quantitative-researchWorld-class systematic trading research - backtesting, alpha generation, factor models, statistical arbitrage. Transform hypotheses into edges. Use when "bac...
Install via ClawdBot CLI:
clawdbot install zhengxinjipai/quantitative-researchGrade Fair — based on market validation, documentation quality, package completeness, maintenance status, and authenticity signals.
Generated Mar 20, 2026
A hedge fund analyst wants to validate a new momentum-based trading strategy using historical data. The skill will guide them through rigorous backtesting methodology, emphasizing walk-forward analysis and transaction cost modeling to avoid overfitting and ensure robustness before deployment.
An asset manager seeks to build a factor model to enhance portfolio returns. The skill assists in identifying alpha signals, validating them against statistical benchmarks like t-statistics, and integrating contrarian insights to avoid disguised beta exposure in the model.
A quantitative researcher at a proprietary trading firm is exploring pairs trading opportunities. The skill provides expertise in statistical arbitrage, regime detection, and risk assessment using reference files to diagnose potential failures like look-ahead bias or market shifts.
A fintech startup aims to generate alpha using alternative data sources such as satellite imagery or social media sentiment. The skill advises on signal validation, emphasizing statistical rigor and caution against over-reliance on complex machine learning, focusing on practical edges.
A systematic trading desk needs to adapt strategies to changing market conditions. The skill helps implement regime detection techniques, using walk-forward analysis and reference validations to ensure strategies remain effective during volatility, like in March 2020 events.
This model involves developing and deploying systematic trading strategies based on rigorous backtesting and alpha research. Revenue is generated through management fees (e.g., 2% of assets) and performance fees (e.g., 20% of profits), leveraging the skill's expertise to minimize risks like overfitting and transaction costs.
Firms use factor models to construct portfolios that aim to outperform benchmarks. Revenue comes from advisory fees or asset-based charges, supported by the skill's focus on statistical validation and avoiding disguised beta to deliver consistent returns to clients.
This model involves trading the firm's own capital using statistical arbitrage and alpha signals. Revenue is derived from trading profits, with the skill aiding in signal research and risk management to navigate pitfalls like regime shifts and ensure profitability.
💬 Integration Tip
Integrate this skill by first consulting the reference files for patterns, sharp edges, and validations to ensure all analyses are grounded in domain-specific best practices and avoid common pitfalls.
Scored Apr 19, 2026
A股股票十维深度分析(1000分制)。当用户输入「查询股票 <代码>」「分析股票 <代码>」「股票 <代码>」时自动触发。包含:基本信息、财务数据、技术分析、资金流向、市场情绪、风险提示、机构持仓、估值分析、股东结构、消息面,最后输出综合评分和投资建议。
Provides real-time global financial data analysis including central bank policies, macro indicators, market trends, valuations, and risk metrics with source...
Senior Project Manager for enterprise software, SaaS, and digital transformation projects. Specializes in portfolio management, quantitative risk analysis, r...
Comprehensive US stock analysis including fundamental analysis (financial metrics, business quality, valuation), technical analysis (indicators, chart patter...
