financial-time-series
CommunityTurn price data into momentum-driven strategies.
Finance & Accounting#time-series#momentum#backtesting#futures#portfolio-construction#tsmom#volatility-targeting
AuthorDonaldshen27
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This knowledge base helps analytic practitioners convert price data into structured momentum-driven trading logic and risk-managed strategies, reducing manual modeling effort and enabling systematic decision-making.
Core Features & Use Cases
- Returns calculation and de-trending for stationarity
- Volatility targeting and risk normalization across assets
- Time-series momentum, multi-scale momentum, and MACD-based signals
- Portfolio construction with futures handling and performance evaluation
Quick Start
Compute a baseline time-series momentum signal from price data and apply volatility targeting to generate risk-adjusted portfolio returns.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 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: financial-time-series Download link: https://github.com/Donaldshen27/xtrend-vanilla/archive/main.zip#financial-time-series Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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