longbridge-quant
longbridge-quant is an Investment analysis & markets skill for AI agents, published by longbridge in the skills repository on GitHub. Skillspace rates longbridge-quant D (69/100) and it passed the safety scan; the rating is based on static analysis only.
Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation analysis, statistical methods (ADF/GARCH), strategy optimization, execution modeling, hedging, and ML-based prediction (sklearn). Also provides CLI access to run indicator scripts against K-line data. Triggers: "量化", "因子", "配对交易", "协整", "波动率策略", "季节性", "多因子", "IC", "机器学习", "对冲", "量化策略", "協整", "波動率策略", "季節性", "多因子", "對沖", "quant", "pairs trading", "cointegration", "volatility strategy", "seasonality", "multi-factor", "factor model", "IC IR", "machine learning", "hedging", "walk-forward", "配對交易", "機器學習", "因子選股"
- Grade
- D
- Quality
- 69 / 100
- Safety
- Passed
- GitHub stars
- 42
Unproven: rated by static analysis only, not yet compared head-to-head.
Our two independent classifiers differ on this skill's category, so treat the placement as provisional.
This rating describes the version of the repository we crawled; it may have changed since, so go by its current files.
Our review
- Architecture
- 78 / 100
- Maturity
- Packaged: licensed, with a version or references
- Security scan
- No issues found
- License
- MIT
- Adoption
- Adopted by 0 other repositories, in 0 collections
Not checked yet
- Not judged on the rubric yet (not a contender in its category)
- No blind task eval yet
- Scope (portable / vendor / repo-internal) not assessed; only the top of each category is read for scope
- Sibling files (scripts, references) not fetched; security scan covers SKILL.md only
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