🎯Skills62
Part of a collection of 62 trading, DeFi, and quantitative finance agent skills. Provides pandas-ta technical analysis capabilities for market data analysis, enabling AI agents to compute indicators and execute quantitative trading workflows.
A comprehensive collection of 62 ready-to-use trading, DeFi, and quantitative finance agent skills for AI tools like Claude Code and Cursor, covering market data analysis, on-chain research, backtesting, risk management, and tax compliance.
A skill covering walk-forward validation frameworks for trading strategies and ML models, addressing why standard k-fold cross-validation fails on financial time series and providing correct techniques including rolling/expanding windows, purged cross-validation, and overfit detection.
A machine learning trading skill that trains XGBoost/LightGBM classifiers with walk-forward validation for predicting trading signals, part of a 62-skill collection of ready-to-use trading, DeFi, and quant finance skills.
A trading agent skill implementing the Kelly criterion for optimal bet sizing in crypto trading, covering full and fractional Kelly variants, edge estimation from historical data, and practical application for managing position sizes and ruin risk.
Creates professional trading visualizations including candlestick charts, equity curves, drawdown plots, correlation heatmaps, and return distributions using mplfinance, matplotlib, and plotly with dark theme defaults.
Identifies current market regimes using volatility clustering, trend detection, and statistical methods such as ATR percentile, ADX, and Hurst exponent analysis. Classifies markets into four quadrants (trending/ranging vs low/high volatility) to guide strategy selection, position sizing, and risk management.
A comprehensive collection of 62 ready-to-use trading, DeFi, and quantitative finance agent skills for AI tools like Claude Code and Cursor, covering market data analysis, on-chain research, backtesting, risk management, and tax compliance.
A skill for DEX orderflow analysis on Solana, covering trade classification (buy vs sell), volume profiles, buyer/seller pressure metrics, whale detection, flow momentum signals, and wash trading detection for AMM-based trading.
Covers trade position sizing methods including fixed fractional, volatility-adjusted, Kelly criterion, liquidity-constrained, and anti-martingale approaches with formulas, risk tiers, and practical examples for portfolio risk management.
A trading agent skill for extracting and quantifying market sentiment from social media, news feeds, and on-chain data, identifying crowd positioning, euphoria/panic extremes, and influencer tracking for contrarian trading opportunities.
An agent skill from the Claude Trading Skills collection of 62 ready-to-use trading and quantitative finance skills, providing trade journal capabilities for recording, analyzing, and improving trading performance systematically.
Provides guidance for using Backtrader, a Python event-driven backtesting framework that processes data bar-by-bar with built-in broker simulation, complex order types including bracket and stop-limit orders, and multi-timeframe strategy support.
A trading agent skill for monitoring large Solana wallet behavior, detecting accumulation and distribution patterns, and generating smart money signals before they become visible in price action for early-warning alpha generation.
A trading agent skill providing a standardized system for defining, documenting, testing, and managing trading strategies with entry/exit rules, position sizing, risk parameters, and performance criteria to enforce discipline and reproducibility.
Skill for C-optimized technical analysis using TA-Lib, providing 150+ indicator functions and 61 candlestick pattern recognition functions with 10-100x faster computation than pure-Python alternatives.
A stub skill for crypto options pricing that currently provides a working Black-Scholes calculator with Greeks computation and an implied volatility solver, with planned support for binomial trees, Monte Carlo, IV surfaces, and major platforms like Deribit, Lyra, and Aevo. It is analytical only and does not provide financial advice.
Part of a collection of 62 ready-to-use trading, DeFi, and quantitative finance agent skills covering market data analysis, on-chain research, backtesting, risk management, and tax compliance — crypto/DeFi-first and extensible to all of quant finance.
Part of a collection of 62 ready-to-use trading, DeFi, and quantitative finance agent skills covering market data analysis, on-chain research, backtesting, risk management, and tax compliance — crypto/DeFi-first and extensible to all of quant finance.
Skill covering systematic exit rules for crypto trading including stop-loss methods (ATR-based, fixed percentage, support level), take-profit strategies, and trailing stop implementations.
