| name | report-generation |
| description | Use this skill when the user asks for a report, brief, summary document, or export — daily market brief, sector report, stock deep-dive, portfolio review, or screening results — especially when they want it saved to a file or in HTML.
|
| license | MIT |
| metadata | {"author":"quantagent","version":"1.0"} |
| allowed-tools | generate_report_tool, get_market_summary, detect_market_regime |
Report Generation
Overview
generate_report_tool produces structured reports, saves them under
~/.quantagent/reports/, and returns the file path plus a preview.
Use it whenever the user wants a document rather than a conversational
answer.
Report Types
| Type | Target argument | Contents |
|---|
market | (none) | Indices, regime + exposure band, timing signals, breadth, sentiment, sector ranking, rotation, top movers |
sector | Sector name (e.g. Technology) | Performance, relative strength, rotation context, ETF technicals, industry breakdown |
stock | Ticker (e.g. AAPL) | Overview, technicals, key levels, patterns, fundamentals, news |
portfolio | Comma-separated tickers | Allocation, risk metrics, sector exposure, max-Sharpe suggestion, Monte Carlo |
screening | Screen type (fundamental/technical/vcp/breakout/oversold) + criteria JSON | Parameters, results table, caveats |
Formats: markdown (default) or html (styled, printable).
Guidelines
- Tell the user the saved file path — that's the deliverable.
- After generating, summarize the 3-5 most decision-relevant findings in
chat; don't paste the whole report.
- Sections degrade gracefully: if one shows "Data unavailable", mention it
and (if it's the top-movers/breadth section) offer
warm_breadth_cache.
- Sector names must be one of the 11 GICS sectors; portfolio weights are
equal-weight unless the user gives weights (then explain the
normalization).
- Reports state facts and computed suggestions — never present the
optimization output as advice.
