ghostof0days
Community@ghostof0days
Interested in deep learning and quantitative finance. GitHub Universe ‘23 Lighthouse Award Winner
Agent Skills by ghostof0days
Showing 165 vetted skills indexed across 1 GitHub repositories.
observability-sre-trading
Automates observability and SRE workflows for quantitative trading systems.
ml-alpha
Generates and validates ML alpha signals for supervised and ensemble models in liquid markets.
etf-structure-liquidity
Automate ETF structure liquidity workflows for quantitative research and production controls.
statistics
Automate statistical validation workflows for quantitative research.
interdealer-dealer-client-markets
Analyze interdealer and dealer-to-client market workflows for quote quality and execution performance.
crypto-market-neutral
Automate crypto market neutral workflows for research, implementation, and production controls.
risk-measurement
Automate VaR, expected shortfall, and drawdown risk measurement workflows.
financial-computing-numpy
Implement vectorized NumPy pipelines for financial computations with diagnostics.
hardware-software-codesign
Automate hardware-software codesign workflows for trading system latency optimization.
market-impact-timing-risk-modeling
Model market impact and timing risk for trading cost decomposition and execution horizon design.
financial-data-science
Automate financial data pipeline workflows for schema contracts, freshness, and lineage.
dark-pool-routing
Automate dark pool routing workflows with deterministic safeguards and diagnostic analysis.
market-transparency-offhours
Analyze off-hours market transparency by comparing lit and off-exchange execution quality.
automated-market-makers
Automate AMM market maker workflows for invariant, liquidity, and rebalancing analysis.
crypto-systematic
Automate crypto systematic workflows for quantitative research and production controls.
latency-optimization
Optimize system performance for low-latency and deterministic behavior in quantitative research.
greek-scenario-risk-attribution
Decompose option book PnL into Greek sensitivities under stress scenarios.
stochastic-calculus-sde
Simulate Ito processes and validate SDE discretization schemes.
exotic-derivatives
Manage exotic derivatives workflows for calibration, stress testing, and risk controls.
load-balancing
Implement load balancing workflows for quantitative research with deterministic diagnostics.
funding-basis-arbitrage
Automate funding basis arbitrage workflows across spot, futures, and perpetual markets.
news-analytics-trading
Automate news analytics trading workflows with diagnostics and risk controls.
linear-algebra-numerics
Execute linear algebra numerics workflows for matrix conditioning and factor-space stability.
etf-arbitrage
Automate ETF arbitrage workflows for primary-secondary dislocations and creation-redemption frictions.