining an API key, respecting free-tier limits, configuring environment variables or command-line arguments, and calling screener endpoints that filter by yield, valuation ratios, and market cap. It fits early journey research when you are validating whether a dividend watchlist or alerting tool is worth building, and it keeps network, secrets, and Python script conventions explicit so Codex or Claude Code can generate or extend screening automation without guessing endpoint shapes. Prism lists it so finance-oriented builders can find citable FMP guidance separate from generic market-data trivia.959installs7Technical AnalystTechnical Analyst is a template skill for solo traders and indie quant hobbyists who want Claude to draft institution-style weekly chart write-ups instead of free-form guesses. You supply a ticker; the skill walks through overview, trend classification, numbered support and resistance lists, and moving-average structure against 20-, 50-, and 200-week benchmarks. It targets discretionary research before entries, journaling, or newsletter content—not automated execution or fundamental valuation. The output is markdown-ready for your notes, Discord, or a simple research CMS. Intermediate complexity assumes you interpret levels and MA jargon; the skill does not fetch live prices unless your agent has separate data tools. Use when you mention technical analysis, weekly charts, or structured trade context.869installs8Options Strategy AdvisorOptions Strategy Advisor is an educational agent skill for solo builders and indie traders who want to understand options mechanics without subscribing to premium options tape data. It combines a Black-Scholes engine, full Greeks, P/L simulation, and guidance across more than seventeen strategy templates, pulling underlying context from the FMP API’s free tier while letting you plug in implied volatility from your broker. Use it when you are validating whether a covered call, protective put, spread, or earnings play fits your risk budget, or when you are prototyping a CLI or API wrapper around options education. It is theoretical and educational—not a substitute for live execution, compliance review, or personalized investment advice. Prism tags it under Validate pricing because the primary value is decision support before you trade or build finance tooling.868installs9Canslim ScreenerCANSLIM Screener is an agent skill that teaches William O’Neil’s seven-part growth stock selection system for solo traders and indie quant builders who research equities before writing bots or placing orders. It walks through each CANSLIM letter—current and annual earnings momentum, new catalysts, supply and demand, relative strength leadership, institutional sponsorship, and market trend alignment—with O’Neil’s quantitative hooks such as minimum quarterly EPS acceleration thresholds. Use it in the Idea phase when you are discovering candidates, comparing growth profiles, or encoding screening logic into a Claude-driven workflow. It is not a substitute for compliance, brokerage integration, or live market data APIs; it is procedural knowledge so your agent applies a disciplined, historically grounded checklist instead of ad-hoc ticker picks. Prism lists it under Finance & Trading for builders who treat research rigor as the first ship gate for any trading side project.736installs10Earnings CalendarEarnings Calendar is an agent skill for solo builders and indie traders who need a repeatable earnings-week briefing instead of scraping calendars by hand. When you are validating a swing-trade thesis or scheduling agents around volatility, the skill fills a Markdown report template for the next seven days: totals by cap bucket, peak reporting day, and day-by-day BMO, AMC, and TAS tables with consensus EPS and revenue where FMP provides them. It assumes you have FMP API access configured in your environment and that you want institutional-ish coverage (roughly $2B+ market cap) rather than micro-caps. Use it at the start of the week to align watchlists, risk limits, and downstream analysis skills; the output is editorial-ready Markdown you can paste into notes, newsletters, or a trading journal without reformatting.713installs11Macro Regime DetectorMacro Regime Detector is an agent skill that gives solo traders and indie quant builders a structured way to label market environments and choose posture without reinventing macro history each session. The skill materializes as a reference corpus of concentration and broadening regimes, complete with observable ratio behavior, credit tone, typical duration, and how strategies behaved while the regime persisted. Your agent uses these exemplars when interpreting today's RSP/SPY breadth, small-cap participation via IWM/SPY, high-yield vs investment-grade credit via HYG/LQD, and cyclical consumer strength versus defensives. It is invoked when you need a disciplined narrative—whether mega-cap leadership is still the only game or whether risk is rotating outward—and when you want historical parallels to sanity-check a thesis. The skill is research- and classification-heavy rather than a data-ingestion integration; you still supply live quotes or feeds. Intermediate to advanced users benefit most because regime calls are probabilistic and exogenous shocks can invalidate patterns overnight, as the COVID interruption of 2019–2020 concentration illustrates.696installs12Institutional Flow TrackerInstitutional Flow Tracker is an agent skill package for parsing SEC 13F institutional ownership and portfolio flow patterns so you can see where sophisticated money is accumulating or exiting. Solo builders and indie operators use it when researching tickers, stress-testing