quant-analyst

What problem does it solve?

This Skill develops and backtests sophisticated financial models and trading strategies, providing data-driven insights for portfolio optimization and risk management. It automates complex calculations and analyses, helping users make informed financial decisions and manage risk effectively.

Core Features & Use Cases

• Trading Strategy Development: Designs and backtests algorithmic trading strategies with robust out-of-sample testing.
• Risk Metrics & Analysis: Calculates Value at Risk (VaR), Sharpe ratio, max drawdown, and performs correlation analysis.
• Portfolio Optimization: Implements advanced models like Markowitz and Black-Litterman for efficient portfolio construction.
• Use Case: You want to develop a new algorithmic trading strategy. This Skill can implement the strategy, backtest it with historical market data, calculate performance metrics like Sharpe ratio, and provide risk analysis, helping you refine your approach.

Quick Start

Use the quant-analyst skill to build a simple mean-reversion trading strategy and backtest it with historical stock data.