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Found 10 Skills
Optimize strategy parameters using VectorBT. Tests parameter combinations and generates heatmaps.
Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development.
Auxiliary development skill for Tongda Xin quantitative platform (TdxQuant). Use this skill when users mention "Tongda Xin", "TDX", "TdxQuant", "quantitative trading" or ask about the usage of the `tqcenter` module. It can help with environment setup, API calling, market data acquisition and trading strategy implementation.
Optimize portfolio allocation using npx neural-trader mean-variance engine with risk constraints and rebalancing plan
Mean-reversion strategy tools including Hurst exponent, half-life estimation, z-score signals, ADF testing, and Ornstein-Uhlenbeck modeling
RQAlpha 米筐开源事件驱动回测框架。支持A股和期货，模块化架构，可自由扩展；当用户需要使用 rqalpha 进行策略回测、模拟交易或Mod插件开发时使用。
Use when users need Rust quantitative SDK or TQSDK Rust capabilities: real-time market data/quote/market depth/K-line/tick, product/contract list, main continuous contract/continuous contract, option chain, contract specification, metadata/direct query, historical data download/cache/CSV/Greeks, trading account/order placement/order cancellation/order status, TargetPosTask/risk control/multi-account/strategy execution, low-latency trading desk, stream/fan-out, replay/backtest/live-sim-replay; also applicable when agents need real-time or historical quantitative data, transaction execution substrate, or trading desk capabilities, even if TQSDK is not explicitly mentioned.
Backtrader 开源量化回测框架，支持多数据源、多策略、多周期回测与实盘交易，纯Python实现。当用户明确提及backtrader相关策略开发时使用。
Complete Guide to QMT (Xuntou High-Speed Strategy Trading System) Python Strategy Development. Covers strategy writing, backtesting, live trading, API references, and code examples. Use this skill when developing QMT quantitative strategies or querying QMT APIs.
MiniQMT Xuntou Quantitative Trading Interface, based on the XtQuant Python library, supports market data acquisition (K-line, tick data, financial data, etc.) and trading operations (order placement, order cancellation, querying assets/orders/positions) for A-shares, futures, and options. It is used when users need to obtain real-time/historical market data from MiniQMT, conduct quantitative trading, or perform backtesting.