for-liangshuyuan-tasks
claudeMulti-agent collaboration framework for Liangshuyuan tasks, organizing quantitative tools, build workflows, and task roles.
11 skills · 1 agent
5
claude
futures-cta-alpha
Commodity-futures CTA factor library — computes a structured date×variety factor panel (time-series & cross-sectional momentum, carry/roll, term structure, positioning/COT, inventory, volatility). Use when the user asks for 商品期货因子、 CTA 信号、动量/carry/期限结构/库存/持仓因子, a factor panel for futures backtesting, or futures factor IC. Fills the ecosystem gap of ZERO futures factor libraries (vs 10 for equities). Emits factor values for the factor toolchain (factor-evaluate / ic-analysis / backtest), NOT human-readable reports.
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Plugin futures-cta-alpha from marketplace quantskills in quantskills/registry. Commands read from the repo's manifest — today.
What it installs
Skills (1)
futures-cta-alphaCommodity-futures CTA factor library — computes a structured date×variety factor panel (time-series & cross-sectional momentum, carry/roll, term structure, positioning/COT, inventory, volatility). Use when the user asks for 商品期货因子、 CTA 信号、动量/carry/期限结构/库存/持仓因子, a factor panel for futures backtesting
Subagents (1)
portable-loader
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