quantitative-trading
v1.2.3Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting
by Seth HobsonMIT38.6kupdated 4 days ago
Source
git clone https://github.com/wshobson/agentsClone the source, then follow the repository's marketplace instructions for your runtime. The plugin root is plugins/quantitative-trading/ inside the repository.
Layout
├── .codex-plugin/plugin.json├── .claude-plugin/plugin.json├── skills/backtesting-frameworks/SKILL.md└── skills/risk-metrics-calculation/SKILL.md
Skills2
Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Manifests2
{
"name": "quantitative-trading",
"version": "1.2.3",
"description": "Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting",
"skills": "./skills/",
"author": {
"name": "Seth Hobson",
"email": "seth@major7apps.com"
},
"license": "MIT",
"interface": {
"displayName": "Quantitative Trading",
"shortDescription": "Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting",
"category": "Coding"
}
}{
"name": "quantitative-trading",
"version": "1.2.3",
"description": "Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting",
"author": {
"name": "Seth Hobson",
"email": "seth@major7apps.com"
},
"license": "MIT"
}