for-liangshuyuan-tasks
claudeMulti-agent collaboration framework for Liangshuyuan tasks, organizing quantitative tools, build workflows, and task roles.
11 skills · 1 agent
5
claude
causal-alpha-discovery
Discover causal alpha factors from OHLCV data using causal discovery (PC + LiNGAM + NOTEARS), build Structural Causal Models, construct regime-invariant factor expressions, and validate through backtesting. Produces OHLCV-only alpha factors whose predictive power is grounded in causal mechanisms rather than spurious correlations. Use when an agent needs to discover stable alpha factors that survive regime changes, test whether existing factors are causal or merely correlational, or generate alpha factors with formal invariance guarantees on portable agent platforms such as Claude Code, Codex, or Codex-style skill systems.
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Plugin causal-alpha-discovery from marketplace quantskills in quantskills/registry. Commands read from the repo's manifest — today.
What it installs
Skills (1)
causal-alpha-discoveryDiscover causal alpha factors from OHLCV data using causal discovery (PC + LiNGAM + NOTEARS), build Structural Causal Models, construct regime-invariant factor expressions, and validate through backtesting. Produces OHLCV-only alpha factors whose predictive power is grounded in causal mechanisms rat
Subagents (1)
portable-loader
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