quant-validation SKILL.md skillA
quant-validation from avelikiy/great_cto is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add avelikiy/great_cto/quant-validation@git:20260901.49cb85fPins git:20260901.49cb85f in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- avelikiy/great_cto
- Path
skills/quant-validation/SKILL.md- Versions recorded
- 2
- Latest version
- git:20260901.49cb85f, committed Sep 1, 2026
- First version recorded
- Aug 31, 2026
- Size
- 7,797 bytes
- Repository stars
- 112
- License
- MIT
The methods a financial-ML result has to survive before it is evidence — purged cross-validation with an embargo, triple-barrier labelling, sample uniqueness under overlapping labels, fractional differentiation, meta-labelling, and multiple-testing correction. Written because the invariants were required of quant-researcher and nothing in the project explained how to satisfy them: a rule without a method produces either an invention or a block. Applied whenever a backtest, a feature or a label…
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
# Validating a financial model — the five ways the number lies A backtest that looks excellent and loses money live is not usually a bad strategy. It is a good measurement of the wrong thing. Each section below is one mechanism by which a number becomes convincing without becoming true. **On sourcing.** The methods here are standard and attributable — most of them to Marcos López de Prado's *Advances in Financial Machine Learning*, with the information-ratio framing from Grinold & Kahn. This file states the MECHANISM and what to check, and deliberately does not restate formulas from memory. Where an implementation needs an exact expression — the deflated Sharpe ratio in particular — verify it against the primary source before shipping a number that depends on it. A formula recalled approximately is worse here than no formula: it produces a specific, wrong, confident figure. ## 1. Purged cross-validation with an embargo **The leak.** In a normal k-fold split, training and test rows are disjoint. In a financial series they are not independent: a label at time *t* is computed from data spanning *t* to *t+h*. A training observation inside that window has seen the …
Read the whole file at its exact version.
How to install
mdr add avelikiy/great_cto/quant-validation@sha256:6401c815cd83496bThe line at the top of this page pins the label git:20260901.49cb85f, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_eslhsqqj4ntue67f)
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Versions
The registry has recorded 2 versions of this file, between Aug 31, 2026 and Sep 1, 2026, about one every day.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.49cb85f latest | 2026-09-01 | 49cb85f | 7,797 B | A | view · diff |
| git:20260831.560c2cd | 2026-08-31 | 560c2cd | 7,795 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (7797 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
avelikiy/great_cto · 112 stars · license MIT · pushed 2026-11-06 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_eslhsqqj4ntue67f GET https://markdownregistry.com/api/v1/resolve?ref=avelikiy/great_cto/quant-validation GET https://markdownregistry.com/api/v1/blob/6401c815cd83496b55484b459c1b68d98962e202cb468d0fa35d6faa9f1e1821
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.