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quantitative-trading

v1.2.3

Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting

CodexClaude Code2 Skills

By Seth HobsonLicense: MIT39.9k GitHub starsUpdated 3 days ago

Directory evidence

Runtimes
Codex and Claude Code
Parsed components
2 skill or MCP entries
Source updated
Sep 21, 2026
Manifest status
Canonical path parsed

The directory validates manifest shape and source location. It does not execute the plugin or provide a security endorsement. Review the indexing methodology →

Install quantitative-trading for Codex and Claude Code

Installs for the current user
codex plugin marketplace add wshobson/agents
codex plugin marketplace upgrade claude-code-workflows
codex plugin add quantitative-trading@claude-code-workflows

Paste and run these commands in a terminal with Codex. They add and refresh the claude-code-workflows catalog, then install this plugin.

Compatibility: the page URL and API slug “quantitative-trading” remain stable.

  • Codex: quantitative-trading@agent-plugin-marketplace → quantitative-trading@claude-code-workflows

The installer fetches third-party code from the source repository shown on this page. This directory validates manifest structure and source location, but does not perform a security audit; review the manifest, components, and source before installing.

Get the source manually
git clone https://github.com/wshobson/agents

Clone the source repository, then follow its setup instructions to add the plugin to a compatible client. The plugin root is plugins/quantitative-trading/.

Plugin files

plugins/quantitative-trading/
├── .codex-plugin/plugin.json
├── .claude-plugin/plugin.json
├── skills/backtesting-frameworks/SKILL.md
└── skills/risk-metrics-calculation/SKILL.md

Included Skills2

backtesting-frameworksskills/backtesting-frameworks/SKILL.md

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.

risk-metrics-calculationskills/risk-metrics-calculation/SKILL.md

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.

Plugin manifests2

plugins/quantitative-trading/.codex-plugin/plugin.json
{
  "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": "[email protected]"
  },
  "license": "MIT",
  "interface": {
    "displayName": "Quantitative Trading",
    "shortDescription": "Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting",
    "category": "Coding"
  }
}
plugins/quantitative-trading/.claude-plugin/plugin.json
{
  "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": "[email protected]"
  },
  "license": "MIT"
}

For maintainers

If you maintain this plugin, link to this source-backed listing from your README so users can review its manifest and indexed components.

[quantitative-trading on Agent Plugins Marketplace](https://pluginsmp.com/plugins/quantitative-trading)