QVeris Finance Skills

Use this skill to turn the Finance Skills candidate into standardized, trace-backed research factors: sentiment, valuation inputs, earnings recap, liquidity, and correlation. Preserve the factor framing; replace legacy data packages and third-party APIs with QVeris.

Source record:

Runtime Contract

• Use only qveris_finance.* CAP tools and QVERIS_API_KEY.
• Resolve the security with qveris_finance.ref_symbology, qveris_finance.ref_security_master, and qveris_finance.ref_company_profile.
• Accept dry_run, max_calls, max_age, and budget_note; if omitted in a natural-language request, default to dry_run=false, no hard max_calls limit, max_age=P1D, and a conservative budget note, then echo those controls.
• Use the shared retry policy at ../references/qveris-finance-retry-policy.md; retry transient 5xx/transport failures at most 2 times, do not blind-retry 404s, and hard reject semantic mismatches.
• Include qveris_trace for each factor and expose stale or missing inputs.
• Treat QVeris _meta.source_provider as internal provenance only; never call, request credentials for, depend on, print, or copy it into sanitized trace.
• Normalize trace provenance: qveris_trace[].tool_name and any human-readable trace labels must use only qveris_finance.* capability names. If QVeris returns vendor/provider IDs in _meta.source_provider or _meta.failover_log, drop those fields from sanitized trace and describe only the QVeris capability status, validation result, fallback, and missing fields.
• In final user-facing output, do not name external providers even when explaining prohibited fallbacks; say "non-QVeris sources" or "external provider routes" instead.
• Suppress analyst_target_price, target_price, price-objective, upside, buy/sell, and recommendation fields even if a QVeris payload contains them.
• Sanity-check entity, market, date window, fiscal period, and payload shape before using data; if a payload is stale, cross-period, truncated, or semantically mismatched, mark it in data_quality and missing_fields.

Evidence Gate

Read ../references/qveris-finance-data-quality-rubric.md before using QVeris payloads as evidence. A payload that succeeds transport but fails identity, date-window, fiscal-period, benchmark, or statement-consistency checks is hard rejected, not treated as a usable fallback.

• Use evidence status labels from the shared rubric: complete, partial, proxy_only, or insufficient.
• Require at least 2 observations for multi-day bars before computing liquidity, return, correlation, realized volatility, drawdown, or trend.
• Reject index or benchmark payloads whose returned symbol, name, or asset type does not match the requested benchmark; mark semantic_mismatch.
• If a requested annual/FY statement such as FY2025 cash flow returns a latest-quarter or TTM-shaped payload, treat the current call as period_mismatch, not as requested-period evidence.
• After a period_mismatch, inspect cap-detail and retry once with stricter documented fields such as fiscal_year, fiscal_period, period_type, period, or limit; if the payload still does not match, mark the requested statement missing, for example FY2025 cash flow missing due to period mismatch.
• Treat qveris_finance.news_fin_tagged as qualitative context only when sentiment or cluster routes are unavailable. Do not derive numeric sentiment, strong catalysts, or directional risk conclusions from tagged news alone.
• Use manual trailing valuation inputs only when required QVeris fields are present and label them as calculated. Do not infer forward multiples unless consensus or derived-ratio evidence succeeds.
• Keep invalid, failed, rejected, unavailable, or weak-relevance CAPs out of Evidence Used and the positive side of the Factor Table. Put them only in Data Quality And Missing Fields, missing_fields, or Trace Appendix with reason codes such as capability_unavailable, semantic_mismatch, period_mismatch, entity_mix, weak_relevance, or insufficient_observations.
• Apply issuer relevance checks to every news and sentiment row. If returned text appears to refer to another entity, such as a similarly named company, mark entity_mix, lower confidence, and do not use it as sentiment or catalyst evidence.
• Summarize long QVeris payloads in full-workflow reports. If a response is truncated or too large for a compact table, mark payload_summarized or payload_truncated and offer a single-capability note for inspection.

CAP Invocation

• Use native qveris_finance.* tools only when that runtime applies the same Skill-owned adapter and returns a qveris.finance-parameter-adaptation.v1 audit; otherwise use this Skill's CLI.
• If native functions are not exposed but the repo script is available, execute standardized CAP calls from the repository root with node {baseDir}/scripts/qveris_finance_tool.mjs cap-query qveris_finance.<capability_name> --param key=value --safe-json. Use repeatable --param flags for shell-safe parameters; reserve --params '<json>' for complex nested payloads.
• Treat the Skill-owned CLI as the mandatory finance adapter: it resolves the live canonical CAP, filters and losslessly converts parameters, never copies sample values, permits at most three fully audited attempts, and rejects success=false, missing required fields, wrong entity/market/date/period, and stale real-time data. Use only its qveris.finance-parameter-adaptation.v1 audit and actual attempt parameters in Trace.
• Direct HTTP CAP calls are transport implementation details of scripts/qveris_finance_client.mjs; workflow code must not bypass the Skill-owned adapter.
• Use cap-search or GET /capabilities/search only when the CAP ID or parameter contract is uncertain; use cap-detail or GET /capabilities/{capability_id} to verify fields.
• Generic QVeris discovery, /tools/execute, raw provider routes, and legacy finance shims are prohibited fallbacks.

