Trade Hypothesis Ideator
tradermonty/claude-trading-skills
Generate falsifiable trade strategy hypotheses from market data, trade logs, and journal snippets.
A skill your agent uses when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and…
$ npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install brycewang-stanford/Awesome-Journal-Skills jfm-empirical-design --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/brycewang-stanford/Awesome-Journal-Skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design .claude/skills/jfm-empirical-design && rm -rf skills-srcUse ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.
Claude Code skills documentation · loads skills from .claude/skills/
Install the "jfm-empirical-design" agent skill from https://github.com/brycewang-stanford/Awesome-Journal-Skills/tree/main/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design into .claude/skills/jfm-empirical-design/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "jfm-empirical-design", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/brycewang-stanford/Awesome-Journal-Skills/tree/main/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-designType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install brycewang-stanford/Awesome-Journal-Skills jfm-empirical-design --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/brycewang-stanford/Awesome-Journal-Skills.git skills-src && mkdir -p .agents/skills && cp -r skills-src/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design .agents/skills/jfm-empirical-design && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "jfm-empirical-design" agent skill from https://github.com/brycewang-stanford/Awesome-Journal-Skills/tree/main/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design into .agents/skills/jfm-empirical-design/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "jfm-empirical-design", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install brycewang-stanford/Awesome-Journal-Skills jfm-empirical-design --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/brycewang-stanford/Awesome-Journal-Skills.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design .cursor/skills/jfm-empirical-design && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "jfm-empirical-design" agent skill from https://github.com/brycewang-stanford/Awesome-Journal-Skills/tree/main/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design into .cursor/skills/jfm-empirical-design/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "jfm-empirical-design", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/brycewang-stanford/Awesome-Journal-Skills.git --path Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install brycewang-stanford/Awesome-Journal-Skills jfm-empirical-design --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/brycewang-stanford/Awesome-Journal-Skills.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design .gemini/skills/jfm-empirical-design && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "jfm-empirical-design" agent skill from https://github.com/brycewang-stanford/Awesome-Journal-Skills/tree/main/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design into .gemini/skills/jfm-empirical-design/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "jfm-empirical-design", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install brycewang-stanford/Awesome-Journal-Skills jfm-empirical-designInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/brycewang-stanford/Awesome-Journal-Skills.git skills-src && mkdir -p .github/skills && cp -r skills-src/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design .github/skills/jfm-empirical-design && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "jfm-empirical-design" agent skill from https://github.com/brycewang-stanford/Awesome-Journal-Skills/tree/main/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design into .github/skills/jfm-empirical-design/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "jfm-empirical-design", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install brycewang-stanford/Awesome-Journal-Skills jfm-empirical-design --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/brycewang-stanford/Awesome-Journal-Skills.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design .opencode/skills/jfm-empirical-design && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "jfm-empirical-design" agent skill from https://github.com/brycewang-stanford/Awesome-Journal-Skills/tree/main/Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design into .opencode/skills/jfm-empirical-design/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "jfm-empirical-design", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
jfm-empirical-designA skill your agent uses when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and…
Jfm Empirical Design is an agent skill from brycewang-stanford/Awesome-Journal-Skills. Use when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and price-impact construction, sample filters. Hardens measurement; it does not invent evidence or citations.
Its SKILL.md is about 2.4k tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.
It sits in Research & Science, covering Stock and market analysis and Citation management. The repository describes itself as: Journal-specific Claude Code/Codex skill packs covering mainstream journals — AER, QJE, Nature, Cell, 管理世界, 经济研究 & 200+ more — your fast track to getting published. | 覆盖主流期刊的… The licence is MIT.
5 steps, taken from the first numbered list in SKILL.md.
Read from SKILL.md and the folder at commit 932eb23. It shows what the files ask for, not the result of running them.
Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.
From allowed-tools in the SKILL.md frontmatter.
No scripts in the folder and no shell commands in SKILL.md.
From the folder's file list and the shell code blocks in SKILL.md.
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.
Jfm Empirical Design loads about 2.4k tokens when it runs. Until then it costs about 75 tokens; SKILL.md has 1,154 words of instructions outside code blocks.
Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.
The automated check found no risky patterns in SKILL.md.
Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.
The full file from brycewang-stanford/Awesome-Journal-Skills at commit 932eb23, republished under its MIT licence (© brycewang-stanford). 1,154 words, ~2,383 tokens.
