xingwudao
Community@xingwudao
fork is cheap, show me the pr.
Agent Skills by xingwudao
Showing 28 vetted skills indexed across 1 GitHub repositories.
configure-trade-execution
Configure open-xquant strategy execution parameters including fees, slippage, and lot size.
evaluate-factor
Routes factor evaluation tasks to cross-sectional or time-series workflows.
explore-data
Inspect local parquet market data and download missing historical prices.
build-report-charts
Generate standardized equity, drawdown, and trade charts for open-xquant reports.
evaluate-cross-sectional
Compute IC, Rank IC, ICIR, decay, and turnover for cross-sectional factors.
build-universe
Define valid tradable symbol pools for open-xquant workflows with parquet data checks.
create-component
Validate open-xquant component registry and route build requests to sub-skills.
tune-parameters
Validate quantitative trading strategy parameters with out-of-sample testing and overfit detection.
open-xquant
Route open-xquant quantitative research tasks to specialized leaf skills.
run-authorized-backtest
Execute authorized quant backtests with provenance tracking and post-run validation.
create-rule
Create framework-compliant trading rules for the open-xquant kernel.
review-performance
Evaluate open-xquant backtest metrics and audit findings to determine strategy viability.
compare-experiments
Compare two completed open-xquant experiment runs and generate spec diffs, metric deltas, and overlays.
plot-indicators
Generates charts of indicator overlays and price data from oxq run results.
review-research-report
Reviews OpenXQuant trading research reports for semantic inconsistencies and decision-policy violations after QA checks.
audit-strategy-spec
Audit strategy_spec.yaml field provenance and component catalog alignment before backtest execution.
author-component
Create workspace-local OpenXQuant components with protocol compliance and manifest hashing.
create-indicator
Create custom technical indicators for the open-xquant framework with tests and registry integration.
evaluate-time-series
Evaluate time-series factors across 1, 5, and 20 day forward return horizons.
screen-factors
Filter stock universes by price, financial, and custom factors.
audit-runtime-semantics
Audit compiled quant strategy runtime plans against original specifications.
build-strategy-spec
Convert strategy ideas into validated strategy_spec.yaml files using canonical recipes.
manage-live-trading
Integrate open-xquant with Alpaca broker APIs for guarded paper and live trading.
build-rule
Configure open-xquant risk management and exit rules for trading strategies.