a fintech narrative, or grounding agent-assisted diligence before writing code or placing trades. The workflow spans stock screening on large QoQ ownership moves, single-name deep dives with holder concentration, and following specific funds or superinvestor names across quarters. A signal-quality framework down-weights passive index churn and elevates actionable active-manager behavior, while sustained multi-quarter trends help separate one-off rebalancing from real directional bets. It is research-first tooling—not execution, compliance filing, or live order routing—best paired with your own risk rules and primary sources beyond any third-party API.684installs13Sector AnalystSector Analyst is an agent skill that embeds a sector rotation knowledge base aligned to a classic four-phase economic cycle. Solo builders and indie traders use it when an agent needs consistent language about which sectors tend to lead or lag in early recovery, mid expansion, late cycle, and downturns—without pulling ad hoc summaries from chat each time. The material covers characteristic GDP, rates, credit, and confidence backdrops and ties them to groups such as technology, consumer cyclicals, industrials, financials, real estate, utilities, staples, and healthcare. It fits research-heavy workflows: brainstorming trade themes, scoping fintech or market-data products, or enriching Claude Code and Cursor agents that discuss allocation and rotation. It does not fetch live prices or filings; it supplies procedural market structure context you pair with your own data sources and risk rules.670installs14Stanley Druckenmiller InvestmentStanley Druckenmiller Investment is an agent skill package that turns a stack of loaded trading analysis skills into a single conviction-focused report aligned with Druckenmiller-style macro and concentration thinking. Solo builders and indie traders use it when they already run complementary skills in the claude-trading-skills repo and need a synthesized view of exposure, pattern fit, and component-level scores instead of reading fragmented outputs. The skill documents a report template with a conviction dashboard, pattern classification table, and seven scored components with weights—material that maps to automated report generation rather than casual chat advice. It suits intermediate users who treat agent skills as part of a repeatable research workflow and who will validate numbers against their own risk rules. It is not a substitute for licensed financial advice, live market data validation, or environment-specific backtests.650installs15Pair Trade ScreenerPair Trade Screener is an agent skill for statistical arbitrage style research: it helps you find pairs that share a long-term equilibrium, estimate hedge ratios, measure how fast spreads mean-revert, and surface z-score based entry and exit cues. Solo builders building trading tools or evaluating systematic ideas use it to go beyond naive correlation—cointegration testing and half-life matter when you want market-neutral relative trades. The workflow assumes Python 3.8+, installs common scientific stack packages, and pulls prices through an FMP API key you configure via environment variable. Output is JSON-friendly for downstream dashboards or alerts. This is advanced complexity: you should understand regression basics and the limits of backtests. It is a specialized finance integration skill, not general portfolio management or execution connectivity.608installs16Breadth Chart AnalystBreadth Chart Analyst is an agent skill for solo traders and indie quant-curious builders who upload breadth visuals and want a disciplined written read—not ad-hoc chat guesses. The SKILL body defines a full Market Breadth Analysis Report: date, charts analyzed, executive summary, strategic and tactical outlook labels, and Chart 1 metrics including 8MA and 200MA versus classic overheated and oversold bands. It forces attention on the latest few prints, which matters when you are deciding whether to press risk or get defensive. Placement is Grow and analytics because the output informs ongoing allocation and playbook updates, not greenfield app construction. It pairs naturally with chart-capture or data-ingest steps you already use in Claude Code. It does not fetch live market data by itself; you supply the charts and the agent fills the analyst template.607installs17Position Sizerposition-sizer is a finance methodology skill for indie builders shipping trading assistants, journaling tools, or automated execution layers. It teaches agents how professional-style position sizing works: translate entry and stop into risk per share, cap dollar risk as a fraction of account equity, and integer-share position limits. The reference centers Fixed Fractional sizing—widely associated with Van Tharp and swing-trading discipline—and extends to ATR-based and Kelly Criterion approaches when volatility or edge estimates matter. Solo builders use it when coding risk rails for bots, backtests, or portfolio dashboards so a good signal cannot blow up the account through oversized bets. The skill is not a broker integration; it is the math and policy layer you embed before connecting market data or order APIs. Pair it with your own compliance review—risk percentages here are educational defaults, not personal investment advice.596installs18Us Market Bubble DetectorUS Market Bubble Detector is an agent skill that helps solo traders and indie allocators judge how euphoric or fragile US markets look using a structured scoring model rather than headline panic. The documented v2.1 revision directly responds to a real failure mode: qualitative bumps for “elevated AI narrative” or repeated valuation