.claude/skills/jfm-empirical-design/SKILL.md (or your agent's skills folder).JFM is the journal where measurement is the contribution as often as identification is. Insiders know each liquidity construct embeds assumptions; the design must name them.
| Object | Common measures | The trap to disclose |
|---|---|---|
| Spread | quoted, effective, realized; %/cents | effective vs. quoted matters when trades execute inside the quote |
| Depth / quantity | quoted depth, order-book imbalance, Kyle's lambda | depth at touch vs. deeper levels; venue-fragmented depth |
| Price impact | permanent vs. temporary; 5-min realized | horizon choice drives the adverse-selection share |
| Trade direction | Lee-Ready, tick rule, BVC | sign-classification error biases PIN/impact |
| Informed trading | PIN, VPIN, adverse-selection component | PIN estimation is numerically fragile; report it honestly |
| Daily proxies | Amihud illiquidity, Roll, Corwin-Schultz | proxies for high-frequency claims must be validated |
jfm-robustness.jfm-internet-appendix).A study of intraday adverse selection on consolidated TAQ: (1) restrict to common shares on primary listings, drop ADRs and ETFs; (2) keep regular-hours trades, drop the opening/closing auctions and the first/last few minutes; (3) remove trades with corrected/cancelled condition codes and crossed/locked quotes; (4) sign trades with Lee-Ready against the prevailing NBBO with a defensible quote-staleness rule; (5) compute effective spread = 2·|p − m| and the 5-minute permanent price impact as the adverse-selection component; (6) aggregate to stock-day, controlling for the intraday U-shape. Every dropped record class and every parameter (staleness, horizon) is logged in the codebook. The headline is then shown to survive switching the impact horizon and the sign-classification rule — the two choices a referee will challenge first.
Run the asset-pricing battery, don't just specify it. Full map:
execution-with-mcp. JFM is market microstructure and asset pricing — liquidity, price discovery, and cross-sectional return tests where the factor-zoo multiple-testing haircut is salient.
feols with the right SEs (Newey–West /
clustered) — read the alpha and t off the return, not off a memory of the spec.romano_wolf / benjamini_hochberg and report the alpha that survives the threshold.mcp__stata-mcp__stata_do with the vendored resources/code/ (asreg / xtfmb).etable; hand formatting to the tables/figures skill.Report the economic magnitude (bps/month alpha, Sharpe gain); the full factor grid and all screened signals go to the appendix. JF execution walkthrough.
Intraday spreads, depth, and volume follow a pronounced U-shape — wide and active at the open, tightest midday, widening into the close — and this pattern is strong enough to swamp many effects if ignored. Any design comparing periods, events, or stocks at different times of day must neutralize it: include time-of-bin fixed effects, compare within the same intraday interval across treatment/control, or normalize each observation by its time-of-day average. The classic failure is an event that happens to cluster at the open or close, whose "effect" is really the diurnal level. State explicitly how the U-shape is handled; a microstructure referee will assume it contaminates the result until shown otherwise.
Report the sample as a funnel a referee can audit: start from the raw universe, then show each screen and the count it removes (e.g., 9,800 stocks → drop ADRs/ETFs → 6,200 → require ≥250 trading days → 5,400 → drop penny stocks → 5,100). This single table answers the perennial "are the results driven by sample selection?" before it is asked. Pair it with the period, venue, and frequency. Hidden or undocumented filters are the most common silent driver of a fragile microstructure result and the easiest reject to avoid.
In many JFM papers the contribution is a better measure: a sharper decomposition of the spread into adverse-selection vs. inventory vs. order-processing components, a price-impact estimator robust to microstructure noise, an order-book-based liquidity index, or a way to sign trades when the NBBO is stale. If that is your paper, hold the new measure to a higher standard: show it recovers the right answer in a setting with a known benchmark, show it correlates sensibly with established measures while capturing something they miss, and show the downstream result is not mechanically induced by the construction. A new measure that is only validated by "it gives the result we wanted" will not survive review.
【Journal】Journal of Financial Markets (JFM)
【Skill】jfm-empirical-design
【Sample】universe / period / venue / asset class / key filters
【Liquidity measure】<spread/depth/impact + construction + assumption>
【Granularity check】matches the claim? <quote/trade/order-book vs. daily>
【Pipeline】trade-quote match + diurnal handling + lineage documented? [Y/N]
【Measure validation】alternative construct agrees? [Y/N → jfm-robustness]
【Source status】verified URL / 待核实 / not asserted
【Next skill】jfm-robustness© brycewang-stanford, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file
Just SKILL.md in Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design of brycewang-stanford/Awesome-Journal-Skills.
