open-xquant

Use when open-xquant artifacts must be checked for version/run/final traceability before comparison, report review, migration, or final selection.

Compile an open-xquant strategy spec preview and audit that material SPEC execution semantics are preserved in compiled_plan.json before backtests.

Audit strategy_idea_brief.json and the brainstorm conversation before strategy_spec.yaml construction begins.

Audit strategy_spec.yaml field provenance before backtests.

Author workspace-local OpenXQuant custom components from component_request.json, with tests, manifest hashing, catalog refresh, and no global SDK mutation.

Guide a user through the open-xquant pre-spec strategy idea workflow and produce strategy_idea_brief.json before any strategy_spec.yaml work begins.

Use when report chart assets, figures, visual evidence, plotting scripts, or notebook-like assets are required for an open-xquant experiment report.

Configure and reason about open-xquant trading rules, exits, risk holds, and rebalance limits; use when the user asks for stop loss, take profit, drawdown guards, holding limits, or rule components.

Build open-xquant strategy_spec.yaml files from audited strategy idea briefs for multi-Agent systems; stops after deterministic validation and writes a builder phase result for downstream orchestration.

Define open-xquant strategy universes and explain survivorship/PIT constraints; use when users choose symbols, indexes, dynamic filters, or tradable pools.

Compare two completed open-xquant experiment runs.

Use when comparing open-xquant runs or strategy versions, especially when distinguishing within-version reproducibility from cross-version strategy evidence.

Configure open-xquant execution timing, fees, slippage, lot size, fill price mode, and broker assumptions; use when users discuss trading costs or order execution.

Inspect, download, and validate open-xquant market, macro, and financial data; use before backtests, factor studies, or any task that depends on local parquet data.

Use when an open-xquant research workspace looks disorganized, has root-level phase artifacts, or must be checked before phase handoff, comparison, migration, cleanup, or final selection.

Use when an open-xquant research conversation starts, resumes, or changes strategy meaning and the Agent must decide whether to continue a phase, create a new strategy version, or append a run.

Audit, monitor, and record open-xquant strategy runs; use after backtests to run reproducibility checks, research bias checks, robustness, reports, and experiment logs.

Use when the user asks for any open-xquant or quantitative research task, including strategy design, backtesting, factor evaluation, parameter tuning, audit, robustness, reports, chart assets, SDK/component development, broker/live trading, workspace setup, Agent installation, or when deciding which open-xquant skill applies before CLI, SDK, tools, or file writes.

Review open-xquant backtest performance, audit findings, reports, and experiment comparisons; use when users ask whether a strategy worked or how to interpret results.

Use when reviewing a completed open-xquant research report for decision consistency, artifact fidelity, audit/robustness interpretation, chart narrative quality, and semantic issues that deterministic report QA should not judge.

Run an authorized open-xquant backtest from gated artifacts without editing strategy specs, audits, runtime audits, or reports.

Use when a user asks to choose, confirm, promote, or mark a final open-xquant strategy version after audited runs, reports, and comparisons exist.

Use when writing the final human-readable open-xquant experiment report from generated evidence, audit results, metrics, robustness output, and registered chart assets.

Route open-xquant component creation requests after checking the registry; use when users ask for a new Indicator, Signal, Rule, or PortfolioOptimizer.

Create a new open-xquant Indicator with tests and registry wiring; use after create-component confirms no existing indicator satisfies the request.

Create a new open-xquant PortfolioOptimizer with weight-invariant tests and registry wiring; use after create-component confirms no existing optimizer satisfies the allocation request.

Create a new open-xquant Rule with portfolio-state tests and registry wiring; use after create-component confirms no existing rule satisfies the requested risk or exit behavior.

Create a new open-xquant Signal with deterministic output-domain tests and registry wiring; use after create-component confirms no existing signal satisfies the request.

Evaluate cross-sectional factors with IC, Rank IC, ICIR, decay, and turnover in open-xquant; use for stock selection and multi-asset ranking factors.

Route open-xquant factor evaluation tasks to cross-sectional or time-series workflows; use when users ask whether a factor predicts returns.

Evaluate time-series factors with hit rate, decay curve, profit/loss ratio, cash-period behavior, and tearsheets in open-xquant; use for timing or rotation signals.

Connect open-xquant to Alpaca paper or live trading; use only when users explicitly ask for broker connectivity, account checks, live data, or order submission.

Render open-xquant run charts and indicator overlays; use when users ask to visualize price, indicators, signals, or chart artifacts.

Screen symbols with open-xquant price, financial, and custom factors; use when users ask for value, quality, momentum, or multi-factor candidate lists.

Tune open-xquant strategy parameters with grid search, walk-forward validation, time-series CV, and overfitting checks; use when users ask to optimize parameters.