flags that overstated bubble phase and pushed an overly defensive 40% risk budget when quantitative evidence was modest. The skill separates an objective quantitative phase score from a small, evidence-gated qualitative overlay across social penetration, media/search trends, and valuation disconnect. Each qualitative point demands hard proof—measured trends, named non-investor recommendations, dated TV or magazine coverage—not analyst vibes. Use it when you are rebalancing exposure, sizing new positions, or sanity-checking macro takes before you let narrative fear or FOMO drive allocations. It is finance-domain procedural knowledge packaged for agent-assisted research memos, not a substitute for compliance review or live trading infrastructure.588installs19Finviz ScreenerFinviz-screener is a reference skill for solo builders and traders who want their coding agent to build correct FinViz stock screener URLs from plain-language constraints. Instead of memorizing opaque codes like `cap_small` or `fa_pe_u20`, the skill encodes parameter shapes, signal filters, sort orders, and the `{from}to{to}` range pattern that the public website accepts but some client libraries omit. That matters when you are validating a trading hypothesis, prototyping a watchlist tool, or scripting research checks without clicking through the UI. The content spans free and Elite base URLs and bilingual keyword hints so agents can map Japanese or English intents to valid `f=` comma lists. It does not execute trades or pull live quotes by itself—it is procedural filter vocabulary for agents in Claude Code, Cursor, and Codex. Pair it with your own fetching or browser steps if you need automated result pages.568installs20Vcp Screenervcp-screener is an agent skill that documents how a Volatility Contraction Pattern stock screener talks to Financial Modeling Prep: one constituents pull, batched quotes across the S&P 500 universe, SPY benchmark history, and per-candidate historical series for trend and VCP logic. Solo and indie builders who trade or automate research get a clear call budget—about 203 calls on the default path and roughly 350 when scanning the full index—so they can stay inside FMP free-tier limits or plan paid tiers. The readme spells out phase ownership, caching, and throttling behavior so your coding agent can implement or operate the pipeline without guessing endpoint shapes. Use it when you want systematic U.S. large-cap idea generation backed by structured market data rather than manual chart review.567installs21Market Breadth AnalyzerMarket Breadth Analyzer is a methodology skill for solo traders and indie quant builders who need a structured read on whether a market advance is broad or dangerously narrow. It walks through TraderMonty's breadth dataset: the raw proportion of S&P 500 names above their 200-day moving average, short and long EMAs computed with exponential weighting, and six analytical dimensions rolled into one composite score from zero to one hundred. The guide emphasizes participation—healthy trends show many stocks rising together—versus leadership clusters that often precede drawdowns. Agents use it to produce consistent narratives around 8MA threshold bands, trend filters, and trough-style extreme readings without improvising indicator definitions each session. It does not place trades; it frames context for validate-style position sizing, journaling, or alerting workflows you layer on top. Pair it with your data pull or MCP feed that supplies the breadth series.563installs22Scenario AnalyzerScenario Analyzer is a finance-focused agent skill that supplies headline and monetary-policy event pattern reference material for market scenario work. Solo builders running trading assistants, macro newsletters, or fintech copilots use it when an agent must explain how Fed rate hikes or cuts typically ripple through equities, bonds, the USD, and sector leadership over multiple time horizons. The SKILL.md documents FOMC hike and cut templates, sector impact matrices, and historical anchors so outputs stay consistent instead of generic macro chatter. It is reference knowledge—not a broker integration—meant to ground inference during scenario analysis when you ask what usually happens after an event like the ones listed. Intermediate complexity assumes comfort with sector names and policy cycles. Best after you have a concrete event or policy path to analyze; pair with your own data feeds and risk rules. Review Security Audits on this catalog page before installing any package from the repo.559installs23Economic Calendar FetcherEconomic Calendar Fetcher is a Finance & Trading integration skill that embeds Financial Modeling Prep (FMP) API documentation for the economic calendar endpoint. Solo builders creating trading assistants, dashboards, or alert pipelines use it to implement authenticated HTTP calls with required from and to dates, correct YYYY-MM-DD formatting, and awareness of the maximum 90-day query span and UTC semantics. The skill explains how to obtain an API key from FMP’s signup flow and what to expect from free versus paid rate limits, framing the data as upcoming and historical economic releases and other market-moving schedules. It does not execute trades, parse vendor response schemas in depth in the excerpt, or replace compliance review for financial software—it gives your agent accurate integration facts so you ship calendar fetch logic faster. Pair with your own error handling, caching, and secret storage in Ship and Operate phases.558installs24Dividend Growth Pullback ScreenerDividend-growth-pullback-screener is a Claude trading skill for solo investors and indie builders who treat agent sessions like a