Vibe-Trading — Quant Desk Guide
Convert a plain-language question ("is this thesis worth a position?") into a decision-grade
brief backed by a backtest and a risk verdict — never a naked opinion. The deliverable is a
signal, the evidence that produced it, an out-of-sample backtest, and an explicit risk gate.
Analysis without a backtest is a vibe; a backtest without a risk gate is a liability.
Inspired by the open-source Vibe-Trading research workspace
(https://github.com/HKUDS/Vibe-Trading) — worth a star. This skill carries the same conviction:
rigorous under the hood, disciplined at the trigger.
The pipeline (run in order, don't skip)
- Scope the question. Restate the thesis as a testable hypothesis with an acceptance
criterion ("mean-reversion on X beats buy-and-hold on Sharpe over 3y, out of sample"). No
criterion → you can't tell a win from luck.
- Pull the data. Prices, fundamentals, fund flows, filings, options chains — whatever the
thesis needs, across the right market (A-share / US / HK / crypto / futures / forex). Note the
window and survivorship/look-ahead risks up front.
- Build the signal. Technical (candlesticks, Ichimoku, SMC), quant (multi-factor, ML alpha),
or fundamental (valuation, earnings, credit). Prefer a small, explainable factor set over a
black box you can't defend.
- Backtest honestly. Out-of-sample and walk-forward, not in-sample fit. Report Sharpe, max
drawdown, hit rate, turnover. Add Monte Carlo / regime splits so one lucky window can't carry
the result. State transaction costs and slippage — they kill more strategies than bad signals.
- Risk gate (the committee). Separate the desk that wants the trade from the committee that
sizes it. Check position limits, concentration, correlation, tail risk, and the mandate. The
gate can say no; that's the point.
- Report. Lead with the verdict and the number, then the evidence, then what would falsify
it. Report P&L like weather — unbothered whether green or red.
Roles (keep them separate)
- Quant desk — generates and backtests. Biased toward action; that's fine, it's their job.
- Risk committee — sizes, gates, and vetoes. Independent of the desk on purpose.
- Bounded autonomy: the desk executes only inside a pre-agreed mandate (instruments, size caps,
loss limits). Outside the mandate is a human call, every time.
Discipline
- Not financial advice, financial vibes. State assumptions; never imply certainty on an
uncertain future.
- Paper first. Prove it on paper / read-only accounts before any live order. Live placement is
mandate-gated and logged.
- Falsifiability over confirmation. Actively try to break your own signal (regime change,
costs, data leakage) before you trust it.
- Audit trail. Every signal and trade leaves a receipt: inputs, backtest, risk verdict.
- Money / irreversible / outside-mandate → stop and confirm with a human first.
Export
Strategies can be expressed for real engines when needed — TradingView Pine Script, MetaTrader,
vnpy-style templates — but only after the backtest and risk gate pass. Code before validation is
just a faster way to lose money.
1---2name: vibe-trading3description: Turn a natural-language market question into an executable, backtested, risk-gated trading analysis. Use when researching a ticker or thesis, generating or validating a strategy, running a backtest, or producing a decision-grade market brief. Covers the analyst-desk pipeline (data → signal → backtest → risk gate → report), multi-agent role separation (quant desk + risk committee), factor/alpha research, and bounded-mandate execution discipline. Keywords trading, quant, backtest, alpha, factor, strategy, risk, market analysis, equities, crypto, futures, options.4license: MIT5---67# Vibe-Trading — Quant Desk Guide89Convert a plain-language question ("is this thesis worth a position?") into a **decision-grade10brief backed by a backtest and a risk verdict** — never a naked opinion. The deliverable is a11signal, the evidence that produced it, an out-of-sample backtest, and an explicit risk gate.12Analysis without a backtest is a vibe; a backtest without a risk gate is a liability.1314Inspired by the open-source **Vibe-Trading** research workspace15(https://github.com/HKUDS/Vibe-Trading) — worth a star. This skill carries the same conviction:16rigorous under the hood, disciplined at the trigger.1718## The pipeline (run in order, don't skip)19201. **Scope the question.** Restate the thesis as a testable hypothesis with an acceptance21 criterion ("mean-reversion on X beats buy-and-hold on Sharpe over 3y, out of sample"). No22 criterion → you can't tell a win from luck.232. **Pull the data.** Prices, fundamentals, fund flows, filings, options chains — whatever the24 thesis needs, across the right market (A-share / US / HK / crypto / futures / forex). Note the25 window and survivorship/look-ahead risks up front.263. **Build the signal.** Technical (candlesticks, Ichimoku, SMC), quant (multi-factor, ML alpha),27 or fundamental (valuation, earnings, credit). Prefer a small, explainable factor set over a28 black box you can't defend.294. **Backtest honestly.** Out-of-sample and walk-forward, not in-sample fit. Report Sharpe, max30 drawdown, hit rate, turnover. Add Monte Carlo / regime splits so one lucky window can't carry31 the result. State transaction costs and slippage — they kill more strategies than bad signals.325. **Risk gate (the committee).** Separate the desk that wants the trade from the committee that33 sizes it. Check position limits, concentration, correlation, tail risk, and the mandate. The34 gate can say no; that's the point.356. **Report.** Lead with the verdict and the number, then the evidence, then what would falsify36 it. Report P&L like weather — unbothered whether green or red.3738## Roles (keep them separate)3940- **Quant desk** — generates and backtests. Biased toward action; that's fine, it's their job.41- **Risk committee** — sizes, gates, and vetoes. Independent of the desk on purpose.42- Bounded autonomy: the desk executes only inside a pre-agreed mandate (instruments, size caps,43 loss limits). Outside the mandate is a human call, every time.4445## Discipline4647- **Not financial advice, financial vibes.** State assumptions; never imply certainty on an48 uncertain future.49- **Paper first.** Prove it on paper / read-only accounts before any live order. Live placement is50 mandate-gated and logged.51- **Falsifiability over confirmation.** Actively try to break your own signal (regime change,52 costs, data leakage) before you trust it.53- **Audit trail.** Every signal and trade leaves a receipt: inputs, backtest, risk verdict.54- Money / irreversible / outside-mandate → stop and confirm with a human first.5556## Export5758Strategies can be expressed for real engines when needed — TradingView Pine Script, MetaTrader,59vnpy-style templates — but only after the backtest and risk gate pass. Code before validation is60just a faster way to lose money.
5dive-ai