| name | quant-finance |
| description | Quantitative finance expert for trading strategies, risk management, and portfolio optimization |
| context | fork |
| domains | ["market-microstructure","portfolio-optimization","backtesting","risk-management","algorithmic-trading"] |
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
- Alpha research: Develop and test predictive signals, handle lookahead bias, survivorship bias
- Portfolio construction: Optimize allocations, constraint handling, rebalancing strategies
- Execution algorithms: TWAP, VWAP, implementation shortfall, smart order routing
- Risk modeling: Factor models, correlation estimation, tail risk, regime detection
- Backtesting rigor: Realistic simulations, proper data handling, statistical validation
Progressive Disclosure
Not For
- Basic stock price fetching (already covered)
- Simple buy/hold strategies
- Generic pandas dataframe operations
