「quantitative」の検索結果

Systematic trade idea generation framework, fundamental quantitative and qualitative screening pipeline, catalyst-driven trade structuring, macro-to-micro idea translation, 20-60 day long-short portfolio management process

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Think and work like an expert Anesthesiologist. Use when a task calls for Anesthesiologist judgment. Reasons from control of consciousness, analgesia, autonomic response, and oxygen delivery through the ASA Difficult Airway Algorithm, capnography and arterial-waveform trends, quantitative TOF monitoring, and ASRA/ERAS protocols while treating cannot-ventilate airways, local anesthetic systemic toxicity, malignant hyperthermia, and residual neuromuscular blockade as first-class failure modes.

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Detect and remove doublets from flow and mass cytometry data. Covers FSC/SSC gating and computational doublet detection methods. Use when filtering out cell aggregates before clustering or quantitative analysis.

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Select colormaps and qualitative palettes for scientific figures using perceptual-uniformity, color-vision-deficiency safety, and luminance-monotonicity criteria. Covers Crameri scientific colormaps, viridis/cividis/magma, Okabe-Ito categorical, ColorBrewer, and the rainbow/jet critique. Use when choosing palettes for heatmaps, scatter, networks, or any encoding where color carries quantitative or categorical meaning.

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Genome-wide association studies (GWAS) with PLINK. Perform case-control and quantitative trait association testing using logistic/linear regression with covariates, generate Manhattan and QQ plots for result visualization. Use when running GWAS or association tests.

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Use this skill for the architecture phases of an MBSE workflow in MATLAB, when writing idempotent buildXxx.m scripts that produce a three-layer RFLPV architecture (Functional, Logical, Physical) with interface dictionaries, stereotype profiles, allocation sets, and requirements Implement links. Trigger for defining stereotype properties, functional-to-logical / logical-to-physical allocation, mapping requirements to components via slreq Implement links, or running quantitative roll-up analysis on the architecture. Do NOT trigger for ad-hoc structural edits to an already-built System Composer model (adding one component, rewiring a port) — use `building-simulink-models` with `model_edit` for that. Works alongside the `system-composer` skill for detailed SC API patterns.

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Build algorithmic trading systems — backtesting, strategy development, live execution, and risk management. Use when tasks involve backtesting trading strategies, connecting to exchange APIs (Binance, Alpaca, Interactive Brokers), implementing technical indicators, portfolio optimization, order execution, risk management rules, market data processing, or building trading bots. Covers both crypto and traditional markets.

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Design surveys that collect reliable, unbiased quantitative data to validate hypotheses and measure user attitudes at scale.

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Computes a numeric or categorical answer to a quantitative data-science question by cleaning and analyzing local data files (CSV, Excel, TSV, and scientific formats .npz/.fits/.h5) with pandas, numpy, and scipy. Use whenever a task ships its own dataset (in whatever local directory it provides) and asks you to derive a value via statistical, geospatial, temporal, ratio, percentage, growth-rate, correlation, signal-processing, orbital, or forecasting analysis. Spans domains including archeology (demographics, paleoclimate proxies, radiocarbon dating, historical conflicts); biomedical/bioinformatics (tumor histology, genes, proteins, peptides, genomic variants); environmental (water quality, bacterial/Enterococcus exceedance, rainfall correlations, environmental justice); legal/consumer (fraud, identity theft, consumer complaints by state/metro); wildfire (incidents, causes, suppression costs, acres burned, fatalities, geospatial intersections); and astronomy/heliophysics/space weather (satellite telemetry TLE/Swarm/SP3, indices OMNI/GOES, solar activity, atmospheric density, orbital mechanics, forecasting).

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This skill should be used when the user asks about "code complexity", "cyclomatic complexity", "cognitive complexity", "code metrics", "maintainability index", "code coverage", or when measuring code quality quantitatively. Provides metrics thresholds and measurement techniques.

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Analyse text complexity across quantitative, qualitative, and reader-task dimensions with scaffolding recommendations. Use when selecting texts, assessing readability, or planning reading support.

