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quantskills

@quantskills source repo

606 published skills · page 1 of 7

  1. ▌
    Skill B6 Limitup Pool · quantskills bundle
    涨停池动态管理：每日盘后维护 A 股涨停池，标记首板、连板数、炸板次数与回封时间，做题材分组、特殊形态识别与情绪面量化（分层晋级率、炸板率、赚钱效应），输出多维表格与 HTML 看板。Use when monitoring limit-up candidates, pool changes, streak and blow-up statistics, or related sentiment signals. Research and education only, not investment advice.
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  2. ▌
    Build B6 Limitup Pool · quantskills bundle
    当需要每日维护 A 股涨停池、标记首板/连板数/炸板次数/回封时间并输出涨停池动态多维表格时，使用此 skill。该 BUILD 提供涨停池动态管理能力，可被复盘 agent 或 Alpha 调用。
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  3. ▌
    Build B6 Limitup Pool Production · quantskills bundle
    当需要读取涨停池动态管理（B6）的生产结果时，使用此 skill。该 skill 读取已生成的 Parquet 涨停池历史，不重复执行重计算流程。
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  4. ▌
    Ml · quantskills bundle
    Use when tasks need optional PyCaret model training, ML factor generation, inference wrappers, feature importance, or sparse LASSO weight generation.
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  5. ▌
    Store · quantskills bundle
    Use when tasks need local market Parquet data, factor artifacts, backtest data, or model files through DataManager.
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  6. ▌
    Ingest · quantskills bundle
    Use when tasks need PandaData/PandaAI stock, fund, ETF, index, or futures data, reference data, adjustment factors, futures tick downloads, or symbol conversion.
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  7. ▌
    Report · quantskills bundle
    Use when tasks need complete HTML research reports, HTML dashboards, PNG chart helpers, or files under the research reports directory.
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  8. ▌
    Analyze · quantskills bundle
    Use when tasks need factor diagnostics, IC/grouped return analysis, attribution, robustness checks, deterministic factor-mining evaluation, or time-series distribution and stationarity checks.
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  9. ▌
    Compute · quantskills bundle
    Use when tasks need strategy-agnostic OHLCV indicators, math utilities, generic factor examples, regime slicing, resampling, or label makers.
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  10. ▌
    Backtest · quantskills bundle
    Use when tasks need vectorized strategy execution, portfolio weighting, portfolio-level filters, transaction cost helpers, exit A/B analysis, overlay metrics, or multi-strategy return blending.
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  11. ▌
    Research · quantskills bundle
    Use when tasks need reusable research pipeline templates, factor screening, or parameter sensitivity sweeps.
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  12. ▌
    Strategy · quantskills bundle
    Use when tasks need reusable strategy contracts, cross-sectional selection types, or time-series signal-to-weight helpers.
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  13. ▌
    Factor Mining · quantskills bundle
    Use when tasks need AI multi-agent factor mining research boundaries, versioned ResearchBrief/FactorSpec contracts, evaluation/review/decision objects, or cross-platform role task protocols without implementing compute/analyze algorithms here.
