nutdnuy

The Trading Development Kit — a five-layer system for building a rule-based trading operation with Claude. Use this skill whenever the user mentions: setting up a trading system, writing CLAUDE.md for trading, building Risk.md, creating a playbook (breakout, pullback, mean-reversion), writing trade hooks (PreMarket, PostTrade, EndOfDay), setting up trading subagents (market researcher, risk manager, journal analyzer), packaging a trading plugin, scaffolding a trading kit, enforcing trading rules, session debrief, or anything about systematic/rule-based trading with Claude. Trigger even if the user says "trading system", "trade rules", "my playbook", "position sizing rules", "trade journal", or "trading CLAUDE.md".

Apply and audit Marcos López de Prado's financial machine learning workflow. Use for event-based bars, triple-barrier/meta-labeling, uniqueness weights, fractional differentiation, purged and embargoed cross-validation, feature importance, hyperparameter tuning, bet sizing, backtest-overfitting controls, PSR/DSR, HRP, structural breaks, entropy, market microstructure, or scalable quant research. Ground answers in the supplied 2018 book synthesis and distinguish source claims from current evidence.