Agent Skills by Kerry Back
Showing 8 vetted skills indexed across 2 GitHub repositories.
kerrybackweekly-analysis
Fetch end-of-week prices, compute returns and momentum, and merge Rice Data Portal fundamentals.
kerrybackmonthly-analysis
Fetch end-of-month prices, calculate returns and momentum, and merge Rice Data Portal fundamentals.
kerrybackfrequency-merge
Merge financial datasets across time frequencies using forward-fill alignment.
kerrybackrice-data-query
Query the Rice Data Portal with DuckDB SQL and save results as Parquet files.
kerrybackxlsx
Create, edit, and analyze Excel workbooks with formulas and recalculation.
kerrybackfactor-models
Run a complete analysis of the three factors (market, size, and value) with a single command.
kerrybackmomentum-strategy
Compute momentum signals, form quintile portfolios, and backtest long-short strategies.
kerrybackmean-variance-optimization
Compute tangency portfolio weights maximizing the Sharpe ratio from expected returns, risks, and correlations.