research desk. It teaches dividend growth compounding through yield on cost: your effective income yield rises as payouts grow even when market quotes move. The readme embeds progression tables for a 12% minimum dividend growth assumption and highlights stronger 15% tier outcomes, including milestones such as doubling dividends around year six under the baseline path. Use it when you want disciplined pullback screens aligned with dividend growers rather than chasing headline yield alone. The skill is prose-heavy methodology suitable for generating watchlists, sanity-checking agent-suggested tickers, or documenting why a name fails growth hurdles. It does not replace licensed financial advice, brokerage rules, or your own risk limits; it structures how an agent should reason about compounding, entry on pullbacks, and growth thresholds before you validate positions in a spreadsheet or paper portfolio.551installs25Earnings Trade AnalyzerEarnings Trade Analyzer is an agent skill that applies a documented five-factor methodology to rank post-earnings equity setups for discretionary traders. Each symbol receives a composite score from zero to one hundred and a letter grade, combining gap magnitude after the print, the twenty-day pre-earnings trend, volume acceleration versus a sixty-day baseline, and additional weighted factors described in the skill’s scoring spec. The methodology explicitly handles before-market-open versus after-market-close earnings timing when measuring gaps, defaulting to after-close logic when timing is unknown. Solo builders who run personal trading workflows—or ship fintech side projects—use it to make earnings reactions legible instead of eyeballing single-day candles. It is phase-specific research tooling: invoke when you have a watchlist around earnings and want comparable scores across names, not when you are building product UI or deploying production services.541installs26Market Top Detectormarket-top-detector encodes a Distribution Day guide based on William O’Neil’s institutional selling framework for the S&P 500 and NASDAQ Composite. Solo traders and indie builders automating market scans can use it to decide when an uptrend is accumulating distribution pressure versus normal pullbacks. The skill states precise dual criteria for distribution days and stalling days, explains the half-weight for stalls, and applies a 25-trading-day rolling expiration so stale signals drop out. It also lists common false positives—declines on lighter volume or sessions that are net positive despite intraday weakness—so agents do not over-count noise. An effective count interpretation table connects observed distribution load to defensive posture. This is procedural market research knowledge, not a brokerage integration; pair it with your own data feed and risk rules before acting on signals.536installs27Uptrend Analyzeruptrend-analyzer teaches agents how to use Monty’s Uptrend Ratio Dashboard methodology: which stocks count as uptrend under Finviz Elite–style criteria, how daily ratios are computed for the full US sample and each GICS sector, and which GitHub CSV files to read. Solo traders and indie quant builders invoke it when they need reproducible breadth reads instead of ad-hoc chart guessing—comparing sector uptrend ratios over time, anchoring risk-on versus risk-off narratives, or sanity-checking a watchlist against systematic trend filters. The skill is documentation-heavy (conditions table, file schemas, history windows since 2023-08 for market-wide and 2024-07 for sectors) rather than a packaged API client, so the agent applies the rules while you fetch or paste CSV data. It supports research and ongoing operations cycles for discretionary or semi-systematic equity workflows.528installs28Theme DetectorTheme Detector is a Claude trading skill that gives solo traders and indie quant tinkerers a consistent report skeleton for macro-style theme scouting. Instead of ad-hoc notes, you fill a dated Theme Detection Report with a ranked dashboard, lifecycle labels, and bullish theme deep dives driven by momentum, volume, uptrend, and breadth components. The template expects upstream stats such as industries scanned, total stocks, uptrend data status, and execution time, then renders LEAD/LAG direction, heat out of 100, and industry-level change percentages with stock counts. It suits builders who automate market research agents or weekly memo pipelines and want institutional-style thematic framing without rebuilding section headings each run. Pair it with data providers or screeners you already use; the skill defines narrative structure and metrics slots, not live market feeds.522installs29Kanchi Dividend Us Tax AccountingKanchi Dividend US Tax Accounting is a finance agent skill for solo builders and tiny teams building trading assistants, robo-advice flows, or internal portfolio tools—or for founders managing their own US dividend sleeves. It encodes baseline placement logic between taxable and tax-advantaged accounts: qualified-dividend-heavy US equity often favors taxable treatment, while REIT- and BDC-heavy income structures often favor tax-advantaged wrappers, with MLP partnership units flagged for UBTI and K-1 complexity. The skill forces disciplined conflict resolution when tax location fights risk, concentration, or withdrawal needs. Agents return concise, auditable one-liners per ticker rather than open-ended tax advice essays. It is procedural domain knowledge for Claude-family agents, not a live tax API or MCP broker integration. Intermediate complexity reflects that users must supply holdings, mandates, and account types; the skill does not replace CPA review for individual filings.519installs