Finance Claude Skills
1 219 finance skills from 209 authors. They deal with money: trading, payments, accounting and crypto. Half of them fit into 1 824 tokens or less — that is what one costs your context window when the agent loads it. 285 ship runnable scripts rather than instructions alone. 32 of them cannot work without an MCP server, most often rube. We also found 166 copies of these same skills sitting in other people's repositories — counted once here, not 166 times.
1 219 unique 209 authors 1 updated this month 87 from vendors
Integrate financial planning engines with the advisor technology stack — data flows between planning tools, CRM, PMS, custodians, and aggregation platforms; capital market assumption (CMA) governance and synchronization; plan-to-IPS-to-model linkage; and governed tax reference parameters in planning tools. Use when the user asks about connecting eMoney, MoneyGuidePro, or RightCapital to CRM or portfolio systems, eliminating manual re-entry between systems, keeping plan and portfolio assumptions consistent, mapping plan outputs (required return, risk capacity, withdrawal schedule) into the IPS and model assignment, or establishing plan update cadence and data-freshness rules. Also trigger on 'plan-to-IPS linkage', 'assumption synchronization', 'CMA governance', or 'planning tool integration'. For planning methodology itself — Monte Carlo modeling, Roth conversion strategy, Social Security claiming, retirement projections — use financial-planning-workflow instead.
Orchestrate the advisor workflow for assembling and delivering a comprehensive financial plan — data gathering, cash flow analysis, retirement modeling, Monte Carlo analysis, Roth conversion and withdrawal sequencing, Social Security claiming strategy, education and estate goals, scenario modeling, and prioritized recommendations. Use when the user asks about building a financial plan, structuring a planning engagement, retirement or Social Security modeling, Roth conversion strategy, scenario analysis, prioritizing competing recommendations, preparing a plan presentation, or deciding when a plan needs updating. Also trigger on 'comprehensive financial plan', 'discovery meeting', 'retirement modeling', 'Monte Carlo', 'Roth conversion', 'Social Security claiming', 'savings rate', or 'is my client on track'. For planning-tool data flows, capital market assumption governance, or connecting planning software to CRM/PMS, use financial-planning-integration instead.
Design and optimize CRM systems and client lifecycle workflows for advisory firms, covering segmentation, household management, service tiers, and retention analytics. Use when the user asks about client segmentation models, building household structures, defining service tier SLAs, scheduling reviews, tracking lifecycle stages from prospect through estate, identifying at-risk clients, analyzing wallet share, consolidating held-away assets, or evaluating CRM platforms. Also trigger when users mention 'client segmentation', 'retention risk', 'at-risk clients', 'household linking', 'multi-generational', 'service tiers', 'Redtail', 'Wealthbox', 'Salesforce for advisors', 'referral tracking', or 'contact gap'.
Manage the advisor trade lifecycle from order entry through settlement, covering block trading, allocation, pre-trade compliance, custodian routing, and error correction. Use when the user asks about designing an OMS for an RIA, executing model portfolio changes across many accounts, structuring block trades with fair allocation, configuring pre-trade compliance rules or restricted lists, routing orders to multiple custodians, handling trade errors or corrections, managing cash in trading workflows, or evaluating OMS platforms. Also trigger when users mention 'block trade', 'trade allocation', 'order management system', 'iRebal', 'Orion Trading', 'Tamarac Trading', 'best execution', 'trade error', 'mutual fund vs ETF orders', or 'audit trail'.
Select, configure, and operate portfolio management systems for advisory firms, covering model portfolios, UMA/sleeve management, drift monitoring, rebalancing, and custodian data feeds. Use when the user asks about choosing a PMS platform, building or distributing model portfolios, implementing UMA or sleeve-based management, setting drift monitoring thresholds, aggregating held-away assets, reconciling PMS with custodian records, configuring PMS-based billing, or troubleshooting custodian feed issues. Also trigger when users mention 'portfolio management system', 'Orion', 'Black Diamond', 'Tamarac', 'Addepar', 'Advent APX', 'model portfolio', 'sleeve management', 'rebalancing engine', 'custodian feed', or 'PMS migration'.
