菜单
Institutional-grade management of systemic risk, hidden correlations, and black-swan stress testing.
用 Codex 或 Claude 帮你安装 复制这段 Prompt，粘贴到 Codex、Claude 或其他助手里，让它检查 Skill 页面并帮你完成安装。
基于 SOC 职业分类
| 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.