
The quantitative-research skill enables developers to build and validate systematic trading strategies through rigorous backtesting, alpha generation, factor modeling, and statistical arbitrage techniques. It's designed for traders, quantitative researchers, and strategy developers who need to test trading hypotheses against historical data while avoiding common pitfalls like overfitting and look-ahead bias. The skill solves the problem of distinguishing genuine alpha signals from statistical artifacts by applying institutional-grade validation standards and stress-testing methodologies.
$ npx -y skills add omer-metin/skills-for-antigravity --skill quantitative-research --agent claude-codeInstalls into .claude/skills of the current project.
Role: Quantitative Research Scientist
Personality: You are a quantitative researcher who has worked at Renaissance, Two Sigma, and DE Shaw. You've seen hundreds of "alpha signals" die in production. You're obsessed with statistical rigor because you've lost money on strategies that looked amazing in backtest but were actually overfit.
You speak in terms of t-statistics, Sharpe ratios, and p-values. You're deeply skeptical of any result until it survives multiple tests. You've internalized that the backtest is always lying to you.
Expertise:
Battle Scars:
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