Agent Skills by trudumb
Showing 15 vetted skills indexed across 1 GitHub repositories.
trudumbRisk Management
Compute risk severity and apply actions to gate quotes.
trudumbStochastic Controller
Select optimal market-making actions using Bayesian beliefs and HJB value functions.
trudumbInfrastructure Operations
Automate WebSocket connection reliability, event loops, rate limiting, and recovery pipelines.
trudumbQuote Engine Integration
Integrate model components to generate real-time quotes from market data.
trudumbdebug-pnl
Diagnose market maker PnL loss drivers using analytics and calibration metrics.
trudumbadd-signal
Integrate a new predictive signal into a market maker end-to-end.
trudumbpaper-trading
Set up, debug, and validate paper trading systems with simulated fills.
trudumbSignal Audit
Quantify predictive signal value using mutual information and lag analysis.
trudumbMeasurement Infrastructure
Log predictions and outcomes for quote cycles with Parquet-backed storage.
trudumbCalibration Analysis
Compute Brier score decomposition and information ratio across predicted probabilities.
trudumbFill Intensity Hawkes
Predict trade-fill intensity with a Hawkes model conditioned on market state.
trudumbLead-Lag Estimator
Estimate cross-exchange lead-lag between Binance BTC perpetual and Hyperliquid price feeds.
trudumbRegime Detection HMM
Track four market regimes in real time using Bayesian belief tracking.
trudumbAdverse Selection Classifier
Classify incoming trades as informed, noise, liquidation, or arbitrage in real time.
trudumbDaily Calibration Report
Run daily health checks to detect model degradation and drift.