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build-universe

Define valid tradable symbol pools for open-xquant workflows with parquet data checks.

116|38|Updated Feb 26, 2026
Search Tags:#point-in-time#survivorship bias#quant universe#symbol validation#backtest setup#trading pool#oxq cli
One-click install
npx skills add https://github.com/xingwudao/open-xquant --skill build-universe
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: build-universe
Source: https://github.com/xingwudao/open-xquant/tree/main/agent/skills/build-universe
Command: npx skills add https://github.com/xingwudao/open-xquant --skill build-universe

SYSTEM DOCUMENTATION & REQUIREMENTS

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.

Frequently Asked Questions about build-universe

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I prevent survivorship bias when setting up a quant backtest trading pool?▼

To prevent survivorship bias when building a quant trading pool, you must enforce point-in-time constraints and validate symbol data availability. This skill defines static tradable universes while explicitly disclosing survivorship and point-in-time bias risks during configuration.

What is point-in-time constraint validation for a quantitative trading universe?▼

Point-in-time constraint validation ensures that symbols selected for a quantitative trading universe only use data available at specific historical moments. This skill enforces local parquet data existence verification to guarantee safe symbol input for backtesting.

How do I validate tradable symbols and verify local parquet data for backtesting?▼

You validate tradable symbols by rejecting unsafe inputs containing path traversal characters and verifying that selected symbols have corresponding local parquet data files. This process ensures safe symbol pool configuration for open-xquant quantitative strategy workflows.

Does the build-universe skill support dynamic universe configuration for open-xquant?▼

The build-universe skill does not support dynamic universe paths. It provides clear guardrails for unsupported dynamic configurations and focuses on static universe definition using both the audited open-xquant CLI and SDK.

Can I use the open-xquant SDK to define a static ETF trading pool with bias warnings?▼

Yes, you can use the open-xquant SDK to define a static ETF trading pool like SPY and QQQ. The skill provides dual workflow support for both the CLI and SDK, enabling survivorship bias warnings during static universe setup.

Why does my backtest setup include invalid or unsafe symbols without local data?▼

Backtest setups include invalid symbols when lacking proper symbol validation and local data verification. This skill solves the problem by rejecting unsafe path traversal characters and ensuring all selected symbols have existing local parquet data files.

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