hft-quant-expert

What problem does it solve?

This Skill provides a framework for designing and validating quantitative trading strategies in DeFi and crypto derivatives, helping users quantify risk and optimize position sizing.

Core Features & Use Cases

• Signal generation and statistical metrics for entry decisions (e.g., z-score, Sharpe, volatility).
• Backtesting framework with bias checks (lookahead bias, survivorship bias) and performance analysis (alpha, Sharpe, drawdowns).
• Risk management and position sizing using rules like the Kelly criterion (0.25x) to control risk across multiple assets and fees.
• Scenario analysis and cost-aware profit calculations (gas, slippage) to ensure realistic expectations.

Quick Start

Define a basic strategy: generate a signal from a simple metric, compute a Kelly-based position size, backtest the strategy, and account for costs such as gas and slippage.