commodity-cycle
rgourley/quant-garage
Single-commodity macro read. Answers "is this commodity in a winning or losing macro setup right now" and names the macro driver that dominates it. Pulls one commodity ETF (default GLD; accepts SLV, USO, DBC, or any commodity ETF) plus the macro context it needs (UUP for the dollar, TIP and IEF for a real-yield proxy, and GDX/SLV for gold's miner and silver co-move set) and computes the drivers that push the commodity around: rolling DXY correlation, real-yield correlation (vs the TIP-minus-IEF spread), miner divergence (gold only), silver co-movement (gold only), and a momentum quintile. The take reads constructive / neutral / headwind and names the dominant variable. It would have flagged a gold drawdown two weeks early via the dollar and real-yield readings. Use when the question is about one commodity specifically ("is gold in trouble", "what's driving crude", "is the dollar the problem for gold"). Runs on any stocks tier (Free Basic works with --sleep 13).
single-name-vs-sector
rgourley/quant-garage
Split one name's relative strength into two clean legs, name vs its sector ETF and sector vs benchmark, so you can tell whether the name is strong because its sector is strong or because it is pulling away from its own sector. Maps the ticker to its SPDR sector ETF (XLK, XLF, XLE, XLV, XLI, XLY, XLP, XLU, XLB, XLRE, XLC) with a --sector override for any name. Computes name-vs-sector, sector-vs-benchmark, and name-vs-benchmark RS in basis points across 5/20/60/120-day windows, a divergence score, and a take that classifies the name as leading its sector, lagging its sector, or diverging. Use when a single name looks strong or weak vs SPY and you need to know if it is name-specific or sector-driven. Requires Stocks Starter (Free Basic works, only three series per run).
hedge-suggester
rgourley/quant-garage
Proposes concrete, live-priced option hedges against a single long position and ranks them by cost per dollar of downside protected. Takes a ticker and a position size (shares or notional), pulls the underlying price and the options chain around the horizon expiry, and constructs five standard overlays (covered call, protective put, collar, put spread, ratio put spread) priced from chain mids with net cost, breakeven, max loss, max gain, and net delta/gamma/theta at open. The take line recommends the structure that fits the stated risk tolerance. Use when a concentrated long needs a hedge and you want the actual structures and their live cost, not just "you are over-exposed." Needs Stocks Starter plus the Options Developer add-on. Not advice.
portfolio-macro-scenario
rgourley/quant-garage
Prescriptive macro scenario analysis on a current book. Given a position book (CSV of ticker,shares) and a scenario stated as flags (--rates-bp, --dxy-pct, --oil-pct, --gld-pct), it regresses each position's daily returns on four macro factor ETFs (TLT for rates, UUP for the dollar/DXY, USO for oil, GLD for gold), translates the scenario into factor return shocks, and reports the expected per-position and book-level P&L with a rough 90% band, plus the dominant position and factor contributors. Use when the question is forward-looking and conditional: "what happens to my book if rates keep rising / the dollar keeps rallying / oil spikes / gold falls." This is the prescriptive counterpart to risk-report and portfolio-review, which are descriptive of the past. Runs on any stocks tier (Free Basic works with --sleep 13).
prediction-market-monitor
rgourley/quant-garage
Pull Kalshi prediction market prices for Fed decisions, CPI, GDP, NFP, and other macro / market events. Report implied probability per outcome, aggregate cross-strike distribution when the series is a laddered strike set (like KXFED-27APR-T4.25, T4.00, T3.75...), expected value, modal outcome, and open interest. Prediction markets now clear enough volume post-2024 to reflect a real market-implied policy path, often diverging from surveyed economist consensus. Uses Kalshi's public read-only API; no authentication required.
smart-money-cluster
rgourley/quant-garage
Workflow composite that runs manager-portfolio-diff across a curated cohort of well-known filers (Berkshire, Baupost, Renaissance, Bridgewater, Third Point, Pershing Square, Tiger Global, Scion, Appaloosa) and aggregates the initiations, adds, and exits by issuer. Surfaces cross-fund conviction: names that appeared in >= N funds' new positions this quarter. Requires Stocks Basic. Runs on the free tier.
