avelikiy/great_cto · skills/quant-validation/SKILL.md
quant-validation skillA
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 i
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Versions
| 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
A 17 of 17 checks passed. Deterministic, no model, same answer every run.
- 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
GitHub
avelikiy/great_cto · 89 stars · license MIT · pushed 2026-09-05 · branch main
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