Open the folder on GitHubat commit 932eb23
Jfm Empirical Design next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.
| Skill | Stars | Used in | Tokens | Auto-check | Licence | Repo updated |
|---|---|---|---|---|---|---|
| Jfm Empirical Design this skillbrycewang-stanford/Awesome-Journal-Skills | 1.2k | — | ~2.4k | Automated safety check: Pass | MIT | |
| Trade Hypothesis Ideatortradermonty/claude-trading-skills | 3k | 1 repos | ~693 | Automated safety check: Pass | MIT | |
| Consistency Checkerfranklee16/academic-research-skills | 223 | — | ~2.6k | Automated safety check: Pass | None | |
| Content Research Writerweapp-tailwindcss/weapp-tailwindcss | 1.9k | 25 repos | ~3.5k | Automated safety check: Pass | MIT | |
| Systematic Review ScreenerImbad0202/academic-research-skills | 51k | — | ~8.4k | Automated safety check: Pass | Custom licence | |
| NetworkxzLanqing/codex-claude-academic-skills | 4.7k | 15 repos | ~3.2k | Automated safety check: Pass | BSD-3-Clause |
tradermonty/claude-trading-skills
Generate falsifiable trade strategy hypotheses from market data, trade logs, and journal snippets.
franklee16/academic-research-skills
Systematic pre-submission consistency audit for academic manuscripts in accounting/finance.
weapp-tailwindcss/weapp-tailwindcss
Assists in writing high-quality content by conducting research, adding citations, improving hooks, iterating on outlines, and providing real-time feedback on each section.
Imbad0202/academic-research-skills
Screens records for systematic, scoping and rapid reviews against fixed eligibility rules, using two blinded AI reviewers and a third adjudicator, with traceable PRISMA counts.
zLanqing/codex-claude-academic-skills
Comprehensive toolkit for creating, analyzing, and visualizing complex networks and graphs in Python.
neflibata-feng/MyArxiv-Agent
Conduct comprehensive, systematic literature reviews using multiple academic databases (PubMed, arXiv, bioRxiv, Semantic Scholar, etc.).
brycewang-stanford/Awesome-Journal-Skills
A skill your agent uses when running and reporting the analysis for an Annals of the American Association of Geographers manuscript — spatial statistics and modeling, remote-sensing accuracy, or…
brycewang-stanford/Awesome-Journal-Skills
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brycewang-stanford/Awesome-Journal-Skills
A skill your agent uses when responding to an Annals of the American Association of Geographers decision letter (major/minor revision) — building a point-by-point response to the subject editor and…
brycewang-stanford/Awesome-Journal-Skills
A skill your agent uses when defending the research design of an Annals of the American Association of Geographers manuscript — spatial/quantitative analysis and GIScience, remote-sensing and…
brycewang-stanford/Awesome-Journal-Skills
A skill your agent uses when you need to understand how the Annals of the American Association of Geographers evaluates a manuscript — double-anonymous review routed through a subject editor by…
brycewang-stanford/Awesome-Journal-Skills
A skill your agent uses when running the final pre-submission preflight for the Annals of the American Association of Geographers via ScholarOne Manuscripts — area/article-type selection…
Categories
A skill your agent uses when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and…. Jfm Empirical Design is an agent skill from brycewang-stanford/Awesome-Journal-Skills. Use when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and price-impact construction, sample filters.
Jfm Empirical Design fits situations like: liquidity and price-impact construction; tasks that involve Stock and market analysis; tasks that involve Citation management.
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a claude-code`. Or copy the skill folder (Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design in brycewang-stanford/Awesome-Journal-Skills) into .claude/skills/jfm-empirical-design in your project. Claude Code loads it when a task matches its description.
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a codex`. Or copy the skill folder (Journal-of-Financial-Markets-Skills/skills/jfm-empirical-design in brycewang-stanford/Awesome-Journal-Skills) into .agents/skills/jfm-empirical-design in your project. Codex loads it when a task matches its description.
Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfm-empirical-design -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/jfm-empirical-design, .gemini/skills/jfm-empirical-design, .github/skills/jfm-empirical-design and .opencode/skills/jfm-empirical-design in your project.
SKILL.md names no scripts, command-line tools or credentials: Jfm Empirical Design is instructions for the agent only.
SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.
Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.
Jfm Empirical Design is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.
About 2.4k tokens (SKILL.md is roughly 9.5k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.
Skills that share tags, products or a category with Jfm Empirical Design: Trade Hypothesis Ideator (tradermonty/claude-trading-skills, 3k stars), Consistency Checker (franklee16/academic-research-skills, 223 stars), Content Research Writer (weapp-tailwindcss/weapp-tailwindcss, 1.9k stars) and Systematic Review Screener (Imbad0202/academic-research-skills, 51k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
brycewang-stanford (a GitHub user) maintains it in brycewang-stanford/Awesome-Journal-Skills, which has 1,231 GitHub stars. The repository holds 2,387 skills in this directory. The repository was last updated on September 27, 2026.
Source: brycewang-stanford/Awesome-Journal-Skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.