[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"skill:01M6EMKMFS4HAGQ3D1E2MF9FM0":3,"skill-same:01M6EMKMFS4HAGQ3D1E2MF9FM0":76},{"skillNo":4,"name":5,"nameZh":6,"description":7,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":16,"categories":17,"keywords":18,"publishedAt":38,"linkOnly":39,"markdownContent":40,"markdownBody":41,"frontMatter":42,"refName":43,"commitSha":44,"skillDirectory":45,"forksCount":46,"repositoryHtmlUrl":47,"repositoryHomepageUrl":48,"ownerHtmlUrl":49,"ownerBlogUrl":6,"ownerDescription":50,"updatedAt":51,"install":52,"resources":65},"01M6EMKMFS4HAGQ3D1E2MF9FM0","hft-quant-expert",null,"Quantitative trading expertise for DeFi and crypto derivatives. Use when building trading strategies, signals, risk management. Triggers on signal, backtest, alpha, sharpe, volatility, correlation, position size, risk.","ComeOnOliver\u002Fskillshub","ComeOnOliver","https:\u002F\u002Favatars.githubusercontent.com\u002Fu\u002F43215937?v=4","01M6E5JNFECJAAVFE0W7SMWWD2","Haoran Shu","01M6E5JNNDQS7AJZDYFQ8TPZCK",67,"MIT","https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Faiskillstore\u002Fmarketplace\u002Fbarissozen\u002Fhft-quant-expert\u002FSKILL.md",[],[19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37],"expert","hft quant expert","quant","correlation","risk","management","use","risk management","trading","alpha","crypto","derivatives","Volatility","backtest","signals","strategies","triggers","position","defi","2026-11-10 10:12:30",false,"---\nname: hft-quant-expert\ndescription: Quantitative trading expertise for DeFi and crypto derivatives. Use when building trading strategies, signals, risk management. Triggers on signal, backtest, alpha, sharpe, volatility, correlation, position size, risk.\n---\n\n# HFT Quant Expert\n\nQuantitative trading expertise for DeFi and crypto derivatives.\n\n## When to Use\n\n- Building trading strategies and signals\n- Implementing risk management\n- Calculating position sizes\n- Backtesting strategies\n- Analyzing volatility and correlations\n\n## Workflow\n\n### Step 1: Define Signal\n\nCalculate z-score or other entry signal.\n\n### Step 2: Size Position\n\nUse Kelly Criterion (0.25x) for position sizing.\n\n### Step 3: Validate Backtest\n\nCheck for lookahead bias, survivorship bias, overfitting.\n\n### Step 4: Account for Costs\n\nInclude gas + slippage in profit calculations.\n\n---\n\n## Quick Formulas\n```python\n# Z-score\nzscore = (value - rolling_mean) \u002F rolling_std\n\n# Sharpe (annualized)\nsharpe = np.sqrt(252) * returns.mean() \u002F returns.std()\n\n# Kelly fraction (use 0.25x)\nkelly = (win_prob * win_loss_ratio - (1 - win_prob)) \u002F win_loss_ratio\n\n# Half-life of mean reversion\nhalf_life = -np.log(2) \u002F lambda_coef\n```\n\n## Common Pitfalls\n\n- **Lookahead bias** - Using future data\n- **Survivorship bias** - Only existing assets\n- **Overfitting** - Too many parameters\n- **Ignoring costs** - Gas + slippage\n- **Wrong annualization** - 252 daily, 365*24 hourly\n","# HFT Quant Expert\n\nQuantitative trading expertise for DeFi and crypto derivatives.\n\n## When to Use\n\n- Building trading strategies and signals\n- Implementing risk management\n- Calculating position sizes\n- Backtesting strategies\n- Analyzing volatility and correlations\n\n## Workflow\n\n### Step 1: Define Signal\n\nCalculate z-score or other entry signal.\n\n### Step 2: Size Position\n\nUse Kelly Criterion (0.25x) for position sizing.\n\n### Step 3: Validate Backtest\n\nCheck for lookahead bias, survivorship bias, overfitting.\n\n### Step 4: Account for Costs\n\nInclude gas + slippage in profit calculations.