longbridge-quant

Maintained by longbridge

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 (sklea

Current version: Unknown
License: MIT
Network access: Unknown / not assessed
Review status: Not verified

Problem it solves

This catalog entry helps users find and evaluate longbridge-quant for the task described by its available catalog summary. Confirm the exact scope in the linked original source when one is available.

When to use it

Consider longbridge-quant when its available catalog summary matches the task at hand. When available, review the linked original source before use for precise instructions, requirements, and limitations.

longbridge-quant is listed as an agent skill in RefHub. The listed maintainer is longbridge. The available catalog summary is: 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 (sklea When available, review the linked original source for exact usage instructions, required tools, and limitations.

Installation and updates

These commands are displayed for copying only and are never executed on RefHub servers. Review the linked upstream source before running them.

Install command

npx skills add longbridge/skills --skill longbridge-quant -y

Agent compatibility

No compatibility test has been recorded

Do not assume agent compatibility until documented test evidence is available.