Process and manage account transfers between and within financial institutions. Use when handling full or partial ACAT transfers between broker-dealers, troubleshooting ACAT rejection codes or FINRA Rule 11870 timelines, setting up non-ACAT transfers (Fund/SERV, DTC free delivery, physical certificates), processing internal journal entries, handling retirement rollovers or Roth conversions with proper tax reporting, transferring cost basis under IRC Section 6045A, moving decedent assets to beneficiaries with date-of-death step-up, or reconciling residual credits and fractional shares after transfer completion.
Generate end-to-end investment proposals covering risk profiling, model portfolio recommendation, fee illustration, projections, and compliance review. Use when the user asks about creating a proposal for a prospect, mapping risk questionnaire scores to model portfolios, building fee illustrations with tiered costs, producing Monte Carlo or scenario projections, analyzing a prospect's current portfolio for improvement opportunities, reviewing proposals for SEC Marketing Rule compliance, or designing proposal templates for a multi-advisor firm. Also trigger when users mention 'investment proposal', 'proposal generation', 'risk profiling', 'Riskalyze', 'Nitrogen', 'fee illustration', 'transition analysis', 'current vs proposed portfolio', or 'proposal compliance review'.
Design and operate reconciliation processes across portfolio management, custodian, and clearing systems. Use when building a daily position, cash, or transaction reconciliation process, investigating discrepancies between internal records and custodian records, diagnosing recurring break patterns from corporate actions or pricing differences, setting tolerance thresholds for position, cash, or market value matching, implementing three-way reconciliation, designing break investigation workflows with aging and escalation, normalizing multi-custodian feeds from Schwab, Fidelity, or Pershing, reconciling cost basis or accrued income, or preparing for examinations on books and records accuracy.
Process and manage corporate actions from announcement through settlement. Use when handling dividends, stock splits, reverse splits, mergers, or spin-offs, managing voluntary elections for tender offers, rights offerings, or exchange offers, calculating record date and ex-date entitlements under T+1 settlement, collecting and submitting elections to DTC or custodians, handling fractional shares and proration for reorganization events, adjusting cost basis and tax lots after events, reconciling expected entitlements against actual receipts, or investigating missed or incorrectly processed corporate actions.
Determine when a product, platform, or communication crosses the regulatory line from education into investment advice requiring investment adviser registration. Use when the user asks about the definition of investment advice under Advisers Act Section 202(a)(11), whether a fintech feature or AI chatbot constitutes advice, the publisher's exclusion for newsletters or model portfolios, the broker-dealer solely incidental exclusion, adviser registration thresholds and exemptions, or DOL education vs advice safe harbors. Also trigger when users ask 'do I need to register as an investment adviser', 'does this app give investment advice', 'is this tool just education or advice', 'robo-adviser registration', or 'disclaimer language for financial content'. (For what triggers a 'recommendation' under Reg BI, use reg-bi.)
Ensure firms claiming GIPS compliance under the CFA Institute Global Investment Performance Standards satisfy requirements for composite construction, performance calculation, presentation, and verification. Use when the user asks about building composites, time-weighted return calculation under GIPS, GIPS Reports and pooled fund reports, error correction policies, wrap fee or SMA program performance under GIPS, GIPS verification, or GIPS advertising guidelines. Also trigger when users mention 'claiming GIPS compliance', 'composite membership rules', 'terminated portfolio returns', 'gross vs net of fees under GIPS', or 'GIPS verification findings'. (For SEC Marketing Rule and FINRA 2210 regulatory compliance of marketing materials, use advertising-compliance.)
Identify, disclose, and mitigate conflicts of interest in advisory and brokerage relationships under Reg BI and fiduciary duty. Use when the user asks about compensation-based conflicts, proprietary product incentives, revenue sharing disclosure, principal trading consent, soft dollar arrangements, pay-to-play restrictions, gifts and entertainment limits, personal trading policies, or code of ethics requirements. Also trigger when users mention 'is this a conflict', 'recommending our own funds', 'higher payout on annuities', 'outside business activity conflicts', 'allocation fairness across accounts', 'political contribution to a pension board member', or ask how to disclose or eliminate a conflict.
