quantitative-trading
by wshobsonv1.2.1
Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting
Install any skill with /learn
/learn @owner/skill-namerisk-metrics-calculation
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
openclaw
backtesting-frameworks
Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.
openclaw