Workflows

1. Sentiment factor: qveris_finance.news_fin_tagged, qveris_finance.sentiment_text_signals; call qveris_finance.news_dedup_cluster only after cap-detail confirms it exists.
2. Valuation input factor: qveris_finance.fundamentals_is, qveris_finance.fundamentals_bs, qveris_finance.fundamentals_cf, qveris_finance.fundamentals_derived_ratios, qveris_finance.mkt_l1_rt, qveris_finance.estimates_consensus.
3. Earnings recap factor: qveris_finance.event_calendar_earnings, qveris_finance.earnings_actual_surprise, qveris_finance.estimates_consensus, qveris_finance.transcripts_earnings_call.
4. Liquidity factor: qveris_finance.mkt_bars_adjusted, qveris_finance.mkt_breadth_internals, and available trading aggregate fields from QVeris payloads.
5. Correlation factor: qveris_finance.mkt_bars_adjusted, qveris_finance.risk_beta_vol, and benchmark qveris_finance.index_levels.

Live Fallback Policy

• If qveris_finance.sentiment_text_signals returns a provider error, fall back to qveris_finance.news_fin_tagged and derive only a qualitative news-context factor.
• Mark quantitative sentiment score fields as missing unless qveris_finance.sentiment_text_signals succeeds.
• If a statement payload returns a different period than requested, keep it out of aligned valuation tables, retry once with stricter documented period parameters when available, and move unresolved mismatches to missing_fields plus data_quality.warnings.
• If qveris_finance.fundamentals_derived_ratios, qveris_finance.estimates_consensus, or qveris_finance.earnings_actual_surprise fail, keep valuation and earnings factors as partial inputs with missing numeric fields; do not convert them into directional return claims.
• Set qveris_trace[].fallback_used: true and include primary_tool_unavailable in missing_fields for fallback sentiment output.

Output Requirements

• Return a Markdown user report by default, not a single large JSON object.
• Use this report structure: Summary, Factor Table, Evidence Used, Data Quality And Missing Fields, What This Can Support, What This Cannot Support, and Trace Appendix.
• Keep the factor table user-readable with value, direction, confidence, evidence status, and missing fields.
• Use a two-layer trace: concise user-facing evidence table by default, full qveris_trace JSON only in the appendix when useful, when the user asks for machine-readable output, or when preparing schema fixtures.
• If max_calls, dry_run, or budget constraints prevent the main workflow from running, return a budget-limited Markdown report: state what was not called, do not infer missing factors, and list the next QVeris calls that would be needed.
• Treat sentiment as explanatory input, not a return forecast.
• Do not output buy/sell triggers, target prices, or rebalancing instructions.
• Include data_quality with status, stale fields, out-of-window events, and suppressed fields when applicable.
• End with a final non-empty line that is exactly Not investment advice.. Do not add a Chinese, bilingual, translated, or prefixed disclaimer line.

Prohibited Capabilities

Do not use dynamic data-package installs, any non-QVeris finance data provider, SEC scraping, browser automation, cookies, login state, third-party API keys, automated trading, wallet/swap, buy/sell points, portfolio action instructions, or target price commitments. Provider names are listed in the source record only for internal migration context; do not repeat them in final output.

References

• Read references/qveris-tool-map.md before choosing tool calls.
• Read ../references/qveris-finance-retry-policy.md when a CAP call fails, needs retry, or needs fallback classification.
• Check ../references/qveris-finance-cap-registry-snapshot-2026-07-07.md when deciding whether a capability belongs on the primary path.
• Use examples/default-markdown-report.md as the primary user-facing output example.
• Use fixtures/qveris/sample-output.json, fixtures/qveris/fallback-output.json, and fixtures/qveris/budget-limited-output.json as schema fixtures only.
• Use examples/natural-language-prompts.md for copyable natural-language test prompts.
• Use examples/natural-language-test-output-2026-07-07.md as a dated reviewer output record.
• Run scripts/validate_qveris_finance_report.py <markdown-report> on generated reviewer reports when updating examples or fixtures.