claudecodexArchived

quantitative-trading

Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting

0 on GitHubby Seth Hobsonv1.2.3MITupdated 10 days ago

Not in a marketplace yet, so it loads for one session with --plugin-dir.

Plugin quantitative-trading in smartwatermelon/claude-code-workflows-agents. Commands read from the repo's manifest — 10 days ago.

What it installs

Skills (2)

  • backtesting-frameworks

    Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.

  • risk-metrics-calculation

    Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

Subagents (2)

  • quant-analyst

    Build financial models, backtest trading strategies, and analyze market data. Implements risk metrics, portfolio optimization, and statistical arbitrage. Use PROACTIVELY for quantitative finance, trading algorithms, or risk analysis.

  • risk-manager

    Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses. Use PROACTIVELY for risk assessment, trade tracking, or portfolio protection.

View source on GitHub

Problems found in this repo's manifests

  • .claude-plugin/marketplace.json is not valid JSON
  • .agents/plugins/marketplace.json is not valid JSON

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