smart-money-cluster

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Atualizado12 de julho de 2026 às 23:11

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.

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rgourley

rgourley/quant-garage

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Ocupações relacionadasSOC

Baseado na classificação ocupacional SOC

Analistas financeiros e de investimentosNegócios e Operações Financeiras·SOC 13-2051

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SKILL.md

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name: smart-money-cluster description: 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.

smart-money-cluster

Runs manager-portfolio-diff across a curated cohort of well-known funds and aggregates the results by issuer. Surfaces names that appeared in >= N funds' new positions (initiations), adds, or exits this quarter as a "cross-fund conviction" signal.

Default cohort: Berkshire, Baupost, Renaissance, Bridgewater, Third Point, Pershing Square, Tiger Global, Scion, Appaloosa. Custom cohort via --aliases.

When to invoke

Quarterly 13-F review
"What did smart money buy this quarter?"
Screening for names with cross-fund conviction as a starting point
The user says "smart money", "13-F cluster", "cross-fund"

Not for: real-time (13-F is quarterly and lagged ~45 days). Not for alpha timing (crowded positions can underperform).

What you need

MASSIVE_API_KEY exported
Stocks Basic minimum

Optional:

--aliases (default: 9-fund cohort)
--min-funds (default 2): minimum fund count to surface a name

What you get back

Layer 1: JSON. Per-fund summary, clustered_initiations, clustered_adds, clustered_exits, each sorted by fund count then dollar volume.

Layer 2: rendered note. Per-fund one-liners + three cluster tables + Take.

Foundations used

Composes manager-portfolio-diff across N filers.

Doesn't handle (yet)

Custom cohort scoring. Each fund weighted equally. Historical accuracy weighting would be a real extension.
Price context. No overlay of cluster picks vs current price / RS / vol regime.
Time-series cluster tracking. Only current quarter; no quarter-over-quarter momentum.

These are clean composite extensions.

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name: smart-money-cluster description: 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.

smart-money-cluster

Default cohort: Berkshire, Baupost, Renaissance, Bridgewater, Third Point, Pershing Square, Tiger Global, Scion, Appaloosa. Custom cohort via --aliases.

When to invoke

Quarterly 13-F review
"What did smart money buy this quarter?"
Screening for names with cross-fund conviction as a starting point
The user says "smart money", "13-F cluster", "cross-fund"

Not for: real-time (13-F is quarterly and lagged ~45 days). Not for alpha timing (crowded positions can underperform).

What you need

MASSIVE_API_KEY exported
Stocks Basic minimum

Optional:

--aliases (default: 9-fund cohort)
--min-funds (default 2): minimum fund count to surface a name

What you get back

Layer 1: JSON. Per-fund summary, clustered_initiations, clustered_adds, clustered_exits, each sorted by fund count then dollar volume.

Layer 2: rendered note. Per-fund one-liners + three cluster tables + Take.

Foundations used

Composes manager-portfolio-diff across N filers.

Doesn't handle (yet)

Custom cohort scoring. Each fund weighted equally. Historical accuracy weighting would be a real extension.
Price context. No overlay of cluster picks vs current price / RS / vol regime.
Time-series cluster tracking. Only current quarter; no quarter-over-quarter momentum.

These are clean composite extensions.