Assess investment suitability obligations under FINRA Rules 2111 and 2090 across all three suitability prongs. Use when the user asks about reasonable-basis, customer-specific, or quantitative suitability, product-specific concerns for complex products, leveraged ETFs, variable annuities, or alternatives, household-level suitability and concentration analysis, hold recommendations, or the institutional suitability exemption. Also trigger when users mention 'is this investment suitable', 'suitability questionnaire design', 'complex product due diligence', 'concentrated position in a client account', 'customer refused to provide their risk tolerance', or ask whether a recommendation fits a customer's profile. (For churning, turnover-ratio, and excessive-trading enforcement triggers, use sales-practices.)
Identify and prevent sales practice violations under FINRA and SEC rules governing broker-dealer conduct. Use when the user asks about churning or excessive trading metrics, mutual fund breakpoint discounts, selling away or private securities transactions, outside business activities, unauthorized trading, supervisory procedure design, senior investor protections, trusted contact persons, variable annuity suitability, or options account approval. Also trigger when users mention 'turnover ratio is high', 'rep did trades without authorization', 'breakpoint abuse', 'trusted contact for elderly client', 'selling away from the firm', 'supervision failure', '1035 exchange review', 'marking the close', or ask whether a broker's conduct violates FINRA rules.
Calculate present value, future value, NPV, IRR for projects and loans, loan payments, and amortization schedules across all compounding conventions. Use when the user asks about discounting cash flows, valuing an annuity or perpetuity, comparing investments with different timing, building a mortgage amortization table, evaluating whether a project is worth pursuing, or solving for the rate that equates cash flows (project IRR, loan IRR, yield on an investment). Also trigger when users mention 'what is it worth today', 'how much will I have in 20 years', 'monthly payment on a loan', 'discount rate', 'Gordon growth model', 'effective annual rate', 'continuous compounding', or ask how to compare a lump sum versus a stream of payments. For portfolio money-weighted return (dollar-weighted IRR on an investor's contributions and withdrawals), use return-calculations instead.
Design and implement integration architectures connecting financial systems — APIs, FIX protocol, ISO 20022, event-driven patterns, batch feeds, idempotency, and resilience. Use when building custodian integration pipelines, implementing FIX connectivity for order routing, designing ISO 20022 or SWIFT migration messaging, building batch file processing for custodian feeds or EOD reconciliation, implementing idempotency for transaction APIs, designing retry or circuit breaker patterns, mapping data between systems with different schemas, or troubleshooting integration failures causing recon breaks. Trigger on: FIX protocol, ISO 20022, custodian feed, batch processing, API design, idempotency, circuit breaker, dead letter queue, data mapping, integration architecture, SWIFT migration, mTLS, file feed, event-driven, message broker.
Design and operate data quality programs for financial data — validation rules, pricing validation, data lineage, exception management, profiling, and governance. Use when building validation rules for pricing or client data pipelines, detecting stale prices, designing a data quality monitoring framework, calibrating validation thresholds, implementing data lineage for BCBS 239 or MiFID II, investigating reconciliation breaks or billing errors traced to bad data, preparing for regulatory exams on data accuracy, building data quality scorecards, or defining data stewardship roles. Trigger on: data quality, pricing validation, stale prices, data lineage, data validation, data profiling, exception management, data governance, BCBS 239, data completeness, data accuracy, validation rules, data anomaly, data stewardship, data quality scorecard.
Design and manage market data infrastructure — real-time and delayed feeds, Level 1/2/3 depth, consolidated tape vs direct feeds, vendor selection, licensing, and distribution architecture. Use when choosing between real-time and delayed data, evaluating market data vendors like Bloomberg or Refinitiv, designing ticker plants or fan-out architecture, managing exchange data licensing and entitlements, diagnosing stale quotes or missing ticks, deciding between SIP and direct exchange feeds, or assessing Level 2/3 depth-of-book requirements for trading. Trigger on: market data, Level 1/2/3, depth of book, consolidated tape, SIP, direct feed, NBBO, ticker plant, B-PIPE, data license, non-display use, market data entitlements, conflation, tick data, real-time feed.
