longbridge-quant

SKILLWorkflowcommunity
v0.0.0longbridgeMITUpdated 1mo agoSource →

Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation analysis, statistical methods (ADF/GARCH), strategy optimization, execution modeling, hedging, and ML-bas

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48Repo stars
1Clients
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1mo agoLast update
Skill
Authorlongbridge
Version0.0.0
LicenseMIT
CategoryWorkflow
Formatsskill.md
PromptNot published
Compatibility
Claude✓ Supported
Cursor—
Copilot—
ChatGPT—
Gemini—
About

Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation analysis, statistical methods (ADF/GARCH), strategy optimization, execution modeling, hedging, and ML-based prediction (sklearn). Also provides CLI access to run indicator scripts against K-line data. Trig

Keywords
skillclaude

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