strategy-building

Build and backtest cross-sectional trading strategies from eligible Quandora factors.

12|1|Updated May 25, 2026
One-click install
npx skills add https://github.com/varsity-tech-product/quandora-plugins --skill strategy-building
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: strategy-building
Source: https://github.com/varsity-tech-product/quandora-plugins/tree/main/plugins/quandora/skills/strategy-building
Command: npx skills add https://github.com/varsity-tech-product/quandora-plugins --skill strategy-building

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill helps finance agents turn eligible Quandora factors into validated, backtested cross-sectional strategies while managing submission, monitoring, diagnostics, and result archiving.

Core Features & Use Cases

  • Factor Selection: List and compare eligible factors, inspect factor details, admit shared factors with confirmation, or import complete Factor Mining factor code.
  • Strategy Execution: Validate factor identities, weights, ranking settings, strategy options, and contract constraints before submitting a strategy run through the authenticated Quandora connection.
  • Run Monitoring and Archiving: Observe main-run and archive statuses, retrieve available JSON, text, and chart artifacts, verify downloads, and maintain a deterministic local strategy archive.
  • Use Case: A quant researcher can select eligible factors, compose a neutral long-short strategy, monitor its backtest, and preserve validated performance reports, charts, code, logs, and diagnostics for later analysis.

Quick Start

Use the strategy-building skill to list eligible Quandora factors and compose, submit, backtest, and archive a cross-sectional strategy using the selected factors.

Frequently Asked Questions about strategy-building

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

FAQPage Schema
How do I backtest a cross-sectional trading strategy using eligible factors?

To backtest a cross-sectional trading strategy, you select eligible Quandora factors, validate their identities and weights, then submit the composition through an authenticated MCP connection. The system monitors the run and archives validated performance artifacts locally.

What is factor selection and admission for quantitative portfolio research?

Factor selection involves listing, comparing, and inspecting eligible Quandora factors to build a strategy. Shared factors can be admitted with explicit confirmation, or complete Factor Mining factor code can be imported directly for composition.

Do I need an authenticated Quandora connection to run quantitative trading strategies?

Yes, an authenticated Quandora MCP connection is required to run quantitative trading strategies. This connection validates factor eligibility, submits strategy runs, monitors execution, and retrieves verified JSON, text, and chart artifacts.

How are backtest results and diagnostics archived after a strategy run?

Backtest results and diagnostics are archived by retrieving available JSON, text, and chart artifacts through the authenticated connection, verifying the downloads, and maintaining a deterministic local strategy archive for later analysis.

What validation checks are applied before submitting a strategy run?

Before submitting a strategy run, the system applies contract-driven validation to check exact factor identities, weights, ranking settings, strategy options, and contract constraints to ensure the cross-sectional composition is valid.

Can I import factor code from Factor Mining into my trading strategy?

Yes, you can import complete Factor Mining factor code directly into your trading strategy composition. The system validates the imported factors against eligibility checks and contract constraints before executing the backtest run.