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Institutional-grade management of systemic risk, hidden correlations, and black-swan stress testing.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
| name | Factor Risk & Adversarial Simulator |
| description | Institutional-grade management of systemic risk, hidden correlations, and black-swan stress testing. |
This skill is the "Shield" of the Titan system. Its only job is SURVIVAL. Follow these protocols for every active portfolio:
Institutional sizing is never static.
scripts/dynamic_kelly_allocator.py whenever a new alpha signal is received.scripts/adversarial_simulator.py weekly.scripts/factor_exposure_auditor.py: PCA-based correlation auditor (DONE).scripts/black_swan_tester.py: Historical shock simulator (DONE).scripts/dynamic_kelly_allocator.py: Correlation-adjusted sizing logic.scripts/adversarial_simulator.py: Monte Carlo chaos engine.Pre-trade risk gates and post-trade audit actions for institutional compliance.
Institutional-grade monitoring of alpha exhaustion, execution capacity, and regime drift.
Institutional-grade strategy validation, walk-forward analysis, and regime-aware testing.
Institutional-grade data cleaning, tick physics auditing, and gap reconstruction.
Minimizing slippage, benchmarking fills, and detecting toxic flow.
Foundation layer for identity verification, noise filtering, and environment awareness.