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  14. ▌
    Quant Real Factor 5d Compressed Realized Volatility · quantskills bundle
    Use when computing the 5D Compressed Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  15. ▌
    Quant Real Factor 5d Compressed Downside Volatility · quantskills bundle
    Use when computing the 5D Compressed Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  16. ▌
    Quant Real Factor 5d Compressed Upper Wick Pressure · quantskills bundle
    Use when computing the 5D Compressed Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  17. ▌
    Quant Real Factor 7d Time Series Ranked Range Ratio · quantskills bundle
    Use when computing the 7D Time-Series Ranked Range Ratio factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  18. ▌
    Quant Real Factor 7d Volatility Scaled Rsi Strength · quantskills bundle
    Use when computing the 7D Volatility Scaled RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  19. ▌
    Quant Real Factor 7d Volatility Scaled Rsi Reversal · quantskills bundle
    Use when computing the 7D Volatility Scaled RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  20. ▌
    Quant Real Factor 7d Compressed Stochastic Position · quantskills bundle
    Use when computing the 7D Compressed Stochastic Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  21. ▌
    Quant Real Factor 7d Compressed Realized Volatility · quantskills bundle
    Use when computing the 7D Compressed Realized Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  22. ▌
    Quant Real Factor 7d Compressed Downside Volatility · quantskills bundle
    Use when computing the 7D Compressed Downside Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  23. ▌
    Quant Real Factor 7d Compressed Upper Wick Pressure · quantskills bundle
    Use when computing the 7D Compressed Upper Wick Pressure factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  24. ▌
    Quant Real Factor 10d Volatility Scaled Range Ratio · quantskills bundle
    Use when computing the 10D Volatility Scaled Range Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  25. ▌
    Quant Real Factor 10d Stability Scaled Rsi Strength · quantskills bundle
    Use when computing the 10D Stability Scaled RSI Strength factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  26. ▌
    Quant Real Factor 10d Stability Scaled Rsi Reversal · quantskills bundle
    Use when computing the 10D Stability Scaled RSI Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  27. ▌
    Quant Real Factor 10d Volume Confirmed Rsi Strength · quantskills bundle
    Use when computing the 10D Volume Confirmed RSI Strength factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  28. ▌
    Quant Real Factor 10d Volume Confirmed Rsi Reversal · quantskills bundle
    Use when computing the 10D Volume Confirmed RSI Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  29. ▌
    Quant Real Factor 10d Compressed Lower Wick Support · quantskills bundle
    Use when computing the 10D Compressed Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  30. ▌
    Quant Real Factor 10d Compressed Drawdown From High · quantskills bundle
    Use when computing the 10D Compressed Drawdown From High factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  31. ▌
    Quant Real Factor 5d Time Series Ranked Rsi Strength · quantskills bundle
    Use when computing the 5D Time-Series Ranked RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  32. ▌
    Quant Real Factor 5d Time Series Ranked Rsi Reversal · quantskills bundle
    Use when computing the 5D Time-Series Ranked RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  33. ▌
    Quant Real Factor 7d Time Series Ranked Rsi Strength · quantskills bundle
    Use when computing the 7D Time-Series Ranked RSI Strength factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  34. ▌
    Quant Real Factor 7d Time Series Ranked Rsi Reversal · quantskills bundle
    Use when computing the 7D Time-Series Ranked RSI Reversal factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  35. ▌
    Quant Real Factor 10d Time Series Ranked Range Ratio · quantskills bundle
    Use when computing the 10D Time-Series Ranked Range Ratio factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  36. ▌
    Quant Real Factor 10d Volatility Scaled Rsi Strength · quantskills bundle
    Use when computing the 10D Volatility Scaled RSI Strength factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  37. ▌
    Quant Real Factor 10d Volatility Scaled Rsi Reversal · quantskills bundle
    Use when computing the 10D Volatility Scaled RSI Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  38. ▌
    Quant Real Factor 10d Compressed Stochastic Position · quantskills bundle
    Use when computing the 10D Compressed Stochastic Position factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  39. ▌
    Quant Real Factor 10d Compressed Realized Volatility · quantskills bundle
    Use when computing the 10D Compressed Realized Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  40. ▌
    Quant Real Factor 10d Compressed Downside Volatility · quantskills bundle
    Use when computing the 10D Compressed Downside Volatility factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  41. ▌
    Quant Real Factor 10d Compressed Upper Wick Pressure · quantskills bundle
    Use when computing the 10D Compressed Upper Wick Pressure factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  42. ▌
    Quant Real Factor 5d Stability Scaled Intraday Return · quantskills bundle
    Use when computing the 5D Stability Scaled Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  43. ▌
    Quant Real Factor 5d Volume Confirmed Intraday Return · quantskills bundle