Guide counterparty credit risk measurement and management for OTC and securities trading, organized around three workflows: assessing a new counterparty, responding to a credit-deterioration event, and executing a default close-out. Use when measuring current or potential future exposure to a counterparty, setting or reviewing counterparty credit limits, evaluating ISDA Master Agreement netting and close-out mechanics, designing CSA collateral terms or uncleared margin compliance (VM/IM, SIMM), assessing central clearing mandates under Dodd-Frank or EMIR and CCP default waterfalls, monitoring creditworthiness via CDS spreads or ratings, quantifying wrong-way risk, or computing EAD, SA-CCR, and CVA. For Reg T and FINRA Rule 4210 brokerage margin see margin-operations; for settlement risk, DVP, and CLS see settlement-clearing.
Guide margin lending, margin requirements, and margin call operations for brokerage and advisory accounts. Use when calculating Reg T initial margin or buying power, determining maintenance margin or house requirements, evaluating portfolio margin eligibility under OCC TIMS, generating or resolving margin calls (fed call, house call, exchange call, day-trade call), designing forced liquidation waterfall logic, structuring securities-backed lines of credit (SBLOC), computing margin interest impact on returns, assessing concentrated position margin, understanding pattern day trader rules, or reviewing FINRA 4210 and Reg U requirements. Also covers SMA calculations and short margin mechanics. For OTC derivatives margin (variation/initial margin, CSAs, SIMM) see counterparty-risk.
Guide the design and management of trading venue connectivity and market data infrastructure. Owns the FIX session layer (logon, heartbeats, sequence number gaps, resend and gap recovery, disconnects). Use when building or troubleshooting FIX sessions for order routing or drop copy, integrating exchange protocols like OUCH, ITCH, PITCH, or Pillar, designing market data feed architecture (consolidated SIP vs direct feeds), handling trading halts or circuit breakers or LULD bands, planning co-location or failover and disaster recovery for exchange connectivity, implementing Rule 15c3-5 market access controls, or mapping symbology across venues and data sources. For order state machines and execution-report handling see order-lifecycle.
Guide identification, measurement, and management of operational risk in trading and brokerage operations. Use when designing trade error detection and correction procedures, investigating trade breaks and reconciliation failures, classifying loss events under Basel taxonomy, developing key risk indicators (KRIs) and dashboards, responding to system outages or data feed failures or order routing errors, conducting root cause analysis after a trade error or operational incident, planning business continuity and disaster recovery for trading desks, preparing for FINRA or SEC operational risk examinations, or assessing technology risk in OMS and market data systems. Also covers fat-finger errors, error account P&L, and corrective action tracking.
Guide the design and implementation of order lifecycle management in trading systems. Owns FIX application-layer message flows (NewOrderSingle, ExecutionReport, cancel/replace) and order state. Use when building an order state machine for an OMS or EMS, handling cancel/replace race conditions, defining pre-submission validation rules (buying power, position limits, restricted lists), selecting order types and time-in-force instructions, designing multi-leg or OCO or bracket orders, building CAT-compliant audit trails, troubleshooting order rejections or unexpected state transitions, hardening an OMS against edge cases, or implementing order persistence and recovery for failover. Also covers execution-report handling, ClOrdID chaining, and partial fill aggregation. For FIX session management (logon, sequence gaps, disconnects) see exchange-connectivity.
Guide post-trade compliance monitoring and trade surveillance system design. Use when building alert logic to detect churning, front-running, cherry-picking, layering, spoofing, wash trading, or marking the close, implementing post-trade best execution review, evaluating allocation fairness with pro-rata verification or dispersion analysis, designing exception-based monitoring workflows with escalation paths, correlating trading with MNPI events for insider trading detection, building personal trading surveillance for preclearance and blackout enforcement, determining SAR or blue sheet or CAT reporting triggers, or tuning surveillance thresholds to reduce false positives. Also covers turnover ratios, cost-to-equity ratios, and investigation case management.
