José Franco
Community@jefrnc · Buenos Aires
Software architect turned algorithmic trader. 18+ years shipping systems, now shipping alpha. Building AI tooling with Claude/MCP. Small caps + quant
Agent Skills by José Franco
Showing 10 vetted skills indexed across 1 GitHub repositories.
jefrnclookahead-safety
Filter historical quant data by SEC publication timestamps to prevent look-ahead bias.
jefrncdilution-event-scoring
Quantify dilution risk for small-cap stocks with a transparent 0–100 score.
jefrnctransaction-cost-modeling
Validate transaction-cost and short-side assumptions in small-cap backtest configurations.
jefrncinsider-dedup
Deduplicate overlapping SEC insider filings to compute accurate holdings and activity.
jefrncsurvivorship-bias
Eliminate survivorship bias in historical backtests using point-in-time membership snapshots.
jefrncatm-detection
Detect active ATM offerings from SEC filings using multi-signal agreement matching.
jefrncxbrl-fallbacks
Recover shares-outstanding values from SEC filing text when XBRL data is missing.
jefrncsec-filing-types
Classify SEC filing types and items for dilution risk analysis.
jefrncbank-tier-classification
Classify SEC offering dilution risk by named placement agent into Tier 1–4.
jefrnccode-review-for-quant
Rank silent corruption risks in Python, Go, and SQL quant code.