AI Berkshire

Claude Code skill framework for value-investing research; useful to Kevin mainly as a pattern for domain-specific skill packs with adversarial specialist agents and deterministic calculation tools.

What it is

xbtlin/ai-berkshire packages investment research into a Claude Code skill suite. The README frames it as a value-investing research framework built around Buffett, Munger, Duan Yongping, and Li Lu methodologies, with multiple agents researching independently and a team lead synthesizing the output. Source: GitHub README, 2026-06-26

The reusable architecture is three-layered:

Layer Pattern
Skill layer 16 explicit task entries for company research, earnings review, industry screening, portfolio review, thesis tracking, news attribution, and thinking tools
Agent layer four specialist perspectives run in parallel, challenge each other, then synthesize
Tool layer exact financial calculations, live retrieval, and report checks to reduce hallucinated numbers

Source: GitHub README, 2026-06-26

Why it matters

Do not treat this as a default investment-advice system. Treat it as evidence for a stronger agent pattern:

  • domain expertise lives in named skills, not one huge prompt
  • specialist agents should disagree on purpose
  • numeric domains need deterministic tools, not model mental math
  • decisions need explicit pass / fail / gray area outputs instead of balanced but actionless summaries
  • low-confidence data should be labeled at the datapoint level

That pattern ports well to Kevin's own agent-doc packs, product research, diligence, and eval loops.

Routing

Use AI Berkshire as a reference when designing a domain skill suite that needs:

  • multiple expert lenses
  • adversarial critique
  • explicit recommendation formats
  • calculations or data validation tools
  • an audit trail from claim to source

For actual financial decisions, re-check all live market data, sources, and risks. Historical returns in a README are not a decision rule.


Timeline