Skill UI

This skill simulates the role of a quantitative analyst, providing comprehensive tools for building complex financial models, backtesting trading strategies, and analyzing market data. It covers advanced topics like portfolio optimization (Markowitz, Black-Litterman), calculating risk metrics (VaR, Sharpe ratio), and performing statistical arbitrage. Ideal for quantitative finance professionals needing rigorous data analysis, robust backtesting, and risk-adjusted performance evaluation.

This skill acts as an expert risk manager, providing comprehensive guidance on monitoring portfolio risk, calculating R-multiples, and optimizing position limits. It covers advanced quantitative finance topics such as Value at Risk (VaR), correlation analysis, and stress testing using Monte Carlo simulations. Use it for systematic risk assessment, developing hedging strategies (options/futures), and implementing rigorous risk controls in trading workflows.

This skill provides a comprehensive toolkit for calculating essential portfolio risk metrics. It includes Value at Risk (VaR), Conditional VaR (CVaR), Sharpe Ratio, Sortino Ratio, and drawdown analysis. It is crucial for measuring overall portfolio risk, implementing risk limits, building sophisticated risk dashboards, and ensuring compliance for regulatory reporting in finance.

A comprehensive foundation skill for monitoring cryptocurrency markets. It provides real-time quotes, 24-hour change metrics, and deep historical price data for over 10,000 coins. Users can track specific symbols, view predefined watchlists (e.g., DeFi, Top 10), or export detailed OHLCV data in CSV format. This skill serves as the foundational data layer for crypto portfolio management, tax calculation, and DeFi analysis applications.

The official skill collection for Longbridge Securities, offering over 125 agent skills. It provides comprehensive financial analysis across multiple markets (HK, US, A-share, SG), including real-time quotes, advanced charting, company fundamentals, portfolio management, and options analysis. Supports trilingual interaction (Simplified/Traditional Chinese/English), making it an essential resource for global investors and financial analysts.

A read-only tool designed to compare prediction-market baskets or themes against the user's existing knowledge base, portfolio notes, research memos, or financial context. It performs gap analysis, flagging potential conflicts, stale assumptions, and areas of missing research. This skill provides structured insights into fit and exposure without offering any investment or trading advice.

This tool automates the process of optimizing investment portfolio allocations using a mean-variance engine. It integrates neural prediction models and risk constraints to determine optimal asset weights. Users can set specific risk targets, assess comprehensive risk metrics (variance, correlation), and generate actionable, step-by-step rebalancing plans for professional portfolio management.

Assess and manage investment risk using the neural-trader risk engine. This tool calculates critical metrics such as Value at Risk (VaR), Conditional VaR (CVaR), and Sharpe ratio for both single positions and entire portfolios. It also optimizes position sizing using methods like Kelly criterion and checks for market circuit breaker triggers (e.g., high correlation spikes or volatility regime shifts) to ensure robust trading decisions and minimize exposure.

A comprehensive methodological guide for conducting rigorous quantitative research in finance, covering asset pricing, corporate finance, and econometrics. This skill defines the necessary standards for factor construction, portfolio sorting, advanced estimators (Fama-MacBeth, GMM), robust standard error clustering, and multiple-testing discipline. It ensures research designs are academically sound, reproducible, and suitable for top-tier financial journals.

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

This skill provides a comprehensive toolkit for calculating essential portfolio risk metrics. It includes Value at Risk (VaR), Conditional VaR (CVaR), Sharpe Ratio, Sortino Ratio, and drawdown analysis. It is crucial for measuring overall portfolio risk, implementing risk limits, building sophisticated risk dashboards, and ensuring compliance for regulatory reporting in finance.