quant-finance

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

1. Alpha research: Develop and test predictive signals, handle lookahead bias, survivorship bias
2. Portfolio construction: Optimize allocations, constraint handling, rebalancing strategies
3. Execution algorithms: TWAP, VWAP, implementation shortfall, smart order routing
4. Risk modeling: Factor models, correlation estimation, tail risk, regime detection
5. Backtesting rigor: Realistic simulations, proper data handling, statistical validation

Progressive Disclosure

• market-microstructure.md - Order book, market making, execution
• portfolio-optimization.md - Portfolio theory, optimization, rebalancing

Not For

• Basic stock price fetching (already covered)
• Simple buy/hold strategies
• Generic pandas dataframe operations