ml4t/skills

ml4t/skills · AGENTS.md

ml4t/skills · CLAUDE.md

ml4t/skills · advanced-ai/agent-governance/SKILL.md · Security and governance controls for autonomous financial agents. Use when agents can call tools, read untrusted…

ml4t/skills · advanced-ai/agent-state-memory/SKILL.md · Durable agent state, memory, and replay for autonomous research workflows. Use when an agent must resume, audit, or…

ml4t/skills · advanced-ai/agent-tool-contracts/SKILL.md · Typed tool contracts for autonomous research agents. Use when exposing files, search, databases, or execution tools to…

ml4t/skills · advanced-ai/multi-agent-forecasting/SKILL.md · Multi-agent probability forecasting with diversity, aggregation, and debate controls. Use when combining several agent…

ml4t/skills · advanced-ai/research-operator/SKILL.md · Thin autonomous research operator pattern for ML4T experiments. Use when an agent should inspect artifacts, read…

ml4t/skills · backtest/cost-model/SKILL.md · Commission, slippage, and market-impact cost models for realistic strategy simulation. Use when backtesting to ensure…

ml4t/skills · backtest/rl-execution/SKILL.md · Reinforcement learning for trade execution and hedging. Use when optimizing execution algorithms or dynamic hedging…

ml4t/skills · backtest/run-backtest/SKILL.md · Event-driven backtesting with realistic order execution, position tracking, and performance measurement. Use when…

ml4t/skills · backtest/sensitivity-analysis/SKILL.md · Test strategy robustness to parameter variation and detect overfitting cliffs. Use when validating that performance is…

ml4t/skills · backtest/tearsheet/SKILL.md · Generate comprehensive performance reports from backtest returns. Use when summarizing backtest results for review or…

ml4t/skills · concepts/backtest-overfitting/SKILL.md · Detect and prevent overfitting to historical data via multiple testing corrections and pre-registration. Use when…

ml4t/skills · concepts/causal-identification/SKILL.md · Validate causal claims using DAG adjustment sets, bad-control detection, and refutation tests. Use when distinguishing…

ml4t/skills · concepts/data-leakage/SKILL.md · Prevent train-test contamination, target leakage, and temporal leakage. Use when splitting data, fitting preprocessors…

ml4t/skills · concepts/information-coefficient/SKILL.md · Measure predictive signal quality with IC, Rank IC, and IC_IR. Use when evaluating whether a feature has predictive…

ml4t/skills · concepts/lookahead-bias/SKILL.md · Detect future information leaking into features, labels, or evaluation. Use when any pipeline step might expose data…

ml4t/skills · concepts/non-stationarity/SKILL.md · Handle changing statistical properties in financial time series. Use when features or model performance degrade over…

ml4t/skills · concepts/point-in-time/SKILL.md · Ensure data reflects what was known at each decision point, not revised or restated values. Use when joining…

ml4t/skills · concepts/regime-awareness/SKILL.md · Market regimes as conditioning features for risk scaling, not timing signals. Use when incorporating regime detection…

ml4t/skills · concepts/survivorship-bias/SKILL.md · Account for delisted and removed securities in historical analysis. Use when constructing universes or computing…

ml4t/skills · concepts/transaction-costs/SKILL.md · Estimate whether a strategy can survive spread, slippage, and market impact before full simulation. Use when screening…

ml4t/skills · data/build-bars/SKILL.md · Aggregate tick data into time, volume, and dollar bars. Use when resampling raw tick data into regular or…

ml4t/skills · data/calendar-ops/SKILL.md · Trading calendar awareness for correct date alignment and rolling windows. Use when aligning data across markets or…

ml4t/skills · data/continuous-futures/SKILL.md · Build roll-adjusted continuous futures series without artificial price jumps. Use when backtesting futures strategies…

ml4t/skills · data/data-export/SKILL.md · Export financial data in efficient columnar formats with schema enforcement. Use when persisting datasets for…

ml4t/skills · data/define-universe/SKILL.md · Define point-in-time tradeable universes with liquidity filters. Use when constructing the investable asset set that…

ml4t/skills · data/fetch-data/SKILL.md · Reliable data acquisition with provider abstraction and schema validation. Use when ingesting market data from APIs…

ml4t/skills · data/validate-data/SKILL.md · Systematic data quality validation before modeling. Use when checking for gaps, outliers, stale prices, or schema…

ml4t/skills · features/compute-features/SKILL.md · Systematic feature computation across multiple assets with group-aware operations. Use when computing technical or…

ml4t/skills · features/feature-families/SKILL.md · Five families of financial features - momentum, mean-reversion, volatility, carry, and value. Use when designing a…

ml4t/skills · features/feature-selection/SKILL.md · Select informative features using IC ranking, mutual information, or RFE - always within CV folds. Use when reducing…

