claude

fin-models

Quantitative model families - factor models, covariance and risk models, VaR/CVaR and their backtests, portfolio optimizers, volatility models, state-space and Kalman, cointegration and statistical arbitrage, time-series forecasting, option pricing and implied-volatility surfaces, term-structure and credit models. One skill per model family: which Python implementation is verified, the pitfalls that produce wrong numbers, and an executable script that reproduces the claim.

1 on GitHubv0.1.0MITupdated today
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Plugin fin-models from marketplace fin-skills in howard-lynn-ye/Fin-RSI. Commands read from the repo's manifest — today.

What it installs

Skills (13)

  • covariance-and-risk-models
  • credit-risk-models
  • factor-and-timeseries-research
  • factor-models
  • implied-vol-surface
  • option-pricing-models
  • portfolio-optimizers
  • risk-measures-var-cvar
  • stat-arb-cointegration
  • state-space-and-kalman
  • term-structure-models
  • time-series-forecasting-models
  • volatility-models
View source on GitHub howard-lynn-ye.github.io

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