Quant Research

Quantitative research metrics: SOTA evaluation for range bars, Sharpe ratios with daily aggregation, ML prediction quality (IC, autocorrelation), crypto-specific considerations

by @terrylica 8 skills

Install

npx skillmds@latest add plugin:terrylica/quant-research

One command, no setup. In Claude Code it lands as a managed plugin you can enable, disable or remove with /plugin. On any other agent it installs the 8 skills into that agent's own folder.

Or inside Claude Code

In the Plugins tab, add this marketplace:

skillmds/skillmd
/plugin install terrylica-quant-research@skillmd

Adds the marketplace once; later plugins need the second line only.

Or install by hand

Download the plugin and unzip its skills/ folder into your agent's skills directory. Works with every agent, no CLI needed.

Download plugin Paths per agent

Just the markdown? SKILL.md files only.

This plugin

skills: 8
authors: 1

Published by a registry member. Review its skills before installing.

Skills in this plugin

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Adaptive Wfo Epoch · terrylica bundle
Adaptive epoch selection for Walk-Forward Optimization. TRIGGERS - WFO epoch, epoch selection, WFE optimization, overfitting epochs.

0 installs
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Backtesting Py Oracle · terrylica bundle
backtesting.py configuration for SQL oracle validation and range bar pattern backtesting. Use when running backtesting.py against.

0 installs
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Exchange Session Detector · terrylica bundle
DST-aware exchange session detection using exchange_calendars. Holiday & lunch break handling. TRIGGERS - exchange session, trading hours

0 installs
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Zigzag Pattern Classifier · terrylica bundle
ZigZag swing pattern classification for algorithmic trading. UP-DOWN and UP-DOWN-UP patterns. TRIGGERS - zigzag, swing classification

0 installs
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Opendeviation Eval Metrics · terrylica bundle
evaluating open deviation bar signal quality, computing Sharpe ratios with non-IID bars, running PSR/DSR/MinTRL statistical tests, or assessing.

0 installs
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Evolutionary Metric Ranking · terrylica bundle
Multi-objective evolutionary optimization for per-metric percentile cutoffs and intersection-based config selection.

0 installs
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Odb Microstructure Forensics · terrylica bundle
Investigate why ODB bars are oversized, have zero duration, or show anomalous price ranges by forensically analyzing Parquet.

0 installs
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Sharpe Ratio Non Iid Corrections · terrylica bundle
Generalized Sharpe ratio inference under non-Normal serially correlated returns. Implements López de Prado, Lipton & Zoonekynd (2026): PSR, MinTRL, DSR, pFDR, oFDR, SFDR with ρ-corrected variance (Eq 2-3). Numba JIT for production speed. Use when computing Sharpe significance, minimum track record, false discovery rates, or deflated Sharpe ratios with autocorrelation correction.

0 installs