What problem does it solve? Quantitative research and strategy backtesting normally require specialized platforms, data pipelines, and coding effort. This Skill lets AI agents perform end-to-end quant workflows—research, strategy generation, backtesting, and paper trading—from natural language prompts through the OpenFinClaw MCP server. ## Core Features & Use Cases - DeepAgent Research: Submit natural language queries that run full research → strategy → backtest loops with streaming results across US equities, A-shares, HK stocks, crypto, and forex. - Strategy Management: Browse a community leaderboard, fork strategies locally, validate FEP v2.0 compliance, and publish backtested strategies. - MCP Native Integration: Exposes 21 tools across deepagent and strategy groups for Claude Code, Cursor, VS Code, Windsurf, and 20+ AI agents. - Use Case: Ask your agent to "backtest a 50/200 SMA crossover on SPY from 2015 with costs and slippage" and receive metrics like Sharpe ratio, max drawdown, and trade logs without writing any backtesting code. ## Quick Start Ask your AI agent to install the OpenFinClaw CLI with your API key and then backtest a momentum strategy on your chosen stock over the past two years.