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Fixed income context

Skill rgourley/quant-garage/skills/fixed-income-context

Analyst workflows as Claude skills. 62+ tools and 8 workflows spanning earnings, comps, valuation, options flow, factor research, sizing, risk, TCA, and ops. Built in the garage, not the trading floor.

Install
npx -y skills add rgourley/quant-garage --skill fixed-income-context

Assembled from the repository path, not quoted from the project. Check it against their README if it does not work.

2 things to look at

  • no licenseNo license file was found in the repository. Code published without one is not open source by default, so using it at work is a question for whoever answers licensing questions where you are.
  • 6 stars6 stars. Stars are a popularity signal and not a quality one, but at this level it is likely that nobody has read this closely except its author, and you would be relying on your own review.

What its author says it does

Copied from the file, not written here

Rates and credit view via ETF proxies (SHV, SHY, IEF, TLT, TIP, LQD, HYG, AGG). Reports returns across 1/5/20/60/120 day windows, price percentile vs trailing year, HYG-LQD credit spread delta and TLT-IEF duration spread delta, plus HYG-benchmark correlation. Derives a regime label (risk_off, credit_stress, goldilocks, reflation, rate_pressure, neutral). Every equity valuation implicitly assumes something about rates; this skill closes the equity-only gap without needing FRED.

SKILL.md

2.4 KB, as published. Nobody here has run it

fixed-income-context

You hand over nothing. The skill returns the rates and credit picture via a fixed panel of ETF proxies plus derived spread reads and a plain-English regime label.

ETF proxies rather than raw yields so the whole thing runs on any Massive Stocks plan. When you want actual yields, wire in FRED as the primary source and keep this as fallback.

When to invoke

  • Any equity workflow that implicitly cares about rates or credit (portfolio-review, valuation-sanity-check, scan-and-frame)
  • User asks "what are rates doing", "credit stress", "curve", "spreads widening"
  • Sanity-check before a directional bond ETF trade (TLT, HYG, LQD)

What you need

  • MASSIVE_API_KEY (Stocks Basic minimum; 9 range-aggs calls)

What you get back

Layer 1 JSON matching output-schema.json. Per-proxy returns and percentiles, spread deltas, HYG-benchmark correlation, regime label + read, caveats.

Layer 2 rendered brief. Regime line + proxy table + spread block

Regime labels

  • risk_off: credit widening (HYG lagging LQD) AND TLT rallying (long duration bid). Classic flight-to-quality.
  • credit_stress: HY underperforming IG, no rates confirmation yet.
  • goldilocks: rates rallying + HY leading. Easing bid, no fear.
  • reflation: rates selling off + HY leading. Growth on, rates hot.
  • rate_pressure: long end selling off. Watch equity multiple compression.
  • neutral: no clean signal.

Doesn't handle (yet)

  • Not raw yields. ETF total-return prices move inversely to yields for duration ETFs. FRED integration would give both.
  • HYG-LQD is a return-delta proxy for credit stress, not an OAS spread. Directionally correct; not tradeable as a spread quote.
  • Regime label is heuristic. Six-bucket classifier. A real regime engine is a bigger build.

Keep looking

Skills are one crate of 328,083. Ordering is by how many stacks a row turns up in, so the top of any crate is what has actually been picked rather than what has the most stars.