Results for “cross-asset-ratios”

Runs full Trailmark structural analysis by building a graph and computing pre-analysis passes for hotspots, taint, blast radius, privilege boundaries, and attack surface.

Optimizes Qdrant query performance for large limits across multiple shards by using Poisson-distributed subsampling to reduce inter-shard data transfer.

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This skill calculates key financial ratios and metrics from financial statement data for investment analysis

Orchestrate cross-chain swaps, bridges, and DeFi yield deposits via the Sequence Trails API, with on-chain execution through Bankr.

Cross-validation only estimates generalization if the split mimics the gap between

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

v4.1.0 reward function redesign to fix overtrading and DSR dominance

Track stocks, ETFs, indices, crypto (where available), and FX pairs with caching + provider fallbacks.

Use when implementing risk-adjusted rewards, discussing Sharpe ratio in RL training, or tuning reward components for risk awareness

Use when tuning RL reward function weights, fixing reward hacking, or addressing P&L gradient issues

This skill calculates key financial ratios and metrics from financial statement data for investment analysis

Drafts Right of First Refusal and Co-Sale Agreements for venture-backed and closely-held companies. Establishes ROFR mechanics, tag-along/co-sale rights, transfer restrictions, and permitted transfer carve-outs aligned with NVCA standards. Use when drafting ROFR agreements, co-sale agreements, tag-along rights, share transfer restrictions, or investor protective provisions in venture capital, private equity, or startup financing transactions.

RoadRunner asset path lookup tables for map format conversions in MATLAB. Maps lane markings, signs, signals, barriers, objects, and lane types to RoadRunner asset paths. Use when converting map formats to RRHD, resolving asset paths, or assigning visual assets to HD Map objects.

风险管理核心skill套件 — CVaR实时风控、动态仓位管理（风控版）。对标Bridgewater全天候策略、PIMCO风控体系的工程化实现。

对两家及以上上市公司或股票进行横向研究，覆盖大盘与板块、外围市场、供应链、重要新闻与监管、商业模式、经营财务、成长、预期、估值、股价、组合以及 A/H 股与跨上市地相对价值。适用于公司比较、选股、财报或估值对比、股价与事件复盘、供应链或监管分析、组合适配、配对交易、H 股相对价值，以及需要飞书文档、高级金融图表或可复核多维报告的任务。

Conventions and helpers for lightweight relationships between entities expressed as frontmatter references (not first-class Binding entities). Use when linking two entities with a simple, unscoped, untemporal relationship — 'this work item blocks that one', 'this decision relates to that work item'. For scoped/temporal relationships, use binding-management instead.

Build a USASpending relationship snapshot for the incumbent and buying agency on a pursuit row. Use when user needs award flows and rel counts before battlecard or teaming work — deterministic from DuckDB bulk.

Detect and evaluate arbitrage opportunities across sportsbooks and prediction markets. Calculate guaranteed-profit scenarios, middle bets, and cross-platform price discrepancies. Use when comparing odds across books, calculating arb percentages, evaluating middle opportunities, or building odds-comparison workflows. Also trigger for 'arb bet', 'sure bet', 'arbitrage', 'odds comparison', 'middle bet', 'risk-free bet', or 'line shopping'.

地道的Rust模式、所有权、错误处理、特质、并发，以及构建安全、高性能应用程序的最佳实践。

BISON v2.0 — Conviction Holder (Hardened). Top 10 assets by volume. All signals are score contributors — no hard gates. Scanner enters via create_position internally (Wolverine pattern). RatchetStop exits. Thesis exit REMOVED. v2.0: every hard gate converted to score contributor, ensureExecutionAsTaker=false, conviction-scaled margin 25-37%.