Provides portfolio-level performance measurement including return metrics, risk metrics, risk-adjusted ratios, rolling analysis, and HTML report generation.
Assesses MEV exposure, detects sandwich attacks, and provides protection strategies for Solana DEX trading.
A trading skill for high-performance vectorized backtesting with parameter optimization, part of a comprehensive collection of 62 trading, DeFi, and quantitative finance agent skills covering market data, on-chain analysis, risk management, and more.
Provides nine crypto-native technical indicators including NVT ratio, MVRV ratio, exchange flow, funding rate signals, holder momentum, and smart money flow, with formulas, interpretation guides, data sources, and working code snippets for each.
Part of a comprehensive collection of 62 trading, DeFi, and quantitative finance agent skills covering market data analysis, on-chain research, backtesting, risk management, and tax compliance across Solana and cross-chain data sources.
Covers traditional market microstructure theory applied to crypto, including order book dynamics, bid-ask spread decomposition, price formation models (Glosten-Milgrom, Kyle's Lambda), market making, adverse selection, and CEX vs DEX structural differences.
Part of a collection of 62 ready-to-use trading, DeFi, and quantitative finance agent skills covering market data analysis, on-chain research, backtesting, risk management, and tax compliance — crypto/DeFi-first and extensible to all of quant finance.
Performs cross-asset correlation analysis for crypto markets including rolling correlation, hierarchical clustering, tail dependence, and regime-dependent correlation to support portfolio construction, risk management, and pairs trading.
Cointegration testing for pairs trading using Engle-Granger and Johansen methods with rolling stability analysis to identify asset pairs sharing long-run equilibrium relationships.
Market data preparation skill covering the full OHLCV pipeline: validation, cleaning, gap handling, anomaly detection (price spikes, impossible candles, zero volume), resampling across timeframes, normalization, and multi-source data merging for crypto and trading analysis.
Behavioral classification and performance analysis skill for Solana wallets. Profiles wallets by trading style (sniper, scalper, swing trader), trade size, and behavior type (bot vs. human) to help evaluate copy-trade targets, identify smart money, and assess counterparty risk.
Provides free DeFi analytics across all chains via the DeFiLlama API, covering TVL, token prices, DEX volumes, fees/revenue, stablecoins, and bridges with no authentication required for most endpoints.
Provides comprehensive tokenomics analysis for crypto assets, covering token supply dynamics, vesting schedule analysis, inflation modeling, FDV/market cap valuation frameworks, and distribution quality scoring.
Wallet evaluation, monitoring, and copy-trade strategy design for Solana DEX trading, covering profitable wallet identification, on-chain activity tracking, and proportional trade execution.
Provides slippage estimation and modeling for DEX trades, enabling AI agents to predict execution costs for different order sizes across Solana DEX pools, as part of a 62-skill crypto trading and quantitative finance toolkit.
Comprehensive Solana token data platform providing 1-second OHLCV resolution, wallet PnL tracking, risk scoring, bundler/sniper detection, and a self-hosted DEX aggregator supporting 25+ DEXes.
Direct Solana blockchain interaction via JSON-RPC API for account state queries, token balance lookups, transaction building and submission, and program account enumeration.
Compares AMM pool mechanics across Raydium, Orca, and Meteora on Solana, covering fee structures, pool types (constant-product, concentrated liquidity, bin-based), and volume efficiency analysis.
Detects coordinated wallet clusters, wash trading, bundled transactions, and fake holder inflation on Solana to evaluate whether token metrics reflect real demand or manufactured signals.
Detects wash sales under US crypto tax rules effective 2025, monitoring the 61-day window around realized losses, computing disallowed loss amounts with basis adjustments, and providing safe re-entry countdowns for cryptocurrency trades.
Enables AI agents to query CoinGecko's cryptocurrency market data API for prices, volumes, market caps, and historical data, as part of a 62-skill crypto trading and quantitative finance toolkit covering DeFi, backtesting, and risk management.