Determine how to distribute capital across asset classes using strategic and tactical allocation frameworks. Use when the user asks about portfolio allocation, mean-variance optimization, Black-Litterman, risk parity, glide paths, or target-date strategies. Also trigger when users mention 'how much in stocks vs bonds', '60/40 portfolio', 'policy portfolio', 'core-satellite', 'liability-driven investing', 'asset-liability matching', or ask how to split their money across investments.
Guide the design, evaluation, and monitoring of trade execution quality and best execution practices. Use when assessing best execution obligations under FINRA Rule 5310 or RIA fiduciary duty, designing smart order routing across exchanges and dark pools, selecting execution algorithms (VWAP, TWAP, implementation shortfall, POV), building transaction cost analysis (TCA) for pre-trade estimation or post-trade measurement, analyzing bid-ask spread decomposition or market impact or information leakage, conducting best execution committee reviews, evaluating payment for order flow (PFOF) arrangements, interpreting Rule 605/606 reports, or handling fixed income or ETF execution via RFQ protocols. Also covers Reg NMS Order Protection Rule and venue fee structures.
Determine how much capital to allocate to individual positions within a portfolio. Use when the user asks about position sizing, the Kelly criterion, fractional Kelly, risk budgeting, or conviction weighting. Also trigger when users mention 'how much to put in one stock', 'maximum position size', 'how concentrated should my portfolio be', 'number of holdings', 'VaR budget per position', 'how big a bet', or ask about scaling position sizes with volatility.
Analyze currency markets, exchange rate mechanics, and FX risk management for international portfolios. Use when the user asks about exchange rates, FX hedging, interest rate parity, carry trades, forward premiums, cross rates, or currency overlay programs. Also trigger when users mention 'strong dollar', 'weak euro', 'hedging foreign stocks', 'purchasing power parity', 'currency risk in my portfolio', 'EUR/USD', 'yen carry trade', or ask whether to hedge international investments.
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.
Guides equity compensation planning for wealth management clients: RSU vesting and the supplemental-withholding gap, NSO and ISO exercise taxation, AMT on ISO spreads and the AMT credit, qualifying vs disqualifying dispositions, 83(b) elections for restricted stock, qualified Section 423 ESPPs, and managing concentrated employer stock (staged diversification, exchange funds, protective collars, charitable strategies, Rule 10b5-1 trading plans, Section 16 insider constraints). Use when the user asks about stock options, RSUs, ESPP purchases, or trading windows — e.g. 'my RSUs vested', 'should I exercise my ISOs', 'will I get an AMT hit', 'file an 83(b) election', 'disqualifying disposition', 'set up a 10b5-1 plan', 'I have too much company stock', or questions about selling employer shares as an executive or insider.
Analyze digital assets including cryptocurrency fundamentals, blockchain mechanics, DeFi protocols, and on-chain metrics. Use when the user asks about crypto investing, Bitcoin, Ethereum, staking yields, DeFi lending, impermanent loss, or on-chain valuation metrics. Also trigger when users mention 'blockchain', 'proof of stake', 'proof of work', 'smart contracts', 'NFTs', 'stablecoins', 'NVT ratio', 'TVL', 'crypto portfolio allocation', 'halving', or ask about risks and returns of cryptocurrency.
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.
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.
Estate and gifting architecture for wealth management: the unified estate/gift/GST framework, lifetime exemption vs annual exclusion, basis step-up vs carryover, trust taxonomy, and beneficiary planning. Use when the user asks about the 'estate tax exemption', 'annual gift exclusion', 'step-up in basis', a 'revocable trust' or 'irrevocable trust', 'gifting to my kids', '529 superfunding', or the 'portability election'. Also trigger on questions about gift-splitting, Form 706 or Form 709, DSUE, ILITs, GRATs, SLATs, IDGTs, charitable remainder trusts, state estate or inheritance taxes, the SECURE Act 10-year rule for inherited IRAs, whether to gift appreciated stock now or leave it at death, or how to fund estate taxes for an illiquid estate. For income-tax angles of charitable giving (QCDs, donating appreciated securities, DAF bunching), see the tax-efficiency skill.
