weekly-analysis

Weekly stock analysis automation fetches end-of-week prices, computes returns and momentum, then merges SEC fundamentals from the Rice Data Portal. This Skill provides a self-contained pipeline that outputs ticker, week, return, momentum, close price, marketcap, sector, industry, and size metrics in a structured dataset.

Yes. This Skill shifts daily and SF1 variables to prevent look-ahead bias, applies ISO week handling, and merges price data with precomputed ratio checks from the Rice Data Portal, ensuring your backtesting and portfolio analysis use temporally aligned signals.

Use this Skill to fetch end-of-week prices starting from your target date, compute weekly returns and momentum indicators, then merge with fundamental data. The output is a structured parquet dataset ready for backtesting or further analysis without manual preprocessing steps.

Yes. The Skill is designed specifically for weekly frequency analysis, computing week-over-week returns, momentum, and lag metrics while integrating fundamentals. It handles end-of-week price retrieval and look-ahead bias mitigation required for robust backtesting.

You need access to end-of-week stock prices and Rice Data Portal credentials for SEC fundamentals. The Skill requires Python, requests, pandas, numpy, and python-dotenv. It fetches and merges data automatically from those sources into a single weekly dataset.

Shifting daily and fundamental variables prevents look-ahead bias in backtesting by ensuring you only use data that was actually available at the time of analysis. This Skill applies these shifts automatically to produce temporally valid signals for portfolio decisions.