backtest-overfittingDecide whether an edge that passed every mechanical check is still just the best of N tries. TRIGGER - PBO, probability of backtest overfitting, CSCV, combinatorially symmetric cross validation, logit of the out-of-sample rank; minimum backtest length, MinBTL, "how much history do I need", "how many
backtest-validationDecide whether a result survives the number of things you tried. TRIGGER - "I tried N strategies or parameters and the best one..."; overfitting, p-hacking, data snooping, "is this result real", "is this statistically significant"; deflated Sharpe, DSR, PSR, the trial ledger; White's Reality Check,
backtesting-enginesChoose a backtesting engine and know what it silently models wrong. TRIGGER - "backtest this", backtest a crossover or a moving-average strategy, simulate a strategy, walk-forward, parameter sweep, "test this trading idea"; comparing or choosing backtest frameworks; vectorbt, backtesting.py, backtra
broker-execution-apisConnect to a broker and place orders without accidentally trading live money. TRIGGER - connect to Interactive Brokers, TWS, IB Gateway, ib_async, ib_insync, ibapi, Alpaca, Schwab, schwab-py, Tastytrade, Tradier or Robinhood; place, modify or cancel an order; read positions or balances; set up paper
combining-data-sourcesCombine information of DIFFERENT kinds into one research view whose every number can be traced back to what was knowable when. TRIGGER - joining prices to fundamentals, earnings or a macro series; building a signal from a filing plus a price; merging two vendors into one series; "which vendor do I t
derivatives-pricingChoose a derivatives pricing library and get its Greek units and conventions right. TRIGGER - option pricing, implied volatility, IV, Greeks, delta, gamma, vega, theta, rho; which pricing library, exotics coverage; QuantLib, vollib, py_vollib, financepy, rateslib, optionlab; option chains. Greek sca
etf-mechanicsWhy an ETF's price series does not behave like the index it tracks - daily-reset leverage, NAV vs price, distributions, holdings files and fees. TRIGGER - "why is my 3x ETF down when the index is flat", TQQQ decay, SQQQ, leveraged ETF long term, inverse ETF, volatility drag, daily reset; premium to
execution-cost-analysisMeasure what your execution actually cost instead of assuming a number - implementation shortfall, benchmark choice, impact models, and the gap between the cost you assumed and the cost you paid. TRIGGER - transaction cost analysis, TCA, implementation shortfall, arrival price, decision price, slipp
external-skill-indexA verified index of every public finance Agent Skill repository — 139 repos, 4,851 SKILL.md files — so you can find what already exists instead of rebuilding it, and avoid the third that is legally unusable. TRIGGER - looking for an existing skill, plugin or marketplace for anything financial; "is t
multiple-testing-ledgerApply family-wise error and false-discovery control to a whole research programme, using the trial ledger's own registered count as m. TRIGGER - Bonferroni, Holm, Benjamini-Hochberg, Benjamini-Yekutieli, BHY, FDR, FWER, "adjust my p-values", statsmodels multipletests, "which of my factors survive th
options-backtestingOptions positions end in ways you do not control - live or in a backtest: assignment, expiry settlement, pin risk, multi-leg lifecycle, historical chain assembly, and the margin that decides whether the position fits. TRIGGER - backtest a covered call, cash-secured put, wheel, credit spread, iron co
portfolio-and-riskTurn signals into weights, and compute performance metrics that are actually correct. TRIGGER - portfolio weights, allocation, rebalancing, mean-variance, Black-Litterman, risk parity, HRP, HERC, NCO, efficient frontier, covariance shrinkage or denoising, PyPortfolioOpt, riskfolio, skfolio, cvxportf
pre-trade-checksCheck a proposed order before a human sends it - this skill checks orders and never sends one. Fat finger, participation, session and auction windows, duplicate and replay, exposure limits, and a kill switch that fails everything closed. TRIGGER - pre-trade risk checks, fat finger, sanity-check an o
quant-stack-routerEntry router for Python quantitative finance: names the right library and flags where the model's training prior is stale. TRIGGER - read this FIRST when a quant task names no specific sub-domain, when asked "which library should I use" for anything financial, or when a plan spans several of data, b
regime-detectionDetect and label market regimes without letting the labels see the future, and state regime coverage in the form the result gate demands. TRIGGER - detect market regimes, regime detection, bull bear regime labels, volatility regime, high-vol low-vol state, risk-on risk-off; hidden markov model on re
research-integrity-guardsSecond-pass audit that decides whether a finance result is real, applied after the work exists. TRIGGER - about to REPORT, publish or act on a backtest, factor test or model score; a result that looks good ("Sharpe 3.5", "beats SPY", "85% accuracy") and needs challenging; asked to validate, verify,
signal-constructionCompute technical indicators and engineered features without leaking the future. TRIGGER - RSI, MACD, moving average, Bollinger, ATR, ADX, Ichimoku, PSAR, stochastic or any named technical indicator; TA-Lib, pandas-ta, pandas-ta-classic, ta, talipp, finta; choosing an indicator library or reconcilin
us-market-rulesUS trading rules that decide whether a strategy is executable at all - short-sale restrictions, margin, settlement, day-trading limits, and what a data licence lets you keep. TRIGGER - can I short this, locate, hard to borrow, borrow fee, short interest, Reg SHO, uptick rule, SSR, short sale restric