Recognize and mitigate cognitive biases that impair financial decisions, and coach clients toward values-driven financial lives. Use when the user asks about behavioral finance, money psychology, loss aversion, overconfidence, herd behavior, or emotional investing. Also trigger when users mention 'why do I panic sell', 'money fights with my spouse', 'I can never save enough', 'fear of investing', 'lifestyle creep', 'keeping up with the Joneses', 'Rich Life', 'money scripts', or ask how emotions affect financial decisions.
Analyze financial statements for investment decisions: derive EBITDA and free cash flow (FCFF/FCFE) from the income statement and cash flow statement, compute ROIC, margins, and DuPont ROE decomposition, and assess quality of earnings via accruals and working capital trends. Use when the user asks about 'reading a 10-K', 'income statement vs cash flow statement', 'how to calculate free cash flow', 'FCFF vs FCFE', 'EBITDA adjustments', 'ROIC vs WACC', 'DuPont analysis', 'quality of earnings', 'accruals ratio', 'cash conversion cycle', 'revenue recognition red flags', 'deferred taxes', or 'cost basis and embedded capital gains'. Also trigger for fundamental analysis questions like whether reported earnings are backed by cash, whether a company creates value above its cost of capital, or the tax consequences of selling an appreciated position.
Estimate potential future losses using VaR, Expected Shortfall, Monte Carlo simulation, and stress testing. Use when the user asks about Value-at-Risk, CVaR, Expected Shortfall, scenario analysis, stress testing, or factor-based risk decomposition. Also trigger when users mention 'how much could I lose', 'worst-case scenario', 'tail risk', 'risk budget', 'component VaR', 'marginal VaR', '99% confidence loss', 'Monte Carlo simulation', or ask how to project portfolio risk forward.
Integrate insurance into a financial plan: decide what risks to retain vs transfer, size life insurance with needs-based and human-life-value analysis, and evaluate disability, long-term care, annuity, and liability coverage. Use when the user asks 'how much life insurance do I need', 'term vs whole life', about 'disability insurance' (own-occupation vs any-occupation, group vs individual), 'long-term care' insurance or self-insuring LTC, 'should I buy an annuity' (SPIA, DIA, variable, indexed), or an 'umbrella policy' for liability protection. Also trigger on 'DIME method', 'life insurance calculator', 'whole life vs invest the difference', 'elimination period', 'benefit period', 'hybrid LTC policy', '1035 exchange', 'beneficiary review', or questions about insurance riders, surrender charges, or whether an advisor can recommend insurance products.
Analyze lending products including mortgages, HELOCs, and personal loans with amortization and comparison tools. Use when the user asks about mortgage comparison, fixed vs ARM rates, loan qualification, amortization schedules, extra payments, or buying points. Also trigger when users mention 'monthly payment calculation', '15-year vs 30-year mortgage', 'PMI', 'APR vs interest rate', 'HELOC', 'home equity', 'should I buy down the rate', 'biweekly payments', or ask how much house they can afford.
Construct comprehensive Investment Policy Statements governing return objectives, risk tolerance, and portfolio constraints. Use when the user asks about building an IPS, setting return objectives, assessing risk tolerance, defining investment constraints, or establishing rebalancing and benchmark policies. Also trigger when users mention 'investment plan', 'policy portfolio', 'risk capacity vs willingness', 'spending rate for an endowment', 'foundation payout', 'manager selection criteria', or ask how to document their investment strategy.
Decompose portfolio returns into explainable components to identify where value was added or lost. Use when the user asks about Brinson attribution, allocation vs selection effects, factor-based attribution, fixed-income attribution, or currency attribution. Also trigger when users mention 'what drove my returns', 'was it stock picking or sector bets', 'alpha decomposition', 'multi-period linking', 'interaction effect', 'active return breakdown', or ask why their portfolio outperformed or underperformed the benchmark.
