momentum-trend

What problem does it solve?

This Skill streamlines the process of developing, validating, and deploying momentum trend strategies in quantitative finance, ensuring robust performance and controlled risk.

Core Features & Use Cases

• Reproducible Research: Build leak-safe features and estimate signal edge with clear diagnostics.
• Risk Management: Enforce exposure, concentration, and turnover caps with deactivation triggers.
• Deployment Controls: Stress test performance across various regimes and ensure cost-adjusted robustness before promotion.
• Use Case: Use this skill to analyze the trend persistence of a trading signal, estimate its capacity limits, and generate a detailed report for production deployment.

Quick Start

Run momentum trend diagnostics on input.csv and save the output to diagnostics.json.