Results for “quantitative-trading”

量化交易核心skill套件 — 因子挖掘、Alpha衰减监控、多市场套利、订单路由、压力测试、归因分析、仓位管理、样本外验证、A股T0、加密资金费率套利、Polymarket机器人。对标国际顶级量化基金（Renaissance/Two Sigma/Citadel/DE Shaw）的工程与策略水平。

Build financial models, backtest trading strategies, and analyze market data. Implements risk metrics, portfolio optimization, and statistical arbitrage. Use PROACTIVELY for quantitative finance, trading algorithms, or risk analysis.

Develops and backtests quantitative trading strategies for the Chinese securities market using the QMT terminal's built-in Python framework, covering data retrieval, order placement, and position management.

Constant-product AMM bonding curve math for Pump token pricing — buy/sell quoting, fee-aware calculations, market cap computation, tiered fees, ceiling division, virtual vs real reserves, and edge-case handling.

Use when user asks about writing trading strategies, backtesting, deploying Freqtrade bots, quantitative trading, or strategy optimization. Trigger words: 'write strategy', 'create strategy', 'backtest', 'deploy Freqtrade', 'deploy bot', 'quantitative', 'hyperopt', '写策略', '创建策略', '回测', '部署', '量化', '策略优化'. This skill provides: (1) create_strategy quick generator with 17 indicators, (2) AiCoin Python SDK (aicoin_data.py) for integrating real market data into custom strategies, (3) deploy/backtest/hyperopt tools. ALWAYS actively use AiCoin data (funding rate, L/S ratio, whale orders, etc.) in strategies when the user's API key supports it. For prices/charts use aicoin-market. For trading use aicoin-trading. For Hyperliquid use aicoin-hyperliquid.

Analyze URLs or text to discover ranked Polymarket, Hyperliquid, and Deribit markets with Quotient edge scores, paid via on-chain x402 settlement.

Compresses long K-line (candlestick) data into a fixed-length sequence using OHLC aggregation rules and applies min-max normalization.

Access Quotient market intelligence via API key or x402 micropayments, with explicit payment challenge handling.

Inverse ETF Proxy for Crypto Shorts

Understand and trade futures contracts on commodities, indices, crypto, and event outcomes. Covers contract mechanics, margin, settlement, spreads, and risk. Use when analyzing futures markets, understanding contract specs, evaluating margin requirements, or building futures strategies. Also trigger for 'futures contract', 'commodities trading', 'futures margin', 'contract specs', 'futures spread', 'oil futures', 'crypto futures', or 'index futures'.

Buy and sell tokens on Pump.fun bonding curves and AMM pools

Designs and backtests systematic trading strategies using technical indicators, fundamental analysis, and statistical models, with clear entry/exit rules, risk controls, and documentation.

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

Reads and preprocesses 5-minute stock candlestick CSV data, then clusters the time series using tslearn's TimeSeriesKMeans, including data cleaning, percentage change calculation, model training, saving, and representative sample extraction.

Volume-based PUMP token reward system with day-indexed epochs, pro-rata distribution, accumulator tracking, and cross-program claiming on Solana.

Assesses organizational readiness for post-quantum cryptography migration per NIST FIPS 203/204/205 standards, performs cryptographic inventory scanning, evaluates hybrid TLS configurations, and validates CRYSTALS-Kyber and CRYSTALS-Dilithium readiness.

Reviews closed trades, partial exits, and monthly trade aggregates for process adherence, risk discipline, execution quality, and evidence-based trading behavior patterns.

When the user wants help with pricing decisions, packaging, or monetization strategy. Use when the user mentions 'pricing,' 'pricing model,' 'pricing tiers,' 'freemium,' 'free trial,' 'packaging,' 'price increase,' 'value metric,' 'Van Westendorp,' 'willingness to pay,' 'monetization,' 'pricing strategy,' 'pricing experiments,' 'price anchoring,' 'enterprise pricing,' 'GTM pricing,' 'price setting,' 'value-based pricing,' 'revenue optimization,' or 'pricing psychology.' This skill covers pricing research, tier structure, packaging strategy, discount frameworks, upsell mechanics, and pricing experiments.

Collects market data from Yahoo Finance and Exa, calculates technical indicators, scans watchlists, and generates market analysis reports to identify trading opportunities.

下单交易工具。严格规则：(1) 所有订单必须通过 node scripts/exchange.mjs create_order 执行，禁止写自定义代码下单 (2) create_order 分两步：第一次返回预览，展示给用户等确认，用户说确认后第二次加 confirmed=true 执行 (3) 禁止自动确认，禁止跳过预览 (4) 平仓必须用 close_position，禁止用 create_order 构建平仓单。Trigger: 'buy', 'sell', 'order', 'long', 'short', 'leverage', 'close position', '买', '卖', '下单', '做多', '做空', '杠杆', '开仓', '平仓', '平掉', '关仓'.

Evaluates pricing, packaging, plan structure, and monetization tradeoffs against positioning, conversion, and margin.

Identifies and analyzes statistical arbitrage opportunities through pair trading, using correlation analysis, cointegration testing, and z-score calculations to generate entry/exit signals for market-neutral strategies.

多平台电商运营核心skill — 淘宝/天猫/拼多多/抖音小店/京东/Shopify/亚马逊/TikTok Shop全平台运营策略与数据监控。对标阿里运营专家、抖音DP操盘手、亚马逊大卖的水平。

This skill should be used when building perpetual trading bots, implementing leverage functionality, or adding position management. Covers Avantis integration, long/short positions, and risk controls.

当需要在众多机会中筛选出投入产出比最高的选项，以最小化风险并最大化潜在回报时

SENTINEL v2.0 — Quality Trader Convergence Scanner. Inverted pipeline: find ELITE/RELIABLE traders, see where they converge. When 5+ quality traders hold the same asset in the same direction, enter.

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

This skill should be used when the user asks to "buy crypto", "sell tokens", "swap ETH", "trade on Base", "exchange tokens", "cross-chain swap", "bridge tokens", "convert ETH to WETH", or any token trading operation. Provides guidance on supported chains, amount formats, and swap operations.

`task-agent`/`review-agent`: use when broker delivery, ordering, acknowledgement, DLQ, backpressure, or replay changes; skip synchronous retry without message semantics.

Analyze and simulate options trading strategies using Black-Scholes pricing, Greeks calculation, and risk management guidance.

BALD EAGLE v3.0 — XYZ Alpha Hunter (Hardened). Focused on 6 high-liquidity XYZ assets: CL, BRENTOIL, GOLD, SILVER, SP500, XYZ100. Conviction-scaled leverage (5-10x based on score). Wider DSL for macro assets. Maker-only execution. Scanner calls create_position internally. v3.0: focused assets, conviction-scaled leverage, XYZ-tuned DSL, no thesis exit.

Calculate risk-based position sizes for long stock trades using fixed fractional, ATR-based, or Kelly Criterion methods with portfolio constraints.

This skill should be used when building market data displays, implementing price feeds, or adding technical analysis. Covers prices, market caps, technical analysis, sentiment, and trending tokens.