    Use when computing the 5D Volume Confirmed Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  44. ▌
    Quant Real Factor 7d Stability Scaled Intraday Return · quantskills bundle
    Use when computing the 7D Stability Scaled Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  45. ▌
    Quant Real Factor 7d Volume Confirmed Intraday Return · quantskills bundle
    Use when computing the 7D Volume Confirmed Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  46. ▌
    Quant Real Factor 10d Time Series Ranked Rsi Strength · quantskills bundle
    Use when computing the 10D Time-Series Ranked RSI Strength factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  47. ▌
    Quant Real Factor 10d Time Series Ranked Rsi Reversal · quantskills bundle
    Use when computing the 10D Time-Series Ranked RSI Reversal factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  48. ▌
    Quant Real Factor 5d Volatility Scaled Intraday Return · quantskills bundle
    Use when computing the 5D Volatility Scaled Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  49. ▌
    Quant Real Factor 7d Volatility Scaled Intraday Return · quantskills bundle
    Use when computing the 7D Volatility Scaled Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  50. ▌
    Quant Real Factor 10d Stability Scaled Intraday Return · quantskills bundle
    Use when computing the 10D Stability Scaled Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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  51. ▌
    Quant Real Factor 10d Volume Confirmed Intraday Return · quantskills bundle
    Use when computing the 10D Volume Confirmed Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  52. ▌
    Quant Real Factor 5d Time Series Ranked Intraday Return · quantskills bundle
    Use when computing the 5D Time-Series Ranked Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  53. ▌
    Quant Real Factor 7d Time Series Ranked Intraday Return · quantskills bundle
    Use when computing the 7D Time-Series Ranked Intraday Return factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  54. ▌
    Quant Real Factor 10d Volatility Scaled Intraday Return · quantskills bundle
    Use when computing the 10D Volatility Scaled Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  55. ▌
    Quant Real Factor 5d Stability Scaled Lower Wick Support · quantskills bundle
    Use when computing the 5D Stability Scaled Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  56. ▌
    Quant Real Factor 5d Stability Scaled Drawdown From High · quantskills bundle
    Use when computing the 5D Stability Scaled Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  57. ▌
    Quant Real Factor 5d Volume Confirmed Lower Wick Support · quantskills bundle
    Use when computing the 5D Volume Confirmed Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  58. ▌
    Quant Real Factor 5d Volume Confirmed Drawdown From High · quantskills bundle
    Use when computing the 5D Volume Confirmed Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  59. ▌
    Quant Real Factor 7d Stability Scaled Lower Wick Support · quantskills bundle
    Use when computing the 7D Stability Scaled Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  60. ▌
    Quant Real Factor 7d Stability Scaled Drawdown From High · quantskills bundle
    Use when computing the 7D Stability Scaled Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  61. ▌
    Quant Real Factor 7d Volume Confirmed Lower Wick Support · quantskills bundle
    Use when computing the 7D Volume Confirmed Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  62. ▌
    Quant Real Factor 7d Volume Confirmed Drawdown From High · quantskills bundle
    Use when computing the 7D Volume Confirmed Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  63. ▌
    Quant Real Factor 10d Time Series Ranked Intraday Return · quantskills bundle
    Use when computing the 10D Time-Series Ranked Intraday Return factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  64. ▌
    Quant Real Factor 5d Volatility Scaled Lower Wick Support · quantskills bundle
    Use when computing the 5D Volatility Scaled Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  65. ▌
    Quant Real Factor 5d Volatility Scaled Drawdown From High · quantskills bundle
    Use when computing the 5D Volatility Scaled Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  66. ▌
    Quant Real Factor 5d Stability Scaled Stochastic Position · quantskills bundle
    Use when computing the 5D Stability Scaled Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  67. ▌
    Quant Real Factor 5d Stability Scaled Realized Volatility · quantskills bundle
    Use when computing the 5D Stability Scaled Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  68. ▌
    Quant Real Factor 5d Stability Scaled Downside Volatility · quantskills bundle
    Use when computing the 5D Stability Scaled Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  69. ▌
    Quant Real Factor 5d Stability Scaled Upper Wick Pressure · quantskills bundle
    Use when computing the 5D Stability Scaled Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  70. ▌
    Quant Real Factor 5d Volume Confirmed Stochastic Position · quantskills bundle
    Use when computing the 5D Volume Confirmed Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  71. ▌
    Quant Real Factor 5d Volume Confirmed Realized Volatility · quantskills bundle
    Use when computing the 5D Volume Confirmed Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  72. ▌
    Quant Real Factor 5d Volume Confirmed Downside Volatility · quantskills bundle
    Use when computing the 5D Volume Confirmed Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  73. ▌
    Quant Real Factor 5d Volume Confirmed Upper Wick Pressure · quantskills bundle
