monthly-analysis

What problem does it solve?

This Skill provides a complete, self-contained workflow for monthly stock analysis, including fetching end-of-month prices, computing returns and momentum, and merging with fundamental data from the Rice Data Portal. It is designed to streamline monthly research and portfolio analysis with minimal manual steps.

Core Features & Use Cases

• Automated monthly price retrieval: Fetch end-of-month prices and compute monthly returns.
• Momentum and sizing: Calculate momentum and size-related indicators for month-over-month analysis.
• Fundamental integration: Merge price signals with SEC/Rice fundamentals and shift data to avoid look-ahead bias.
• Use Case: A portfolio analyst wants a reproducible monthly analysis that combines price signals with fundamentals for backtesting.

Quick Start

Use the monthly-analysis skill to fetch data starting from a specific date, then merge with fundamentals:

1. python .claude/skills/monthly-analysis/scripts/fetch_monthly_data.py 2020-01-01 monthly.parquet
2. python .claude/skills/monthly-analysis/scripts/merge_monthly_fundamentals.py monthly.parquet fundamentals.parquet monthly_merged.parquet