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quantitative-trading

v1.2.3

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

Claude Code2 Skills

By Seth HobsonLicense: MIT0 GitHub starsUpdated 4 months ago

Directory evidence

Runtimes
Claude Code
Parsed components
2 skill or MCP entries
Source updated
Jun 22, 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 Claude Code

Installs for the current user
claude plugin marketplace add IchenDEV/agent-plugin-mkt
claude plugin marketplace update agent-plugin-marketplace
claude plugin install quantitative-trading-2@agent-plugin-marketplace

Paste and run these commands in a terminal with Claude Code. They add and refresh the PluginsMP catalog, then install this plugin.

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/yo-steven/agents-exploration-20260523

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/
├── .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 manifests1

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-2)