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# Algo-Trading-Skills — Extended Documentation for LLM Context Windows ## Overview Algo-Trading-Skills is an open-source engineering library of 504 algorithmic trading playbooks designed specifically for AI coding agents (Claude Code, GitHub Copilot, Cursor, Windsurf, Cline, Gemini CLI, OpenAI Codex CLI, Aider, Continue, Devin, OpenHands). ## Architectural Design Pattern Each skill follows progressive disclosure: 1. YAML Frontmatter (~30-50 tokens): Fast indexing and relevance matching without loading complete files. 2. SKILL.md Body (500-1500 tokens): Structured sections (`When to Use`, `Prerequisites`, `Workflow`, `Common Pitfalls`, `Verification`, `Related Skills`). 3. `references/`: Detailed regulatory specifications, exchange API specs, and sequence diagrams. 4. `scripts/`: Production-tested Python helper scripts with matching `test_*.py` unit test suites. 5. `assets/`: Printable sign-off checklists (`checklist.md`). ## Full Domain Breakdown (16 Domains) 1. broker-integration (20 skills) 2. real-time-architecture (30 skills) 3. backtesting-methodology (35 skills) 4. financial-ml (38 skills) 5. risk-management (39 skills) 6. deployment-ops (30 skills) 7. global-market-integration (44 skills) 8. regulatory-compliance-global (38 skills) 9. multi-asset-derivatives (28 skills) 10. execution-algorithms (33 skills) 11. data-management-global (37 skills) 12. crypto-custody-security (29 skills) 13. portfolio-multi-strategy (30 skills) 14. market-microstructure-latency (24 skills) 15. quant-research-alt-data (20 skills) 16. tax-accounting-reporting-global (16 skills) ## Platform Rule Files - Cursor: `.cursor/rules/algo-trading-skills.mdc` - Cline / Roo Code: `.clinerules` - Windsurf: `.windsurfrules` - GitHub Copilot: `.github/copilot-instructions.md` - Claude Code: `CLAUDE.md` and `.claude/config.json` - OpenAI Codex / OpenHands: `AGENTS.md` - Gemini CLI: `GEMINI.md` - Continue: `.continue/rules/algo-trading-skills.md` - Aider: `CONVENTIONS.md` and `.aider.conf.yml`