quant-skills

Run adversarial, leakage-safe quantitative alpha research on OHLCV or related market data. Use when creating a research cycle, auditing price data, defining causal features and targets, registering hypotheses, testing predictive information, validating a trading candidate chronologically, modeling fees and execution, preserving failed experiments, or deciding whether an effect is rejected, informative, paper-tradeable, or a candidate executable alpha.

Pull real Binance BNB market data and run BNB-specific quantitative anomaly research with event studies, regime splits, heatmaps, and backtestable strategy-candidate JSON. Use when asked to derive BNB alpha, analyze BNBUSDT, produce anomaly heatmaps, test BNB breakout/mean-reversion/volatility patterns, or prepare a CMC/BNB Track 2 strategy spec from real free market data.

Use when downloading and cleaning zero-dollar market, derivatives, metadata, and context datasets for alpha generation or backtesting in this quant-skills repo. Covers Binance public klines, futures funding, open interest, long/short ratios, exchange metadata, and optional CoinMarketCap context data when credentials are available.

Build, audit, and interpret instrument-agnostic OHLCV alpha research workflows using only timestamp, open, high, low, close, and volume data. Use for anomaly discovery, past-only feature engineering, event studies, forward targets, MFE/MAE, triple-barrier logic, regime splits, threshold robustness, walk-forward validation, cost stress, and candidate alpha dossiers. Trigger when users ask to research OHLCV alpha, test candle/volume/range anomalies, validate a trading rule, or convert raw OHLCV bars into a disciplined quant research report.

CMC/BNB Track 2 foundation skill for turning BNB quantitative evidence into a sponsor-aligned, backtestable strategy spec. Use after bnb-alpha-research generates anomaly heatmaps and strategy_candidates.json, or when packaging CoinMarketCap/BNB source policy, provenance, and submission-ready strategy JSON.

Generate deterministic, backtestable crypto trading strategy specs from CoinMarketCap market context and historical OHLCV candles for BNB Hack Track 2 Strategy Skills. Use when asked to create, explain, validate, or demo a CoinMarketCap Strategy Skill, produce strategy JSON, classify market regimes, choose volatility breakout/mean reversion/range strategies, or document data provenance for CMC/free/fixture/synthetic market data.

First-read routing skill for this quant-skills repository. Use when onboarding into the repo, deciding which quant skill to invoke, installing local skills, or finding the correct path from project instructions to starter-pack to BNB/CMC/alpha research workflows.

Use first when onboarding an agent or user into this quant-skills repo. Sets up the repo workflow, checks required local tools, chooses market-data providers, creates API-key env templates, downloads normalized OHLCV data, and routes into CMC, Binance, BNB alpha heatmaps, market-report, or OHLCV alpha-research skills.

Build or rewrite dense, decision-ready quantitative research reports that test whether an edge can survive unseen data, costs, delay, concentration, and execution. Use for HTML reports, notebooks, research readouts, backtest reviews, alpha reports, strategy comparisons, parameter studies, trading dashboards converted into durable reports, or any request where weak graphics, bullet-heavy summaries, decorative metrics, or profit claims must be replaced by auditable evidence and one explicit promotion decision.