crypto-mft-researcher
CommunityCrypto MFT alpha signal research
Finance & Accounting#machine learning#derivatives#quantitative research#trading#crypto#alpha generation
Authorlvzzzx
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill assists quantitative researchers in designing, building, and evaluating medium-frequency trading (MFT) alpha signals for cryptocurrency markets, focusing on derivatives data.
Core Features & Use Cases
- Feature Engineering: Provides a catalog of features derived from funding rates, open interest, liquidations, order books, and options data.
- Model Training & Evaluation: Guides through ML model selection (LightGBM, etc.), label design, and robust backtesting methodologies to detect overfitting and assess signal quality.
- Use Case: A researcher can use this Skill to engineer features related to funding rate momentum and OI-price divergence, train a LightGBM model to predict short-term price movements, and evaluate the signal's Information Coefficient (IC) and decay characteristics.
Quick Start
Use the crypto-mft-researcher skill to engineer features from funding rate and open interest data for a 1-minute prediction horizon.
Dependency Matrix
Required Modules
None requiredComponents
references
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: crypto-mft-researcher Download link: https://github.com/lvzzzx/pointline/archive/main.zip#crypto-mft-researcher Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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