Loading...
Loading...
Found 5 Skills
Comprehensive guide for FinLab quantitative trading package for Taiwan stock market (台股). Use when working with trading strategies, backtesting, Taiwan stock data, FinLabDataFrame, factor analysis, stock selection, or when the user mentions FinLab, trading, 回測, 策略, 台股, quant trading, or stock market analysis. Includes data access, strategy development, backtesting workflows, and best practices.
Range bar evaluation metrics for quant trading. TRIGGERS - range bar metrics, Sharpe ratio, WFO metrics, PSR DSR MinTRL.
DOG v1.0 — The Loyal Consistent Performer. Multi-asset SM consensus scanner targeting 5% ROE/week through small steady wins. Quick profit-taking DSL. The most loyal pup in the fleet.
Compare multiple strategies or directions (long vs short vs both) on the same symbol. Generates side-by-side stats table.
TQX (tqx.trade) HK/US stock quant: factor analysis, strategy backtests, and agent-driven trading (paper or live) via the TQX CLIs. Use when the user wants to run factor IC/IR analysis, backtest a Python trading strategy on Hong Kong or US stocks, or set up agent-automated trading on a paper or live account (e.g. "backtest a moving-average strategy on AAPL", "analyze a momentum factor on HK stocks", "let the agent trade my TQX account", "join the TQX trading competition").