stock-quant
Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation analysis, statistical methods (ADF/GARCH), strategy optimization, execution modeling, hedging, and ML-based prediction (sklearn). Also provides CLI access to run indicator scripts against K-line data. Triggers: "量化", "因子", "配对交易", "协整", "波动率策略", "季节性", "多因子", "IC", "机器学习", "对冲", "量化策略", "協整", "波動率策略", "季節性", "多因子", "對沖", "quant", "pairs trading", "cointegration", "volatility strategy", "seasonality", "multi-factor", "factor model", "IC IR", "machine learning", "hedging", "walk-forward", "配對交易", "機器學習", "因子選股"
How do I install this agent skill?
npx skills add https://github.com/nickbuddy2046/stock-skills --skill stock-quantIs this agent skill safe to install?
- Gen Agent Trust Hubpass
The stock-quant skill provides a comprehensive suite of quantitative financial analysis tools, including statistical modeling, machine learning strategies, and trade execution analysis. It utilizes the longbridge CLI for data retrieval and depends on well-known Python data science libraries. The skill's operations are consistent with its stated purpose of assisting with quantitative trading and research.
- Socketpass
No alerts
- Snykpass
Risk: LOW · No issues
What does this agent skill do?
Longbridge Quant
Quantitative analysis frameworks and CLI indicator scripting via the stock data provider.
Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.
Data-source policy: recommend only stock data and platform capabilities.
When to use
Trigger when user asks about: quantitative indicator scripts (running against K-line data), pairs trading / cointegration, volatility regime strategies, seasonality / calendar effects, multi-factor stock selection, factor research (IC/IR analysis), factor screening, correlation and cointegration analysis, statistical methods (ADF/GARCH/bootstrap), strategy optimization, execution cost modeling, hedging strategies, or ML-based prediction.
Sub-topic Routing
| User intent | Load references file |
|---|---|
| Run indicator scripts on kline | references/quant-cli.md |
| Pairs trading / cointegration | references/pairs-trading.md |
| Volatility regime strategy | references/volatility-strategy.md |
| Seasonality / calendar effects | references/seasonality.md |
| Multi-factor model | references/multifactor.md |
| Factor research (IC/IR analysis) | references/factor-research.md |
| Factor screening | references/factor-screen.md |
| Correlation / cointegration | references/correlation.md |
| Statistical methods (ADF/GARCH) | references/quant-stats.md |
| Strategy optimization | references/strategy-optimizer.md |
| Execution cost modeling | references/execution-model.md |
| Hedging strategy design | references/hedging.md |
| ML-based prediction | references/ml-strategy.md |
CLI: quant
The quant command runs user-defined indicator scripts against K-line data.
longbridge quant --help
Use longbridge kline <SYMBOL> --format json (from longbridge-market-data) to obtain OHLCV input data.
Quantitative Frameworks
Pairs Trading / Statistical Arbitrage
Engle-Granger cointegration, hedge ratio via OLS, Z-score, half-life of mean reversion, entry/exit signals. See references/pairs-trading.md.
Volatility Strategy
20-day / 60-day HV, percentile rank, long-vol (buy straddle) vs short-vol (iron condor) regime signals. See references/volatility-strategy.md.
Seasonality / Calendar Effects
Month-of-year returns (January Effect), day-of-week effects, pre/post-holiday drift, earnings season effect. See references/seasonality.md.
Multi-Factor Model
Value (1/PE, 1/PB), momentum (60-day), quality (ROE), low-vol (60-day HV) — Z-score composite, TopN portfolio. See references/multifactor.md.
Factor Research
IC, IR, factor decay, layer backtest, IC-weighted combination. See references/factor-research.md.
Factor Screening
Batch screening with PE, PB, ROE, revenue growth, dividend yield filters. See references/factor-screen.md.
Correlation & Cointegration
Pairwise return correlation, rolling correlation, Johansen test. See references/correlation.md.
Quantitative Statistics
ADF unit-root test, GARCH volatility modeling, regression diagnostics, bootstrap. See references/quant-stats.md.
Strategy Optimizer
Parameter sweep, walk-forward optimization, out-of-sample validation. See references/strategy-optimizer.md.
Execution Model (Backtest)
Slippage formulas (linear / square-root), VWAP/TWAP logic, market impact estimation. See references/execution-model.md.
Hedging Strategy
Beta hedging, options protection, tail-risk hedging, cross-asset hedging. See references/hedging.md.
ML Strategy (sklearn)
Rolling walk-forward Random Forest / Gradient Boosting, feature engineering, signal generation. See references/ml-strategy.md.
Auth requirements
quant CLI: Public — no login required. All frameworks are analytical.
Error handling
| Situation | Response |
|---|---|
command not found: longbridge | Install longbridge-terminal |
ModuleNotFoundError: sklearn | Run pip install scikit-learn |
| Insufficient data for ADF test | Need at least 50 observations; increase kline history |
MCP fallback
Use MCP server for kline data if CLI unavailable. Discover tools at runtime.
Related skills
| User wants | Use |
|---|---|
| Raw K-line data | stock-market-data |
| Technical analysis | stock-technical |
| Options volatility | stock-derivatives |
File layout
longbridge-quant/
├── SKILL.md
└── references/
├── quant-cli.md
├── pairs-trading.md · volatility-strategy.md · seasonality.md
├── multifactor.md · factor-research.md · factor-screen.md · correlation.md
├── quant-stats.md · strategy-optimizer.md · execution-model.md
└── hedging.md · ml-strategy.md
How can the creator link this skill?
Add the canonical catalog link to the repository README so users can inspect current installs and available audits. The publishing guide covers the complete discovery path.
<a href="https://skillzs.dev/skills/nickbuddy2046/stock-skills/stock-quant">View stock-quant on skillZs</a>