quant-strategy

Community

Design and backtest factor-based quant strategies

Authorkaifashraff
Version1.0.0
Installs0

System Documentation

What problem does it solve?

量化交易策略的设计、回测与优化通常涉及多个步骤、数据清洗和回测框架的集成。本技能提供一个集成的助手,帮助你从因子设计到回测分析的全流程。

Core Features & Use Cases

  • 因子构建与设计:覆盖价值、成长、动量、质量、波动等因子,便于快速实现选股逻辑。
  • 策略实现与回测:用 Python 编写策略代码,兼容 Backtrader、vnpy、聚宽等回测工具。
  • 数据处理与分析:清洗、特征工程和回测结果分析(年化收益、夏普、回撤等)。
  • 应用场景:从策略原型到实盘前的全面回测与风险控制方案生成。

Quick Start

直接让我用一个简单的因子组合设计一个回测策略草案并给出回测计划。

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: quant-strategy
Download link: https://github.com/kaifashraff/jarvis-research/archive/main.zip#quant-strategy

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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