quant-analysis

Quantitative finance analysis including portfolio optimization, risk modeling, and time series econometrics using jupyter_execute

42 stars

Best use case

quant-analysis is best used when you need a repeatable AI agent workflow instead of a one-off prompt.

Quantitative finance analysis including portfolio optimization, risk modeling, and time series econometrics using jupyter_execute

Teams using quant-analysis should expect a more consistent output, faster repeated execution, less prompt rewriting.

When to use this skill

  • You want a reusable workflow that can be run more than once with consistent structure.

When not to use this skill

  • You only need a quick one-off answer and do not need a reusable workflow.
  • You cannot install or maintain the underlying files, dependencies, or repository context.

Installation

Claude Code / Cursor / Codex

$curl -o ~/.claude/skills/prismer-quant-analysis/SKILL.md --create-dirs "https://raw.githubusercontent.com/Zaoqu-Liu/ScienceClaw/main/skills/prismer-quant-analysis/SKILL.md"

Manual Installation

  1. Download SKILL.md from GitHub
  2. Place it in .claude/skills/prismer-quant-analysis/SKILL.md inside your project
  3. Restart your AI agent — it will auto-discover the skill

How quant-analysis Compares

Feature / Agentquant-analysisStandard Approach
Platform SupportNot specifiedLimited / Varies
Context Awareness High Baseline
Installation ComplexityUnknownN/A

Frequently Asked Questions

What does this skill do?

Quantitative finance analysis including portfolio optimization, risk modeling, and time series econometrics using jupyter_execute

Where can I find the source code?

You can find the source code on GitHub using the link provided at the top of the page.

SKILL.md Source

# Quantitative Analysis Skill

## Description
Perform quantitative finance research including data analysis, portfolio optimization, risk modeling, and econometric analysis.

## Tools Used
- `jupyter_execute` - Execute Python code for financial analysis (auto-switches to Jupyter)
- `jupyter_notebook` - Manage analysis notebooks
- `update_notebook` - Set up analysis cells in Jupyter
- `update_latex` - Write finance paper content to LaTeX editor
- `latex_compile` - Compile research papers (auto-switches to LaTeX editor)
- `update_notes` - Write analysis summaries and findings

## Capabilities

### Data Analysis
- Time series analysis of financial returns
- Cross-sectional regression (Fama-MacBeth, panel data)
- Event studies and abnormal return analysis
- Volatility modeling (GARCH family)

### Portfolio Optimization
- Mean-variance optimization (Markowitz)
- Black-Litterman model with views
- Risk parity and equal risk contribution
- Factor-based portfolio construction

### Risk Analysis
- Value-at-Risk (VaR) and Conditional VaR
- Stress testing and scenario analysis
- Copula-based dependency modeling
- Monte Carlo simulation

## Usage Patterns

### Analyze Returns
When user says: "Analyze the performance of [asset/portfolio]"
1. Load price data using pandas/yfinance
2. Calculate returns, volatility, Sharpe ratio
3. Plot cumulative returns and drawdowns
4. Run statistical tests (normality, autocorrelation)
5. Present findings with charts

### Build a Model
When user says: "Build a [pricing/risk/factor] model"
1. Clarify model specification and data requirements
2. Load and clean data
3. Estimate model parameters
4. Validate with out-of-sample testing
5. Report results with diagnostics

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