hft-quant-expert
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.
What this skill does
# 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 ```python # 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
Related in Web3
xaut-trade
IncludedBuy or sell XAUT (Tether Gold) on Ethereum. Supports market orders (Uniswap V3) and limit orders (UniswapX). Wallet modes: Foundry keystore or WDK. Delegates non-XAUT intents to registered skills (e.g. Polymarket prediction markets, Hyperliquid trading). Triggers: buy XAUT, XAUT trade, swap USDT for XAUT, sell XAUT, swap XAUT for USDT, limit order, limit buy XAUT, limit sell XAUT, check limit order, cancel limit order, XAUT when, create wallet, setup wallet, polymarket, prediction market, bet on, odds on, hyperliquid, perp, perpetual, long, short, open long, open short, close position, leverage.
qfc-openclaw-skill
IncludedQFC blockchain interaction — wallet, faucet, chain queries, staking, epoch & finality, AI inference
gate-dex-trade
IncludedExecutes on-chain token swaps via Gate DEX. Use when user wants to swap, buy, sell, exchange, or convert tokens, or bridge cross-chain. Covers full swap flow: price quotes, transaction build, signing, and submission. Do NOT use for read-only data lookups or wallet account management.
hunch
IncludedDiscover, bet on, track, and settle Hunch prediction markets in natural language. Trigger when a user wants to bet, take a position, or get odds on a crypto outcome — token market-cap milestones and flips, launchpad races (Bankr vs pump.fun volume / #1-days / launches over a cap), token head-to-head outperformance, mcap strike-ladders, and up/down price rounds. Also trigger on "what can I bet on about $TOKEN", "odds on …", "take YES/NO on …", "show my Hunch bets", "did my market resolve". Settles in USDC on Base via x402 (≤ $10 / bet); every bet returns an on-chain proof.
opensea
IncludedQuery NFT data, trade on the Seaport marketplace, and swap ERC20 tokens across Ethereum, Base, Arbitrum, Optimism, Polygon, and more.
polymarket
IncludedTrade on Polymarket prediction markets (CLOB V2) from a Privy EOA wallet. Search markets, place/cancel orders, manage positions. No private key handling. Use when the user wants to bet on event outcomes (e.g. "buy YES at 0.65 on the ceasefire market", "what are my open positions", "close my Trump bet").