Agent Skills by Lei Cheng
Showing 12 vetted skills indexed across 1 GitHub repositories.
Leiisawesomesystem-architect
Design a deterministic layered architecture for an intraday trading platform.
Leiisawesomeresearch-workflow
Automate governance and reproducibility for quantitative research workflows.
Leiisawesomebacktest-engine
Replay L1 NBBO data with deterministic fills and latency modeling.
Leiisawesomepost-trade-forensics
Compare expected versus realized execution metrics to detect strategy edge decay.
Leiisawesomeregime-detection
Classify market microstructure states per symbol on every tick.
Leiisawesomeperformance-engineering
Profile tick-to-trade pipelines and enforce latency budgets in CI.
Leiisawesomefeature-engine
Derive per-symbol feature vectors from streaming NBBO events with deterministic replay.
Leiisawesomemicrostructure-alpha
Identify intraday alpha signals from L1 NBBO data using a microstructure-first framework.
Leiisawesomerisk-engine
Enforce real-time risk checks on trading orders with RiskVerdict messaging.
Leiisawesomedata-engineering
Ingest, validate, and store NBBO and trade data from Massive into an immutable event log.
Leiisawesometesting-validation
Run deterministic validation pipelines for intraday trading platform deployments.
Leiisawesomelive-execution
Translate trading signals into live broker executions with idempotent order handling.