Vibe Investing

Open-source repository of finance and investing skills built around the SKILL.md format.

This project collects reusable investing workflows instead of one-off prompts. The goal is to make research frameworks, market-analysis lenses, portfolio logic, and report formats easier to reuse, compare, and extend.

What This Repository Contains

• Fundamental-analysis skills for bottom-up business and valuation work
• Data-access skills for retrieving, validating, and preparing financial data
• Market-analysis skills for regime, liquidity, and macro context
• Quantitative-research skills for signal design and validation
• Output-format skills for packaging research into publishable deliverables
• Investor-persona skills that apply the decision framework of well-known investors

Current Skill Set

Core Analysis

• skills/fundamental-analysis/company-analysis
• skills/data-access/openbb-data-fetcher
• skills/market-analysis/traditional-market-analysis
• skills/quantitative-analysis/quant-research
• skills/output-formats/financial-report

Investor Personas

• skills/investor-personas/aswath-damodaran
• skills/investor-personas/ben-graham
• skills/investor-personas/bill-ackman
• skills/investor-personas/cathie-wood
• skills/investor-personas/charlie-munger
• skills/investor-personas/michael-burry
• skills/investor-personas/mohnish-pabrai
• skills/investor-personas/nassim-taleb
• skills/investor-personas/peter-lynch
• skills/investor-personas/phil-fisher
• skills/investor-personas/rakesh-jhunjhunwala
• skills/investor-personas/stanley-druckenmiller
• skills/investor-personas/warren-buffett

Repository Layout

vibe-investing/
├── README.md
├── AGENTS.md
└── skills/
    ├── AGENTS.md
    ├── data-access/
    ├── fundamental-analysis/
    ├── investor-personas/
    ├── market-analysis/
    ├── output-formats/
    ├── portfolio/
    └── quantitative-analysis/

Each skill lives in its own folder:

skills/<category>/<skill-name>/
├── SKILL.md
├── references/   # optional
├── scripts/      # optional
└── assets/       # optional

SKILL.md is the only required file.

Design Principles

• Organize skills by reusable capability, not by ad hoc project folders
• Keep each skill modular, portable, and easy to evolve
• Keep SKILL.md concise and workflow-driven
• Move detailed formulas, templates, and long guidance into references/ when needed
• Add scripts/ only when deterministic repeated work is worth automating
• Use lowercase hyphen-case for skill names
• Use AGENTS.md for folder-level maintenance rules instead of extra documentation files

Using This Repository

This repository is designed for any system or workflow that can consume SKILL.md-style skill folders.

Typical usage:

1. Choose the category that matches the task.
2. Open the relevant SKILL.md.
3. Load any references/, scripts/, or assets/ only when needed.
4. Apply the workflow to the investment question, research task, or report-generation job.

Contributing

Contributions are welcome if they improve the repository as reusable open-source infrastructure for investing workflows.

When adding or updating a skill:

• Put it under the most appropriate top-level category in skills/
• Keep the structure shallow
• Prefer small, targeted additions over broad speculative scaffolding
• Avoid adding extra nested README.md files
• Keep skill instructions generic rather than tied to a single host product
• Follow any relevant AGENTS.md guidance in the directory you are editing

References

• virattt/ai-hedge-fund: reference source for the investor persona skill adaptation work under skills/investor-personas/
• skills/fundamental-analysis/company-analysis: built around Aswath Damodaran style valuation logic, including narrative-first analysis, market-implied expectations, Reverse DCF before Forward DCF, FCFF-based intrinsic valuation, reinvestment and margin decomposition, and industry-reality checks.
• skills/quantitative-analysis/quant-research: built from the Fama-French / Kenneth French factor framework, AQR-style factor investing and factor momentum research, Andrew Lo's Adaptive Markets view, David Bailey and Marcos Lopez de Prado's backtest-overfitting defense framework, CMT and John Bollinger style rule-based technical analysis, and performance attribution / risk decomposition thinking.
• skills/market-analysis/traditional-market-analysis: built from Howard Marks style cycle awareness, pendulum psychology, second-level thinking, and risk asymmetry; Michael Mauboussin style expectations investing, base rates, moat durability, capital allocation, and probability-weighted judgment; Stanley Druckenmiller style macro regime detection, liquidity-first interpretation, adaptive view changes, and decisive positioning; and George Soros style reflexivity and self-reinforcing market narrative analysis.