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hft-quant-expert

@majiayu000/claude-skill-registry
4
0

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.

Install Skill

1Download skill
2Enable skills in Claude

Open claude.ai/settings/capabilities and find the "Skills" section

3Upload to Claude

Click "Upload skill" and select the downloaded ZIP file

Note: Please verify skill by going through its instructions before using it.

SKILL.md

name hft-quant-expert
description 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.

HFT Quant Expert

Quick Formulas

# Z-score
zscore = (value - rolling_mean) / rolling_std

# Sharpe (annualized)
sharpe = np.sqrt(252) * returns.mean() / returns.std()

# Kelly fraction (use 0.25x)
kelly = (win_prob * win_loss_ratio - (1 - win_prob)) / win_loss_ratio

# Half-life of mean reversion
half_life = -np.log(2) / lambda_coef

Common Pitfalls

  • Lookahead bias - Using future data
  • Survivorship bias - Only existing assets
  • Overfitting - Too many parameters
  • Ignoring costs - Gas + slippage
  • Wrong annualization - 252 daily, 365*24 hourly