quantitative-research
- Repo stars 669
- Author updated Live
- Author repo novalclaw
- Domain
- Other
- Compatible agents
-
- Claude Code
- Cursor
- Cline
- Codex
- Windsurf
- Gemini CLI
- +20
- Trust score
- 88 / 100 · community maintained
- Author / version / license
- @Superagentsys · no license declared
- Token usage
- Lean
- Setup complexity
- Plug-and-play
- External API key
- Not required
- Operating systems
- Unspecified (assume cross-platform)
- Runtime requirements
- No special requirements
- Permissions
-
- Read-only
- Write / modify
- Network behavior
- Local-only
- Install commands
- 26 variants
Profile is derived at build time from SKILL.md and install vectors. Subject to drift from author intent.
Heads up: 未限定 allowed-tools,默认拥有全部工具权限。
---
name: quantitative-research
description: 面向研究流程与方法论,不替代实盘交易执行与合规审查;涉及具体标的或策略时须提示回测与实盘的差异及监管要求。 runs entirely locally. Works with Claude C…
category: other
runtime: no special runtime
---
# quantitative-research output preview
## PART A: Task fit
- Use case: 面向研究流程与方法论,不替代实盘交易执行与合规审查;涉及具体标的或策略时须提示回测与实盘的差异及监管要求。 runs entirely locally. Works with Claude Code, Cursor, Cline and 23 more..
- Inputs: target material, constraints, expected output, and acceptance criteria.
- Evidence boundary: follow “何时启用 / 研究流程 / 输出要求” and do not present inference as author intent.
## PART B: Execution result
- **01** The card summarizes the use case; runtime output centers on “面向研究流程与方法论,不替代实盘交易执行与合规审查;涉及具体标的或策略时须提示回测与实盘的差异及监管要求。 runs entirely locally. Works with Claude Code, Cursor, Cline and 23 more.”.
- **02** When the source has headings, the agent prioritizes “何时启用 / 研究流程 / 输出要求” so the result follows the author’s structure.
- **03** Typical output includes task judgment, concrete steps, required commands or file edits, validation, and follow-up options.
- **04** Risk context follows the fingerprint: read files, write/modify files; mostly runs locally; usually needs no extra API key.
## Running Rules
- read files, write/modify files; mostly runs locally; usually needs no extra API key.
- Validate with a small sample before expanding scope.
- Return the result, validation criteria, and next iteration options. The source does not require a stable slash command. After installation, invoke the skill by name and describe the task.
Name target files or source material, expected output, forbidden changes, and whether network or shell access is allowed. Permission fingerprint: read files, write/modify files.
Start with a small task and check whether the result follows “何时启用 / 研究流程 / 输出要求”. Inspect diffs, logs, previews, or tests before expanding scope.
Confirm the final output includes a concrete result, evidence, and next action. If it stays generic, tighten inputs, boundaries, and acceptance criteria.
---
name: quantitative-research
description: 面向研究流程与方法论,不替代实盘交易执行与合规审查;涉及具体标的或策略时须提示回测与实盘的差异及监管要求。 runs entirely locally. Works with Claude C…
category: other
source: Superagentsys/novalclaw
---
# quantitative-research
## When to use
- 量化研究(因子与 Alpha 框架) 面向研究流程与方法论,不替代实盘交易执行与合规审查;涉及具体标的或策略时须提示回测与实盘的差异及监管要求。 设计或评估 因子 / 特征:价值、动量、质量、低波动、另类数据等 数据层:复权、停牌、财报…
- Use it when the task has clear inputs, repeatable steps, and validation criteria.
## What to provide
- Target material, scope, expected result, and forbidden changes.
- Whether network, commands, file writes, or external services are allowed.
## Execution rules
- Organize steps around “何时启用 / 研究流程 / 输出要求” and keep inference separate from source facts.
- read files, write/modify files; mostly runs locally; usually needs no extra API key.
- Validate with a small sample before expanding the task.
## Output requirements
- Return the deliverable, key evidence, validation method, and next action.
- Mark missing information as unknown; do not invent commands, platforms, or dependencies. The author source anchors workflow facts; repository files anchor sources and commands; Fluxly only adds fit, limitations, and quality judgment.
skill "quantitative-research" {
input -> user goal + target files + boundaries + acceptance criteria
context -> 何时启用 / 研究流程 / 输出要求
rules -> SKILL.md triggers / order / output contract
runtime -> no special runtime | read files, write/modify files | mostly runs locally
guardrails -> usually needs no extra API key + small-sample validation + diff/log review
output -> copyable result + checklist + next iteration
} 量化研究(因子与 Alpha 框架)
面向研究流程与方法论,不替代实盘交易执行与合规审查;涉及具体标的或策略时须提示回测与实盘的差异及监管要求。
何时启用
- 设计或评估 因子 / 特征:价值、动量、质量、低波动、另类数据等
- 数据层:复权、停牌、财报发布日、幸存者偏差、前视偏差(lookahead)
- 评估指标:IC、Rank IC、IR、分层收益、换手率、衰减、行业/市值中性化
- 稳健性:样本外、滚动窗口、参数敏感性、不同市场状态(牛/熊/震荡)
- 将 ML / 深度学习 用于量化时的特征工程、标签泄露、交叉验证设计
研究流程
- 问题定义:预测目标(下期收益、风险、排序)、投资域(股票池、期货品种)、频率(日/周/分钟)。
- 数据与对齐:交易日历、财报时点、公告滞后;训练/验证/测试切分须时间有序。
- 因子处理:去极值(winsorize)、标准化、中性化(行业、市值、风格);说明每一步对分布的影响。
- 评估:截面回归或排序分组;报告多空组合、多头、基准超额;成本与换手为 0 的纸面结果须标注。
- 风险:过拟合、数据挖掘(multiple testing)、因子拥挤、结构突变(regime change)。
- 输出:假设 → 数据与样本 → 方法与参数 → 结果与局限 → 需实盘前验证项。
输出要求
- 明确 预测 horizon 与 再平衡频率,避免标签与特征时间错位。
- 对「显著」结果给出经济含义与统计显著性(多重检验校正思路)。
- 不保证收益;强调 过去表现不代表未来。
- 中国大陆市场可提示:T+1、涨跌停、融券与对冲工具限制对「理想回测」的影响(概念层面)。
质量检查清单
- 已排查前视偏差与幸存者偏差
- 训练/验证/测试无信息泄露
- 因子与收益方向、符号在经济上可解释(或明确为纯数据驱动且高风险)
- 报告包含样本期长度与标的数量级
Decide Fit First
Design Intent
How To Use It
Boundaries And Review