\n\n---\n\n## Quick Formulas\n```python\n# Z-score\nzscore = (value - rolling_mean) \u002F rolling_std\n\n# Sharpe (annualized)\nsharpe = np.sqrt(252) * returns.mean() \u002F returns.std()\n\n# Kelly fraction (use 0.25x)\nkelly = (win_prob * win_loss_ratio - (1 - win_prob)) \u002F win_loss_ratio\n\n# Half-life of mean reversion\nhalf_life = -np.log(2) \u002F lambda_coef\n```\n\n## Common Pitfalls\n\n- **Lookahead bias** - Using future data\n- **Survivorship bias** - Only existing assets\n- **Overfitting** - Too many parameters\n- **Ignoring costs** - Gas + slippage\n- **Wrong annualization** - 252 daily, 365*24 hourly\n",{"name":5,"description":7},"main","def8531e65114c0fca8fb8551c1871ee0eed705c","skills\u002Faiskillstore\u002Fmarketplace\u002Fbarissozen\u002Fhft-quant-expert",24,"https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub","https:\u002F\u002Fskillshub.wtf","https:\u002F\u002Fgithub.com\u002FComeOnOliver","AI & Blockchain Engineer\r\n","2026-06-24 22:07:19",{"source":8,"skillName":5,"commands":53,"prompt":63,"zipAvailable":64},[54,57,60],{"tool":55,"command":56},"npx","npx skills add ComeOnOliver\u002Fskillshub --skill hft-quant-expert",{"tool":58,"command":59},"bunx","bunx skills add ComeOnOliver\u002Fskillshub --skill hft-quant-expert",{"tool":61,"command":62},"pnpm","pnpm dlx skills add ComeOnOliver\u002Fskillshub --skill hft-quant-expert","安装技能，技能地址：https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Faiskillstore\u002Fmarketplace\u002Fbarissozen\u002Fhft-quant-expert\u002FSKILL.md",true,[66,72],{"path":67,"resourceType":68,"resourceTypeDesc":69,"sizeBytes":70,"sourceHtmlUrl":71},"references\u002FSKILL-MECHANICS.md","REFERENCE","参考文档",2654,"https:\u002F\u002Fgithub.com\u002FHigorAlves\u002Forc\u002Fblob\u002Fmain\u002Fcodex\u002Forc\u002Fcontent\u002Fskills\u002Fwriting-for-agents\u002Freferences\u002FSKILL-MECHANICS.md",{"path":73,"resourceType":68,"resourceTypeDesc":69,"sizeBytes":74,"sourceHtmlUrl":75},"skill-report.json",10016,"https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Faiskillstore\u002Fmarketplace\u002Fbarissozen\u002Fhft-quant-expert\u002Fskill-report.json",[77,91,101,110,116,123],{"skillNo":78,"name":79,"nameZh":6,"description":6,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":80,"categories":81,"keywords":87,"publishedAt":38},"01M6FKJN13GMG4KY57J3QD8GY5","model-hierarchy-skill","https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Fzscole\u002Fmodel-hierarchy-skill\u002Fmodel-hierarchy-skill\u002FSKILL.md",[82],{"categoryNo":83,"categoryName":84,"taxonomyType":85,"taxonomyTypeDesc":86},"01JBSEEDCAT000000000000023","Skill与智能体开发","SCENARIO","使用场景",[88,89,90],"model","model hierarchy","model hierarchy skill",{"skillNo":92,"name":93,"nameZh":6,"description":6,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":94,"categories":95,"keywords":97,"publishedAt":38},"01M6FKJJJ6GCAMR4PPPRD12M5X","zoom-mcp","https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Fzoom\u002Fskills\u002Fzoom-mcp\u002FSKILL.md",[96],{"categoryNo":83,"categoryName":84,"taxonomyType":85,"taxonomyTypeDesc":86},[98,99,100],"MCP","zoom","zoom mcp",{"skillNo":102,"name":103,"nameZh":6,"description":6,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":104,"categories":105,"keywords":106,"publishedAt":38},"01M6FKJE3KYT3KPEZMEEHYKA6K","zoom-apps-sdk","https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Fzoom\u002Fskills\u002Fzoom-apps-sdk\u002FSKILL.md",[],[107,108,109,99],"sdk","zoom apps sdk","apps",{"skillNo":111,"name":112,"nameZh":6,"description":6,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":113,"categories":114,"keywords":115,"publishedAt":38},"01M6FKJ9EDH9Q5VWDF8HAJRSP0","windows","https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Fzoom\u002Fskills\u002Fwindows\u002FSKILL.md",[],[112],{"skillNo":117,"name":118,"nameZh":6,"description":6,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":119,"categories":120,"keywords":122,"publishedAt":38},"01M6FKJ666BEEFC3AE9GJ72Q93","whiteboard","https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Fzoom\u002Fskills\u002Fwhiteboard\u002FSKILL.md",[121],{"categoryNo":83,"categoryName":84,"taxonomyType":85,"taxonomyTypeDesc":86},[118],{"skillNo":124,"name":125,"nameZh":6,"description":6,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":126,"categories":127,"keywords":128,"publishedAt":38},"01M6FKJ21WFCDGTJQ2Q91T9DVW","websockets","https:\u002F\u002Fgithub.com\u002FComeOnOliver\u002Fskillshub\u002Fblob\u002Fmain\u002Fskills\u002Fzoom\u002Fskills\u002Fwebsockets\u002FSKILL.md",[],[125]]