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Found 73 Skills
Implements comprehensive backtesting capabilities for Pine Script indicators and strategies. Use when adding performance metrics, trade analysis, equity curves, win rates, drawdown tracking, or statistical validation. Triggers on "backtest", "performance", "metrics", "win rate", "drawdown", or testing requests.
Live crypto market data and analysis via CryptoDataAPI (cryptodataapi.com) — market regimes, funding, open interest, liquidations, whale activity, dealer gamma, on-chain flows, sentiment, a quant risk engine, and historical backtesting. Use when the user wants live crypto market data, to read the market regime, analyze derivatives, build/size/evaluate a trading strategy, or backtest against historical snapshots.
Use the rsigma CLI and MCP server: engine eval, engine daemon, rule lint, rule draft, rule tune, rule backtest, backend convert, mcp serve. Prefer MCP tools when rsigma mcp serve is connected. For authoring Sigma YAML (detection, correlation, filters, pipelines, modifiers), use the sigma-rules skill. Use this skill whenever the user mentions rsigma, evaluating or linting Sigma rules, converting rules to a SIEM query, running a detection daemon, drafting or tuning rules from events, or backtesting a ruleset, even if they do not name the binary.
High-performance vectorized backtesting with parameter optimization, portfolio simulation, and rich performance metrics
生成 akquant 框架的可执行量化策略代码，涵盖数据接口、事件驱动、风控与优化；当用户需要开发 akquant量化策略 时使用
Router skill for LLMQuant options workflows. Use when the user needs IV rank, option scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, backtests, or hedges.
Calculate Value at Risk to estimate maximum portfolio loss at a given confidence level. Use this skill when the user needs to quantify downside risk, set risk limits, or report regulatory risk measures — even if they say 'worst case loss', 'portfolio risk', or 'how much could we lose'.
Backtrader 开源量化回测框架，支持多数据源、多策略、多周期回测与实盘交易，纯Python实现。当用户明确提及backtrader相关策略开发时使用。
Optimize strategy parameters using VectorBT. Tests parameter combinations and generates heatmaps.
Run a historical backtest using npx neural-trader with Rust/NAPI engine (8-19x faster) and walk-forward validation
Revolut X grid trading strategy. Use when the user asks to "backtest a grid strategy", "optimize grid parameters", "run a grid bot", "grid trading", "dry run grid", or runs revx strategy grid commands. Grid run is a long-running background process.
Build trading systems in the style of Renaissance Technologies, the most successful quantitative hedge fund in history. Emphasizes statistical arbitrage, signal processing, and rigorous scientific methodology. Use when developing alpha research, signal extraction, or systematic trading strategies.