Provides Solana token market data via the Birdeye API, including prices, OHLCV candles, trade history, token metadata, security checks, and wallet analytics aggregated across all Solana DEXes.
Exports trade history and tax calculations in formats compatible with Koinly, CoinTracker, CoinLedger, TokenTax, and IRS Form 8949, handling Solana-specific transaction types.
Real-time Solana transaction and account streaming via Yellowstone gRPC (Geyser plugin) at ~5ms slot latency, replacing REST polling for production trading systems.
Covers Solana transaction construction including instruction building, account resolution, compute budget management, priority fees, legacy vs versioned transactions, and address lookup tables. Focused on transaction analysis and simulation without signing or submission.
Explains PumpFun bonding curve mathematics, graduation mechanics to Raydium/PumpSwap, and instruction parsing for analyzing Solana token launches and building graduation-based trading strategies.
Reinforcement learning for trade execution optimization that teaches an agent to split and time large orders adaptively, minimizing market impact compared to fixed TWAP/VWAP schedules.
Enhanced Solana RPC via Helius providing parsed transaction history, Digital Asset Standard (DAS) API for token metadata, webhooks for monitoring, and priority fee estimation.
Provides real-time tax liability analysis for active crypto traders, featuring proportional cost basis calculation, gain classification, and tax-aware trading signals.
A stub skill for bond pricing, yield curve construction, duration/convexity analysis, and DeFi lending rate modeling. Currently provides a working bond calculator with price, yield-to-maturity, duration, and convexity computations.
A stub skill outlining planned capabilities for cryptocurrency tax and regulatory reporting, including IRS Form 8949, Schedule D, FinCEN FBAR, state-specific crypto obligations, and cost-basis method selection. Currently provides basic Form 8949 line-item generation from trade data.
A skill for identifying, scoring, and planning tax-loss harvesting opportunities across a crypto portfolio, covering unrealized-loss ranking, net-benefit calculation, wash sale compliance, annual carryforward tracking, and year-end strategies. It scores each opportunity on loss magnitude, days until long-term threshold, and other dimensions to prioritize harvesting actions.
Provides guidance for Jito bundle submission on Solana, covering atomic transaction bundling for MEV protection, tip strategies, block engine endpoint selection, and landing rate optimization.
Assesses DEX liquidity depth, slippage estimation, and pool composition for Solana tokens using DexScreener, Jupiter Quote API, Birdeye, and on-chain data. Covers TVL analysis, concentrated liquidity evaluation, and rug risk detection.
Covers AMM liquidity provision mathematics including constant-product (xy=k) formulas, concentrated liquidity (CLMM) position calculations, price impact estimation, capital efficiency analysis, and LP share computations for Solana DEXes.
Provides a framework for evaluating DeFi yield opportunities by decomposing nominal APY into fee income, token emissions, impermanent loss, and gas costs to calculate real yield and compare opportunities accurately.
Analyzes Solana token holder distribution, ownership concentration, and insider risk using metrics like Gini coefficient, HHI, and Nakamoto coefficient. Integrates with Helius, SolanaTracker, and Birdeye APIs for holder data.
Provides comprehensive impermanent loss calculation, modeling, and breakeven analysis for AMM liquidity provision across constant-product and concentrated liquidity (CLMM) pool types on Solana.
Provides pre-execution Solana transaction data 100-500ms before block execution via Jito ShredStream, Shyft RabbitStream, and Triton Deshred. Gives access to transaction intent (signatures, account keys, instructions) before validator confirmation.
Guides Solana DEX swap execution via Jupiter aggregator, covering the full pipeline from quoting and transaction building to signing and confirmation across 20+ decentralized exchanges.
A collection of 62 trading, DeFi, and quantitative finance agent skills covering market data APIs, Solana infrastructure, on-chain analysis, technical analysis, backtesting, portfolio risk management, tax compliance, and more. Crypto/DeFi-first with extensibility to broader quant finance.
A self-hosted Rust-based Solana DEX aggregator by SolanaTracker with multi-hop routing across 25+ DEXes, WebSocket streaming, and TPU submission, running on your own infrastructure with no rate limits.