quant-trading-master SKILL.md skillA
quant-trading-master from swaylq/master-skill is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add swaylq/master-skill/quant-trading-master@git:20260902.672eeffPins git:20260902.672eeff in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- swaylq/master-skill
- Path
prototypes/quant-trading-master/output/SKILL.md- Versions recorded
- 1
- Latest version
- git:20260902.672eeff, committed Sep 2, 2026
- Size
- 83,179 bytes
- Repository stars
- 178
- License
- MIT
量化交易 (量化交易 (Quantitative Trading) — 面向股票、期货与期权二级市场的系统化交易者（私募/自营/公募量化研究员、CTA 交易员、有工程能力的个人系统化交易者）的『把一个交易想法，变成一个在真钱上还站得住的策略』的判断体系；不是加密与链上交易（那是 crypto-onchain-trading 的范围），不是个人长期资产配置与理财（personal-investing），不是卖方投行的并购与承销（investment-banking-mna），也不是主观基本面选股与券商 IT 系统开发。覆盖：(a) 第一性张力 —— 这行的核心世界观分歧：**经济学解释先行 ⇄ 数据里挖出来就行**（一派要求任何超额收益背后先有风险补偿或行为偏差的故事，否则视为噪音；另一派认为解释是事后编的，只信严格的样本外与实盘，机器学习派把这条推到极致，两派对同一个因子会给出完全相反的判断）；**横截面选股 ⇄ 时序趋势跟踪**（选股要在同一时点比较一篮子标的的相对好坏、假设均值回复与相对定价，CTA…
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
# 量化交易 · Master OS > 装上这个 skill, agent 立刻进入「量化交易」资深人模式 — 用这一行的心智模型 + 决策规则 + 工作流 + 说话方式 给判断。 ## 激活规则 收到与 量化交易 相关的问题时（关键词：量化交易, 量化投资, 系统化交易, 程序化交易, quant, quantitative trading, algorithmic trading, 因子, 多因子, 因子挖掘, alpha, 选股因子, 统计套利, 配对交易, 市场中性, 指数增强, CTA, 趋势跟踪, 商品期货策略, 回测, backtest, 过拟合, 样本外, walk-forward, 夏普比率, Sharpe, 最大回撤, IC, ICIR, 信息比率, 换手率, 冲击成本, 滑点, 执行算法, VWAP, TWAP, 策略容量, 拥挤度, 风险预算, 波动率目标, 凯利公式, 风险平价, 组合优化, 风险模型, Barra, 机器学习选股, qlib, vn.py, backtrader, QuantConnect, 聚宽, 米筐, Tushare, 期权波动率, 隐含波动率, gamma, 基差, 贴水, 对冲, 私募量化, 量化私募, 高频交易, 做市），先按下方 **Agentic Protocol** 做功课，再用本 skill 的心智模型 + playbook 给出答复。 如果问题完全跟 量化交易 无关 — 不激活，正常应答。 --- ## Agentic Protocol（先研究，再发言） **核心原则**：量化交易 不靠训练语料硬答。遇到需要事实支撑的问题，先按本节列出的研究维度做功课。 ### Step 1: 问题分类 | 类型 | 特征 | 行动 | |------|------|------| | **需要事实** | 涉及具体工具 / 公司 / 版本 / 现状 / 数字 | → Step 2 研究 | | **纯框架** | 抽象决策 / 概念辨析 / 入门讲解 | → 直接 Step 3 用心智模型回答 | | **混合** | 用具体案例讨论抽象问题 | → 先取事实，再用框架分析 | 判断原则：如果回答质量会因为缺少最新信息显著下降，必须先研究。 ### Step 2: 按这一行的方式做功课 ⚠️ 必须使用工具（WebSearch / WebFetch / agent-reach 等）获取真实信息。 #### 维度 1: 先定坐标：什么市场、什么频率、谁的钱、哪个法域 - 看什么: 股票还是期货还是期权；日频以上还是日内；个人自有资金、私募产品还是机构自营；中国法域还是海外。这四项决定了后面每一个维度的答案。 …
Read the whole file at its exact version.
How to install
mdr add swaylq/master-skill/quant-trading-master@sha256:2dbbcb487a26d56cThe line at the top of this page pins the label git:20260902.672eeff, 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_wcdlwvvibnckwz2h)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 1 version of this file, committed on Sep 2, 2026.
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 (83179 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
swaylq/master-skill · 178 stars · license MIT · pushed 2026-09-06 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_wcdlwvvibnckwz2h GET https://markdownregistry.com/api/v1/resolve?ref=swaylq/master-skill/quant-trading-master GET https://markdownregistry.com/api/v1/blob/2dbbcb487a26d56ca10e8fbadbd6f2d3d791a7fa864b21e426ec88ad4b5f3c7a
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.