Loading...
Loading...
Found 48 Skills
Deploy and manage live trading agents on Hyperliquid. ⚠️ HIGH RISK - REAL CAPITAL AT STAKE ⚠️ Provides deployment_create (launch agent, $0.50), deployment_list (monitor), deployment_start/stop (control), and account tools (credit management). Supports EOA (1 deployment max) and Hyperliquid Vault (200+ USDC required, unlimited deployments). CRITICAL: NEVER deploy without thorough backtesting (6+ months, Sharpe >1.0, drawdown <20%). Start small, monitor daily, define exit criteria before deploying.
Revolut X grid trading strategy. Use when the user asks to "backtest a grid strategy", "optimize grid parameters", "run a grid bot", "grid trading", "dry run grid", or runs revx strategy grid commands. Grid run is a long-running background process.
Expert-level algorithmic trading, market systems, quantitative analysis, and trading platforms
Build and test Polymarket prediction market trading strategies for YES/NO token trading. Provides 6 tools: get_all_prediction_events (browse markets, $0.001), get_prediction_market_data (analyze price history, $0.001), create_prediction_market_strategy (generate code, $1-$4.50), run_prediction_market_backtest (test performance, $0.001). Trade on real-world events (politics, economics, sports, crypto). Currently simulation only (live deployment coming soon).
Quantitative trading expertise for DeFi and crypto derivatives. Use when building trading strategies, signals, risk management. Triggers on signal, backtest, alpha, sharpe, volatility, correlation, position size, risk.
Build financial models, backtest trading strategies, and analyze market data. Implements risk metrics, portfolio optimization, and statistical arbitrage. Use PROACTIVELY for quantitative finance, trading algorithms, or risk analysis.
Measure the valuation range (overvalued/undervalued) of the mining stock sector relative to the metal itself using the ratio of Silver Mining Stock Price to Silver Price, and derive 'bottom/top' signals and scenario projections through historical percentiles and analogous intervals.
Build trading systems in the style of Renaissance Technologies, the most successful quantitative hedge fund in history. Emphasizes statistical arbitrage, signal processing, and rigorous scientific methodology. Use when developing alpha research, signal extraction, or systematic trading strategies.
Run a historical backtest using npx neural-trader with Rust/NAPI engine (8-19x faster) and walk-forward validation
Construct a business cycle model using leading and coincident indicators, and interpret two business cycle phases: Expansion (Risk-On) and Contraction (Risk-Off), and generate "Iceberg" and "Sinking" event signals based on the theory.
Use when developing or documenting trading strategies - guides edge hypothesis formation, validates statistical significance, documents strategy rules systematically (entry, exit, risk management). Activates when user says "research this strategy", "document my approach", "test this idea", mentions "trading strategy", "edge", or uses /trading:research command.
TianQin SDK (tqsdk) - Python量化交易框架,用于期货/期权/股票交易策略开发、回测与实盘交易