AI Agent Skills

Backtest phase 3.6 of threat-model production against historical findings before sign-off. USE WHEN a draft model must prove it can uniquely route real reports.

Detect and prevent overfitting to historical data via multiple testing corrections and pre-registration. Use when evaluating strategy variants to ensure performance is n…

Audit concentration, factor exposure, correlation, liquidity, and stress-test risks in an existing portfolio.

Generate accurate, runnable quantitative strategy code for the JoinQuant (聚宽) platform. Use this skill when the user asks to write a stock/ETF/futures backtest, paper-tr…

Cointegration testing for pairs trading using Engle-Granger, Johansen, and rolling stability analysis

Test strategy robustness to parameter variation and detect overfitting cliffs. Use when validating that performance is stable across parameter perturbations.

Test portfolios against historical crises and hypothetical shocks. Use when quantifying tail risk before deployment or during risk reviews.

Reinforcement learning for trade execution and hedging. Use when optimizing execution algorithms or dynamic hedging policies.