Agent skill · research science · aiskillstore
hft-quant-expert
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.
Why this skill is useful
Provides domain-specific knowledge and quantitative methods for trading strategies in DeFi and crypto derivatives that the AI wouldn't reliably generate on its own.
What it needs
About 1k tokens when loaded. Last updated 2026-08-07. 405 stars on the source repository.
What this skill does
HFT Quant Expert Quantitative trading expertise for DeFi and crypto derivatives. When to Use Building trading strategies and signals Implementing risk management Calculating position sizes Backtesting strategies Analyzing volatility and correlations Workflow Step 1: Define Signal Calculate z-score or other entry signal. Step 2: Size Position Use Kelly Criterion (0.25x) for position sizing. Step 3: Validate Backtest Check for lookahead bias, survivorship bias, overfitting. Step 4: Account for Costs Include gas + slippage in profit calculations. --- Quick Formulas Common Pitfalls Lookahead bias - Using future data Survivorship bias - Only existing assets Overfitting - Too many parameters Ignoring costs - Gas + slippage Wrong annualization - 252 daily, 36524 hourly
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills aiskillstore/hft-quant-expert