Skill UI

This guide helps researchers determine if their problem constitutes a rigorous Operations Research (OR) or Management Science (MS) methodological contribution. It provides a comprehensive fit test covering method novelty, mathematical rigor (proofs, guarantees), and significance to the OR community. Furthermore, it guides users on selecting the precise editorial area (e.g., Optimization, Stochastic Models, Simulation) for submission.

This skill provides quantitative analysis frameworks and CLI indicator scripting via Longbridge. It supports pairs trading, volatility strategies, multi-factor models, and statistical methods like ADF/GARCH. Users can run scripts against K-line data for strategy optimization, hedging, and ML-based prediction without requiring login. Ideal for quantitative finance workflows.

Build financial models, backtest trading strategies, and analyze market data with risk metrics, portfolio optimization, and statistical arbitrage using pandas, numpy, and scipy.

Optimize Apache Spark jobs with partitioning, caching, shuffle optimization, and memory tuning. Covers execution model, performance factors, and practical patterns for improving job speed and scalability.