Use for: (1) Blave market alpha data — 籌碼集中度 Holder Concentration, 多空力道 Taker Intensity, 巨鯨警報 Whale Hunter, 擠壓動能 Squeeze Momentum, 市場方向 Market Direction, 資金稀缺 Capital Shortage, 板塊輪動 Sector Rotation (history + heat-map overview), OI 失衡 OI Imbalance, Blave頂尖交易員 Top Trader Exposure, kline (every Binance USDT perpetual incl. tokenized stocks, 1min K線 from 2020-01 or listing), alpha table, 市場情緒 Market Sentiment, 每幣爆倉 Liquidation by coin (24 h USD liquidations per exchange + hourly series), 爆倉矩陣 liquidation exchange matrix (whole-market coin × exchange totals over a rolling window), 多空比 long/short ratio raw data (10 feeds — Binance / OKX / Gate.io × account, top account, top position + Bybit account; cross-coin table + per-coin 7-day hourly series), 未平倉量 open interest raw data (5 exchanges, USDT-margined perps in one-sided USD notional, OI ÷ market cap; table + per-coin) + 未平倉量歷史 open interest history (one coin on one exchange — Binance / Bybit / Gate.io — in coins, 5-minute resolution, for backtests), 主動買賣淨額 CVD (3 exchanges' taker buy/sell turnover, perps only; table + per-coin hourly cumulative), screener saved conditions, Hyperliquid top trader tracking (leaderboard, positions, history, performance, bucket stats), Taiwan stock daily OHLCV, minute-line intraday OHLCV (1m/5m/15m/30m/60m/1d), forward-adjusted prices, institutional investor buy/sell, margin trading data, shareholding distribution, quarterly fundamental statements — income statement, balance sheet, cash flow, dividend events — cash/stock dividends with announce/ex/pay dates, market value ranking — whole-market market-cap snapshot / top-N stock pool, with each row's listing board (TWSE 上市 / TPEx 上櫃) and ETF flag plus a 上市-ex-ETF market-cap denominator for weight calculations, and broker/dealer daily buy/sell by branch (台股日K/現股分線/向後調整/三大法人/融資融券/股權持股分級表/綜合損益表/資產負債表/現金流量表/股利事件/市值排名(含市場別、ETF 旗標與上市扣除ETF市值分母)/分點買賣超), plus Taiwan market-wide 大盤 series — TAIEX index daily OHLC, whole-market turnover, whole-market institutional net buy/sell, whole-market margin balance, TAIEX daily index dividend points incl. forward estimates (大盤加權指數/全市場成交量值/全市場三大法人/全市場融資融券/指數每日除息點數含未來預估); (2) CME / ICE futures OHLCV — WTI crude oil (CL), gold (GC), Brent crude (BRN); daily/hourly/minute candles from 2010; (3) Taiwan Futures OHLCV — TXF (台指期近月連續); daily/intraday candles (1d/1m/5m/15m/30m/60m), 1d and intraday from 2011-01-03; (4) BitMart futures/contract trading — opening/closing positions, leverage, plan orders, TP/SL, trailing stops, account management, sub-account transfers; (5) BitMart spot trading — buy/sell, limit/market orders, account balance, order history, sub-account transfers; (6) OKX trading — spot and perpetual swap, order placement, positions, balance; (7) Bybit trading — spot and derivatives/perpetual swap, order placement, positions, balance, TP/SL; (8) BingX trading — spot and perpetual swap, order placement, position management, leverage, TWAP orders, OCO orders; (9) Bitget trading — spot and futures, order placement, position management, leverage, plan orders; (10) Binance trading — spot and USDS-M futures, order placement, positions, leverage, algo orders, OCO/OTO/OTOCO; (11) Bitfinex trading & funding — spot, margin, funding/lending (submit offers, loans, credits), wallet transfers; (12) KuCoin trading — spot and futures/perpetual contracts, order placement, position management, leverage, stop orders, account management; (13) Taiwan stock lookup/quote/PE — look up Taiwan stock codes and company names, daily quotes (open/high/low/close, volume), PE ratio, dividend yield, PB ratio for listed (上市) and OTC (上櫃) stocks: use the Blave API endpoints (`studio/market/twstock/list`, `/info/<stock_id>`, `/price/<stock_id>`, `/quote/<stock_id>`, `/per/<stock_id>`) — NOT the raw TWSE/TPEX open API. The raw TWSE/TPEX open API (no key required) is ONLY for two things Blave has no endpoint for: trading-halt status and a one-shot full-market PE/yield/PB scan; (14) 台股分點買賣超 — search broker branch code by name (`broker/search?name=`), then query by stock (`broker/stock/<stock_id>?date=`) or by broker branch (`broker/trader/<trader_id>?date=`); by date or date range; via Blave API; no CAPTCHA required; (15) Gate.io trading — spot and USDT-settled perpetual futures, order placement, positions, leverage.
Commission-free stock trading API. Build trading bots.