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quant-strategy-interpreter

量化交易与期货策略解读助手。触发词：量化策略、回测、期货策略、双均线、海龟交易法则、均值回归、布林带、动量突破、跨期套利、配对交易、统计套利、策略参数、文献解读、英文论文策略复现。把英文量化/期货文献中的策略思想转化为中文解读 + 可运行回测模板（Python/pandas）+ 参数说明 + 文献出处，并调用「数据查询 MCP」取真实行情回测。

Identity and source

Publisher attributionyingzi6776-cmdregistry owner unverified by skillvetai
Functional categorySoftware Developmentautomatically inferred · 56% rule confidence
Package forminstruction with code21 recorded files
Canonical sourceClawHub registryclawhub:yingzi6776-cmd:skill
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OpenClawnative officialProvenance: registry distribution

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Claude Codepasses structure
Checker 0.1.0 · agent-skills-2026-08-13+claude-code-docs-2026-08-13 · 8/27/2026.claude/skills/quant-strategy-interpreter

Runtime, accounts, dependencies, permissions, network behavior and task quality remain untested.

OpenAI Codexpasses structure
Checker 0.1.0 · agent-skills-2026-08-13+codex-docs-2026-08-13 · 8/27/2026.agents/skills/quant-strategy-interpreter

Runtime, accounts, dependencies, permissions, network behavior and task quality remain untested.

OpenClawpasses structure
Checker 0.1.0 · agent-skills-2026-08-13+openclaw-docs-2026-08-13 · 8/27/2026skills/quant-strategy-interpreter

Runtime, accounts, dependencies, permissions, network behavior and task quality remain untested.

Installation and inspection

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clawhub install @yingzi6776-cmd/skill
clawhub inspect @yingzi6776-cmd/skill --version 1.0.0

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Status
completed
Coverage
full text content
Files
21 / 21 inspected as text
Checked
8/27/2026, 9:45:13 AM
Scanner
0.1.3
Policy
1.0.3
2 inferred permission indicators
  • network access — automatically inferred
  • filesystem write — automatically inferred
1 dependency and API indicators
  • api: clawhub.ai
External clawhub result: clean

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Evidence checked
7/25/2026, 5:42:58 PM
Release binding
Matches this record
  • vt: clean
  • skillspector: clean
  • llm: clean

Recorded files

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Package content hashsha256:9ae5fbe975b415ad4e38c45499f2a9adc7e82b8f55aa8676ab84d7f609ce2489
Show up to 21 recorded paths
  • references/hft_microstructure.md
  • references/literature.md
  • references/options_volatility.md
  • references/quant_foundations.md
  • references/risk_management.md
  • references/strategies.md
  • references/systematic_main.md
  • scripts/backtest_guardrails.py
  • scripts/backtest_template.py
  • scripts/equity_portfolio.py
  • scripts/hft_fill_probability.py
  • scripts/hft_time_scaling.py
  • scripts/hft_vwap_execution.py
  • scripts/kelly_position.py
  • scripts/momentum_equity.py
  • scripts/option_greeks.py
  • scripts/risk_forecast.py
  • scripts/risk_parity.py
  • scripts/vol_target_position.py
  • skill-card.md
  • SKILL.md

Source changelog

- Initial release of the StrategyLens Quant Strategy Interpreter skill. - Converts English quant/futures literature strategies into actionable Chinese explanations, runnable Python/pandas backtest templates, parameter guidance, and literature references. - Supports real historical data backtesting via the "数据查询 MCP" integration. - Covers core strategies (MA crossover, Turtle, Bollinger, momentum, calendar/pair/sta-arb) and key literature-based methods. - Includes clear scope, workflow, template references, and risk disclaimers for compliance.