build-universe

What problem does it solve?

When building quantitative trading strategies, users often accidentally introduce survivorship bias, include invalid or unsafe symbols, or use symbols without available local data, leading to unreliable backtest results that cannot be trusted for real trading decisions.

Core Features & Use Cases

• Safe Symbol Pool Validation: Rejects unsafe symbols containing path traversal characters and ensures all selected symbols have corresponding local parquet data files.
• Bias Risk Disclosure: Explicitly warns users about survivorship bias and point-in-time constraint risks when configuring universe parameters.
• Dual Workflow Support: Works with both the audited open-xquant CLI and SDK for static universe definition, with clear guardrails for unsupported dynamic universe paths.
• Use Case: A quant researcher building a US large-cap ETF strategy can use this skill to define a tradable pool of SPY, QQQ and IWM, verify all data exists locally, and receive clear warnings if survivorship bias is present in their universe configuration.

Quick Start

Use the build-universe skill to define a static tradable symbol pool of SPY and QQQ with survivorship bias warnings enabled.