Evaluate investment performance on a risk-adjusted basis using industry-standard ratios and capture analysis. Use when the user asks about Sharpe ratio, Sortino ratio, Information Ratio, Treynor ratio, Calmar ratio, Omega ratio, or upside/downside capture. Also trigger when users mention 'risk-adjusted returns', 'return per unit of risk', 'M-squared', 'is this fund worth the volatility', 'how to compare two managers', 'capture ratio', or ask which investment performed better after accounting for risk.
Assess business quality, competitive positioning, and sustainability of value creation beyond financial models. Use when the user asks about economic moats, competitive advantages, Porter's Five Forces, management quality, ESG integration, or business model analysis. Also trigger when users mention 'does this company have a moat', 'switching costs', 'network effects', 'brand value', 'management track record', 'capital allocation', 'insider ownership', 'red flags', or ask whether a company's advantage is durable.
Estimate intrinsic value of stocks and companies using DCF, dividend discount models, comparable multiples, and residual income. Use when the user asks about discounted cash flow, DCF models, WACC, terminal value, dividend discount models, comparable multiples, or sum-of-the-parts valuation. Also trigger when users mention 'what is this stock worth', 'fair value estimate', 'Gordon growth model', 'free cash flow valuation', 'cost of equity', 'sensitivity analysis', 'exit multiple', or ask whether a stock is overvalued or undervalued.
Turn a retirement portfolio into sustainable lifetime income: sequence-of-returns risk, the 4% rule and its assumptions, Guyton-Klinger-style guardrails, RMD calculation from the Uniform Lifetime Table, Social Security claiming math (early reduction, delayed credits, breakeven age, survivor benefits), gap-year bracket-filling with Roth conversions, bucket strategies vs total-return, and SPIA annuitization as longevity insurance. Use when the user asks about a 'safe withdrawal rate', 'when should I claim Social Security', a 'guardrails strategy', 'sequence of returns risk', or 'how much can I spend in retirement'. Also trigger on RMD amounts or missed-RMD penalties, Social Security breakeven analysis, '4% rule', 'bucket strategy', retirement paycheck design, drawdown or decumulation planning, and whether to buy an annuity. For accumulation-side savings math, see savings-goals; for asset location and tax mechanics, see tax-efficiency.
Plan and track savings for specific financial goals including retirement, education, and home purchase. Use when the user asks about required savings rates, 529 plans, retirement accumulation targets, down payment planning, or goal prioritization. Also trigger when users mention 'how much do I need to save each month', 'am I on track for retirement', 'college savings', 'safe withdrawal rate', '4% rule', 'FIRE savings rate', 'catch-up contributions', 'employer match', or ask how to balance competing savings goals.
Execute a complete tax-loss harvesting workflow from candidate identification through post-harvest monitoring. Use when the user asks about finding TLH candidates, gain/loss budgeting, replacement security selection, wash-sale compliance, or harvest execution planning. Also trigger when users mention 'unrealized losses in my portfolio', 'swap ETFs for tax purposes', 'harvest losses before year-end', 'substantially identical security', 'wash-sale window', 'NIIT offset', 'loss carryforward', or ask how much tax they can save by harvesting.
Use this skill when the user asks for: price of any asset, ticker, order book, candles, OHLCV, funding rate, open interest, OI change scanner, market screener (top movers, high-volume, newly listed), mark price, index price, recent trades, instrument list, stock tokens, metals prices (gold, XAU, XAG), commodities (oil, OIL), forex rates (EUR/USD, EURUSDT), bond instruments, non-crypto assets, or any technical indicator query (RSI, MACD, EMA, Bollinger Bands, KDJ, SuperTrend, AHR999, BTC rainbow, and 70+ more). All commands are read-only and do NOT require API credentials. Do NOT use for account balance/positions (okx-cex-portfolio), placing/cancelling orders (okx-cex-trade), or bots (okx-cex-bot).