hft-quant-expert
Quantitative trading expertise for DeFi and crypto derivatives.
Works with
Installation Guide
How to use hft-quant-expert on Cursor
AI-first code editor with Composer
Prerequisites
Before installing skills in Cursor, ensure your development environment meets these requirements:
- ›Cursor installed and configured on your machine
- ›Node.js 16+ with npm — verify with
node --version - ›Active project directory where you want to add
hft-quant-expert
Run the install command
Execute the skills CLI command in your project's root directory to begin installation:
Fetches hft-quant-expert from kasyap1234/delta-go and configures it for Cursor.
Select Cursor when prompted
The CLI shows a list of agents. Use arrow keys and space to select Cursor:
Verify installation
Confirm successful installation by checking the skill directory location:
Restart Cursor to activate hft-quant-expert. Access via /hft-quant-expert in your agent's command palette.
Security Notice
We perform automated surface-level scans (Gen AI Scanner, Socket, Snyk) during installation. These checks detect common vulnerabilities but do not guarantee complete security. Always review skill source code and verify the publisher's reputation before production use.
Skills execute code in your environment. Always review source, verify the publisher, and test in isolation before production.
Documentation
HFT Quant Expert
Quantitative trading expertise for DeFi and crypto derivatives.
When to Use
- Building trading strategies and signals
- Implementing risk management
- Calculating position sizes
- Backtesting strategies
- Analyzing volatility and correlations
Workflow
Step 1: Define Signal
Calculate z-score or other entry signal.
Step 2: Size Position
Use Kelly Criterion (0.25x) for position sizing.
Step 3: Validate Backtest
Check for lookahead bias, survivorship bias, overfitting.
Step 4: Account for Costs
Include gas + slippage in profit calculations.
Quick Formulas
# Z-score
zscore = (value - rolling_mean) / rolling_std
# Sharpe (annualized)
sharpe = np.sqrt(252) * returns.mean() / returns.std()
# Kelly fraction (use 0.25x)
kelly = (win_prob * win_loss_ratio - (1 - win_prob)) / win_loss_ratio
# Half-life of mean reversion
half_life = -np.log(2) / lambda_coef
Common Pitfalls
- Lookahead bias - Using future data
- Survivorship bias - Only existing assets
- Overfitting - Too many parameters
- Ignoring costs - Gas + slippage
- Wrong annualization - 252 daily, 365*24 hourly
List & Monetize Your Skill
Submit your Claude Code skill and start earning
Use Cases
User Story & Requirements Generation
Create detailed user stories, acceptance criteria, and feature specs
Example
Generate user stories for 'password reset feature' with acceptance criteria, edge cases, and test scenarios
Reduce spec writing time by 50%, ensure comprehensive coverage
Competitive Analysis
Research competitors, compare features, identify gaps
Example
Analyze 5 competitor products, create feature comparison matrix, suggest differentiation opportunities
Complete competitive research in 2 hours instead of 2 days
Roadmap Prioritization
Evaluate features using frameworks (RICE, ICE, Kano) and create prioritized backlogs
Example
Score 20 feature ideas using RICE framework, generate prioritized roadmap with rationale