quant-review

Audit trading strategy code for correctness, realism, and production-readiness.

Updated Aug 23, 2026
One-click install
npx skills add https://github.com/friday-james/quant-claude-skill --skill quant-review
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: quant-review
Source: https://github.com/friday-james/quant-claude-skill/tree/main/skills/quant-review
Command: npx skills add https://github.com/friday-james/quant-claude-skill --skill quant-review

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Rigorous auditing of trading strategy code to ensure correctness, realism, and production-readiness, preventing silent mistakes from eroding P&L in live environments.

Core Features & Use Cases

  • Architecture coherence: ensure backtests and live code share a single, unified signal/strategy module to avoid divergence.
  • Data integrity checks: enforce point-in-time data handling, leakage prevention, and correct timestamp alignment across pipelines.
  • Risk & cost realism: audit for proper slippage, costs, and risk controls to produce credible performance metrics.
  • Use Case: review a strategy's signals, backtest-to-live code mapping, and data pipelines for a single cohesive system.

Quick Start

Ask Claude Code to review your trading strategy code for biases and production-readiness.

Frequently Asked Questions about quant-review

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

FAQPage Schema
How do I audit trading strategy code for backtest-live divergence?

You audit trading strategy code for backtest-live divergence by enforcing a unified signal and strategy module shared between backtest and live environments, ensuring consistency. This prevents silent P&L erosion.

What causes data leakage in backtest pipelines and how do I prevent it?

Data leakage in backtest pipelines occurs when future data informs past signals. Prevent it by enforcing point-in-time data handling and correct timestamp alignment across your data pipelines during code review.

How do I check if my live trading code has realistic fill models and risk controls?

Check live trading code realism by auditing for proper slippage modeling, transaction cost inclusion, and explicit risk control checks. This ensures credible performance metrics in production environments.

Does my trading system architecture need a single strategy module for both backtesting and live execution?

Yes, your trading system requires a unified signal and strategy module shared across backtest and live execution architectures. This coherence prevents divergence and ensures production readiness.

What are common bias detection issues when reviewing trading algorithms?

Common bias detection issues include look-ahead bias from poor point-in-time data handling and unrealistic performance metrics from missing slippage or cost models. Auditing architecture coherence mitigates these.

When should I audit my trading signals and data pipelines for production readiness?

Audit trading signals and data pipelines for production readiness before transitioning from backtesting to live trading. This verifies correctness, realism, and prevents silent mistakes from eroding live P&L.