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Generate accurate, runnable quantitative strategy code for the JoinQuant (聚宽) platform. Use this skill when the user asks to write a stock/ETF/futures backtest, paper-trading, or live-trading strategy on JoinQuant — the skill provides progressive-disclosure access to the complete JoinQuant API knowledge base (14 categories, 294KB official docs), 5 production-ready strategy templates (single-stock MA, multi-factor, ETF rotation, momentum, mean-reversion), and a lint tool that catches hallucinated APIs, future-function violations, and unset price-mode/slippage/commission. Chinese-friendly. Code generated by this skill should paste directly into the JoinQuant online editor without modification.

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Systematic analysis of DC and AC linear circuits using Ohm's law, Kirchhoff's laws, node and mesh methods, Thevenin and Norton equivalents, phasor analysis, and Bode plots. Covers series and parallel reduction, superposition, source transformation, impedance in the frequency domain, first and second order transient response, and the conversion between time domain and phasor representations. Use when quantitatively predicting voltages, currents, power, gain, phase, or time response of any lumped-element linear circuit.

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Balancing chemical equations, reaction classification, stoichiometric calculations, acid-base chemistry, oxidation-reduction (redox) reactions, and thermochemistry. Covers conservation of mass, mole ratios, limiting reagents, percent yield, Bronsted-Lowry and Lewis acid-base theory, pH calculations, oxidation states, half-reaction balancing, enthalpy, Hess's law, and calorimetry. Use when solving quantitative chemistry problems involving reactions, energy changes, or solution chemistry.

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Spectroscopy, chromatography, titration, elemental analysis, X-ray crystallography, and mass spectrometry for chemical identification and quantitation. Covers UV-Vis and IR spectroscopy, NMR fundamentals, gas and liquid chromatography, gravimetric and volumetric analysis, diffraction methods, separation techniques, and quantitative error analysis. Use when identifying unknown substances, determining purity, measuring concentrations, or interpreting analytical data.

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Quantitative cost measurement for technical research — token injection costs, payload sizes, context window consumption, and file-level counts from actual repo files. Use when a technical-researcher orchestrator needs the cost dimension of adding or changing something: how many tokens will it inject, how big are the artifacts, what is the context window impact? This is NOT blast-radius analysis (which files break) — it covers size, tokens, and performance cost only.

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Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation analysis, statistical methods (ADF/GARCH), strategy optimization, execution modeling, hedging, and ML-based prediction (sklearn). Also provides CLI access to run indicator scripts against K-line data. Triggers: "量化", "因子", "配对交易", "协整", "波动率策略", "季节性", "多因子", "IC", "机器学习", "对冲", "量化策略", "協整", "波動率策略", "季節性", "多因子", "對沖", "quant", "pairs trading", "cointegration", "volatility strategy", "seasonality", "multi-factor", "factor model", "IC IR", "machine learning", "hedging", "walk-forward", "配對交易", "機器學習", "因子選股"

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Nature-style chemistry manuscript reviewer skill for testing synthesis, catalysis, chemical biology, molecular/materials chemistry and analytical claims against identity, purity, controls, selectivity, mechanism, scope, reproducibility and quantitative comparison.

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Builds mean-variance, Black-Litterman, and risk parity optimization models with constraint management and rebalancing rules. Use when optimizing portfolios, implementing risk parity, or applying Black-Litterman views.

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Designs rebalancing triggers with calendar-based, threshold-based, and hybrid approaches with tax and cost optimization. Use when designing rebalancing rules, optimizing rebalancing frequency, or modeling turnover impact.

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Builds regime detection models with hidden Markov, threshold, and Bayesian change-point methodologies for strategy adaptation. Use when modeling regime changes, detecting market shifts, or adapting strategies to market conditions.

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Decomposes portfolio risk with factor attribution, idiosyncratic risk, and marginal contribution to risk analysis. Use when decomposing portfolio risk, attributing risk sources, or analyzing factor risk contribution.

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Runs Monte Carlo simulations for portfolio analysis with return distribution, tail risk, and path-dependent scenario evaluation. Use when running portfolio simulations, estimating tail risk, or analyzing return distributions.

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Structures backtesting methodology with out-of-sample testing, cross-validation, and overfitting detection techniques. Use when validating backtests, detecting overfitting, or ensuring backtest robustness.

日本語の概要は準備中です。原文の説明を表示しています。