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Found 7 Skills
Position sizing: Kelly criterion, fractional Kelly, risk budgeting, maximum position sizes, conviction weighting.
Build diversified portfolios using correlation analysis, efficient frontier construction, and factor-based diversification. Use when the user asks about portfolio variance, correlation effects, the efficient frontier, minimum variance portfolios, diversification ratios, or factor diversification. Also trigger when users mention 'don't put all eggs in one basket', 'how many stocks do I need', 'correlation breakdown in a crisis', 'are my holdings really diversified', 'risk contributions', or ask why diversification fails during market crashes.
Screen US stocks for high-quality dividend opportunities combining value characteristics (P/E ratio under 20, P/B ratio under 2), attractive yields (3% or higher), and consistent growth (dividend/revenue/EPS trending up over 3 years). Supports two-stage screening using FINVIZ Elite API for efficient pre-filtering followed by FMP API for detailed analysis. Use when user requests dividend stock screening, income portfolio ideas, or quality value stocks with strong fundamentals.
Analyze equity securities, factor models, and equity portfolio construction. Use when the user asks about stocks, equity valuation ratios, index construction methods, or style analysis. Also trigger when users mention 'P/E ratio', 'growth vs value', 'market cap weighting', 'sector allocation', 'GICS classification', 'earnings per share', 'Fama-French factors', 'CAPM', 'dividend yield', 'PEG ratio', 'EV/EBITDA', or ask which factors explain equity returns.
Apply factor models to portfolio construction and fund evaluation, from CAPM through the Fama-French 3- and 5-factor models plus momentum. Use when the user asks about 'Fama-French', 'value factor', 'smart beta', 'factor tilt', 'momentum exposure', or the 'factor zoo', wants to run or interpret a factor regression (loadings, alpha after controlling for factors, R-squared, t-stats), decompose a manager's returns into factor exposures versus skill, or asks 'is my fund closet indexing'. Also trigger on SMB, HML, RMW, CMA, UMD, size/value/quality/profitability/low-vol premia, factor ETF or smart-beta product evaluation (factor purity, turnover, capacity, fees), factor cyclicality and the danger of factor timing, factor crowding, long-short academic factors versus long-only implementable tilts, and post-publication factor decay.
Build investment systems in the style of AQR Capital Management, the quantitative investment firm pioneering factor investing. Emphasizes academic rigor, transparent methodology, and systematic factor exposure. Use when building factor models, conducting asset pricing research, or designing systematic portfolios.
Cross-asset correlation analysis including rolling correlation, hierarchical clustering, tail dependence, and regime-dependent correlation