Quant Research Pipeline · divine572 bundle Deep reference for the end-to-end quantitative trading research pipeline and how it varies across every strategy domain, systematic / statistical arbitrage, market making and HFT, crypto centralized-exchange trading, DeFi / on-chain (MEV, liquidations, LP), prediction markets, and options / volatility. Use this skill whenever the user is designing, critiquing, debugging, or reasoning about a trading strategy, a signal or alpha, a backtest, an execution model, or risk / portfolio construction, including questions about lookahead / survivorship / overfitting bias, evaluation metrics (Sharpe, information coefficient, deflated Sharpe), market microstructure, inventory management, funding and basis, MEV / mempool / bundles, AMMs and impermanent loss, volatility surfaces and greeks, or probability forecasting and calibration. Trigger it even when the user never says "pipeline", any substantive quant-trading research, strategy-design, backtesting, or alpha-evaluation question benefits from consulting it first.