ml4t/skills · features/feature-store/SKILL.md · Organize computed features in versioned storage with schema enforcement and point-in-time retrieval. Use when…

ml4t/skills · features/feature-validation/SKILL.md · Validate features before training - IC significance, stability, redundancy, and contamination checks. Use when auditing…

ml4t/skills · features/horizon-design/SKILL.md · Choose prediction horizon by analyzing IC decay, turnover cost, and feature-horizon alignment. Use when determining the…

ml4t/skills · features/latent-factors/SKILL.md · Extract latent factors from return panels using PCA, IPCA, or autoencoders with proper noise diagnostics. Use when…

ml4t/skills · features/meta-labels/SKILL.md · Secondary model predicts whether a primary signal will be profitable. Use when sizing positions or filtering…

ml4t/skills · features/regime-features/SKILL.md · Features capturing market regime - volatility state, trend strength, and liquidity conditions. Use when building…

ml4t/skills · features/triple-barrier/SKILL.md · Label trades using profit-target, stop-loss, and time barriers with volatility-adaptive thresholds. Use when creating…

ml4t/skills · infrastructure/canonical-schema/SKILL.md · Standardized data schema across all financial datasets. Use when defining or enforcing column names, types, and index…

ml4t/skills · infrastructure/case-study-pipeline/SKILL.md · Filesystem and artifact-contract pattern for reproducible case studies. Use when organizing a research project for…

ml4t/skills · infrastructure/polars-patterns/SKILL.md · Polars-first data processing patterns for financial data. Use when writing efficient grouped, windowed, or…

ml4t/skills · infrastructure/registry-system/SKILL.md · Content-addressed experiment tracking for ML trading models. Use when versioning models, features, or experiment…

ml4t/skills · portfolio/exposure-analysis/SKILL.md · Decompose portfolio into factor, sector, and concentration exposures. Use when checking for unintended bets or risk…

ml4t/skills · portfolio/kill-switch/SKILL.md · Automated risk limits that halt trading when thresholds are breached. Use when deploying live strategies that need…

ml4t/skills · portfolio/position-sizing/SKILL.md · Convert signals to position sizes using volatility targeting and risk budgets. Use when scaling trade size relative to…

ml4t/skills · portfolio/risk-metrics/SKILL.md · Compute portfolio risk measures including drawdown, VaR, CVaR, and tail metrics. Use when assessing portfolio risk…

ml4t/skills · portfolio/stress-test/SKILL.md · Test portfolios against historical crises and hypothetical shocks. Use when quantifying tail risk before deployment or…

ml4t/skills · production/live-trading/SKILL.md · Transition from backtest to live trading with zero code changes. Use when deploying a validated strategy to paper or…

ml4t/skills · production/monitoring-alerting/SKILL.md · Real-time monitoring and alerting for live trading systems. Use when building observability for data pipelines, model…

ml4t/skills · validation/cpcv/SKILL.md · Combinatorial Purged CV generates a distribution of backtest paths instead of a single estimate. Use when quantifying…

ml4t/skills · validation/deflated-sharpe/SKILL.md · Adjust the Sharpe ratio for multiple testing bias when selecting from many trials. Use when reporting strategy…

ml4t/skills · validation/drift-detection/SKILL.md · Detect when model inputs or predictions shift from the training distribution using PSI and statistical tests. Use when…

ml4t/skills · validation/evaluate-factor/SKILL.md · Evaluate alpha factor quality with IC analysis, quantile spreads, turnover, and decay. Use when deciding whether a…

ml4t/skills · validation/purging-embargo/SKILL.md · Remove training samples whose labels overlap the test period and add an embargo buffer. Use when performing time-series…

ml4t/skills · validation/shap-analysis/SKILL.md · Explain model predictions with SHAP values instead of biased built-in feature importance. Use when interpreting which…

ml4t/skills · validation/stationarity-tests/SKILL.md · Test whether time-series features are stationary using ADF and KPSS tests. Use when selecting or transforming features…

ml4t/skills · validation/walk-forward-cv/SKILL.md · Rolling or expanding window CV that preserves temporal order. Use when evaluating ML models on time-series data where…

ml4t/skills · workflows/case-study-development/SKILL.md · Stage-gated research workflow from hypothesis through data prep, feature engineering, modeling, and backtest. Use when…

ml4t/skills · workflows/factor-research/SKILL.md · Systematic factor research from hypothesis through IC analysis, decay profiling, and capacity assessment. Use when…

ml4t/skills · workflows/model-validation/SKILL.md · Multi-gate model validation from cross-validation through stress testing to deployment sign-off. Use when qualifying a…

ml4t/skills · workflows/production-readiness/SKILL.md · Pre-deployment checklist covering data pipelines, risk limits, monitoring, and governance. Use when preparing to go…

ml4t/skills · workflows/strategy-workflow/SKILL.md · End-to-end strategy development lifecycle from hypothesis to live trading. Use when starting a new strategy project or…