    Use when computing the 5D Volume Confirmed Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  74. ▌
    Quant Real Factor 7d Volatility Scaled Lower Wick Support · quantskills bundle
    Use when computing the 7D Volatility Scaled Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  75. ▌
    Quant Real Factor 7d Volatility Scaled Drawdown From High · quantskills bundle
    Use when computing the 7D Volatility Scaled Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  76. ▌
    Quant Real Factor 7d Stability Scaled Stochastic Position · quantskills bundle
    Use when computing the 7D Stability Scaled Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  77. ▌
    Quant Real Factor 7d Stability Scaled Realized Volatility · quantskills bundle
    Use when computing the 7D Stability Scaled Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  78. ▌
    Quant Real Factor 7d Stability Scaled Downside Volatility · quantskills bundle
    Use when computing the 7D Stability Scaled Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  79. ▌
    Quant Real Factor 7d Stability Scaled Upper Wick Pressure · quantskills bundle
    Use when computing the 7D Stability Scaled Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  80. ▌
    Quant Real Factor 7d Volume Confirmed Stochastic Position · quantskills bundle
    Use when computing the 7D Volume Confirmed Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  81. ▌
    Quant Real Factor 7d Volume Confirmed Realized Volatility · quantskills bundle
    Use when computing the 7D Volume Confirmed Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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  82. ▌
    Quant Real Factor 7d Volume Confirmed Downside Volatility · quantskills bundle
    Use when computing the 7D Volume Confirmed Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  83. ▌
    Quant Real Factor 7d Volume Confirmed Upper Wick Pressure · quantskills bundle
    Use when computing the 7D Volume Confirmed Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  84. ▌
    Quant Real Factor 10d Stability Scaled Lower Wick Support · quantskills bundle
    Use when computing the 10D Stability Scaled Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  85. ▌
    Quant Real Factor 10d Stability Scaled Drawdown From High · quantskills bundle
    Use when computing the 10D Stability Scaled Drawdown From High factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  86. ▌
    Quant Real Factor 10d Volume Confirmed Lower Wick Support · quantskills bundle
    Use when computing the 10D Volume Confirmed Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  87. ▌
    Quant Real Factor 10d Volume Confirmed Drawdown From High · quantskills bundle
    Use when computing the 10D Volume Confirmed Drawdown From High factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  88. ▌
    Quant Real Factor 5d Time Series Ranked Lower Wick Support · quantskills bundle
    Use when computing the 5D Time-Series Ranked Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  89. ▌
    Quant Real Factor 5d Time Series Ranked Drawdown From High · quantskills bundle
    Use when computing the 5D Time-Series Ranked Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  90. ▌
    Quant Real Factor 5d Volatility Scaled Stochastic Position · quantskills bundle
    Use when computing the 5D Volatility Scaled Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  91. ▌
    Quant Real Factor 5d Volatility Scaled Realized Volatility · quantskills bundle
    Use when computing the 5D Volatility Scaled Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  92. ▌
    Quant Real Factor 5d Volatility Scaled Downside Volatility · quantskills bundle
    Use when computing the 5D Volatility Scaled Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  93. ▌
    Quant Real Factor 5d Volatility Scaled Upper Wick Pressure · quantskills bundle
    Use when computing the 5D Volatility Scaled Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  94. ▌
    Quant Real Factor 7d Time Series Ranked Lower Wick Support · quantskills bundle
    Use when computing the 7D Time-Series Ranked Lower Wick Support factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  95. ▌
    Quant Real Factor 7d Time Series Ranked Drawdown From High · quantskills bundle
    Use when computing the 7D Time-Series Ranked Drawdown From High factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  96. ▌
    Quant Real Factor 7d Volatility Scaled Stochastic Position · quantskills bundle
    Use when computing the 7D Volatility Scaled Stochastic Position factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  97. ▌
    Quant Real Factor 7d Volatility Scaled Realized Volatility · quantskills bundle
    Use when computing the 7D Volatility Scaled Realized Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  98. ▌
    Quant Real Factor 7d Volatility Scaled Downside Volatility · quantskills bundle
    Use when computing the 7D Volatility Scaled Downside Volatility factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  99. ▌
    Quant Real Factor 7d Volatility Scaled Upper Wick Pressure · quantskills bundle
    Use when computing the 7D Volatility Scaled Upper Wick Pressure factor from user-supplied real OHLCV data or reviewing its bundled real-data validation metrics.
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    installs
  100. ▌
    Quant Real Factor 10d Volatility Scaled Lower Wick Support · quantskills bundle
    Use when computing the 10D Volatility Scaled Lower Wick Support factor from user-supplied OHLCV data or reviewing its bundled real-data validation metrics.
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    installs