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 skills add https://github.com/omer-metin/skills-for-antigravity --skill quantitative-research