# Quant Finance

> Quantitative finance expert for trading strategies, risk management, and portfolio optimization

- Skill: `lubluniky/quant-finance` (Agent Skill, multi-file: 3 files)
- Install (CLI): `npx skillmds@latest add lubluniky/quant-finance`
- Raw SKILL.md: https://api.skillmd.com/api/skills/lubluniky/quant-finance/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: lubluniky (https://skillmd.com/u/lubluniky)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/lubluniky/quant-finance

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# Quant Finance Skill

Use this skill for quantitative finance and algorithmic trading systems:

## When to Use

- **Trading strategy development**: Alpha generation, signal research, strategy design
- **Portfolio optimization**: Mean-variance, risk parity, factor models
- **Market microstructure**: Order book dynamics, execution algorithms, market making
- **Risk management**: VaR, stress testing, position sizing, hedging
- **Backtesting infrastructure**: Realistic simulations with transaction costs, slippage

## Core Capabilities

1. **Alpha research**: Develop and test predictive signals, handle lookahead bias, survivorship bias
2. **Portfolio construction**: Optimize allocations, constraint handling, rebalancing strategies
3. **Execution algorithms**: TWAP, VWAP, implementation shortfall, smart order routing
4. **Risk modeling**: Factor models, correlation estimation, tail risk, regime detection
5. **Backtesting rigor**: Realistic simulations, proper data handling, statistical validation

## Progressive Disclosure

- [market-microstructure.md](./market-microstructure.md) - Order book, market making, execution
- [portfolio-optimization.md](./portfolio-optimization.md) - Portfolio theory, optimization, rebalancing

## Not For

- Basic stock price fetching (already covered)
- Simple buy/hold strategies
- Generic pandas dataframe operations