jefrnc
@jefrnc
Public Skills
survivorship-bias
by jefrnc
Use when constructing a backtest universe, computing index/sector returns, ranking strategies, or comparing performance across time. Catches the silent inflation that comes from using today's universe (or today's ticker resolution, or today's index membership) for a historical backtest. Especially severe in small caps and FPI-heavy universes where delisting rates exceed 30% over five-year windows.
transaction-cost-modeling
by jefrnc
Use when designing, reviewing, or running a backtest that involves slippage, commission, borrow APR, locate failures, bid-ask spread, or transaction-cost assumptions — especially for small caps or short-side strategies. Forces realistic friction defaults and flags the "near-zero cost" assumptions that fabricate small-cap backtest profits.
code-review-for-quant
by jefrnc
Use when reviewing or writing Python/Go/SQL code for quant research, backtests, market-data pipelines, or trading systems. Provides a structured checklist of failure modes specific to time-series financial code (lookahead, splits, snapshots, currency, NaN propagation, joint-filer dedup) that generic code review skips.
dilution-event-scoring
by jefrnc
Use when assessing, ranking, comparing, or rating dilution risk for one or more small-cap stocks. Produces a transparent 0-100 score integrating ATM activity, placement-agent tier, filing recency, cash runway, warrant attachment, and repeat-dilution history, with auditable component breakdown and action thresholds (SEVERE / HIGH / MODERATE / LOW / MINIMAL).
lookahead-safety
by jefrnc
Use when working with historical financial data, backtests, point-in-time analysis, SEC filings, XBRL data, or any time-series quant research. Prevents look-ahead bias and survivorship bias by enforcing filing_date / accepted as the known-date, never period_end. Triggers on phrases like "as of", "historical", "backtest", "lookahead", "point-in-time".
insider-dedup
by jefrnc
Use when aggregating beneficial-ownership filings (Schedule 13D, 13G, amendments) or insider transaction filings (Form 3, 4, 5, 144) to compute total insider holdings or insider activity. Defines the joint-filer, group, and shared-voting-power deduplication rules so that a single position is not double-counted across N filers.
xbrl-fallbacks
by jefrnc
Use when SEC XBRL company-facts data returns 404, is empty, or has sparse coverage — typical for recent FPIs (foreign private issuers), recent IPOs, SPACs, or shell companies. Defines the document hierarchy and extraction rules to recover shares-outstanding data from filing text when structured XBRL is unavailable.
bank-tier-classification
by jefrnc
Use when an SEC filing names a placement agent, underwriter, or sales agent (e.g., Goldman Sachs, H.C. Wainwright, Maxim, Aegis, Roth, B. Riley, Cantor, Jefferies). Classifies the firm into a 4-tier framework that materially changes the dilution risk profile of the offering.
atm-detection
by jefrnc
Use when determining whether a company has an active At-The-Market (ATM) offering, controlled equity offering, or equity line (ELOC). Defines the multi-signal inference required to distinguish ACTIVE dilution from dormant shelf capacity, and disambiguates ATM from ELOC.
sec-filing-types
by jefrnc
Use when interpreting SEC filings, EDGAR data, or specific form types (S-3, 424B, 8-K, 10-K, 13D/G, Form 4, 20-F, 6-K, F-1, NT 10-K, etc.). Disambiguates what each form actually means for a company's float, dilution risk, and material events.