简体中文 | English
QUANTSKILLS 是 AI Agent 时代的开放量化社区,聚焦 Quant Skills(量化技能) 和 Agents(智能体) 两类资产。
QUANTSKILLS 由 PandaAI 发起,连接中文量化开发者与全球 AI 量化社区。PandaAI 在国内通过 PandaAI Quant 服务本土用户,在国际通过 TQX.ai 面向全球开发者与研究者。
我们帮助量化开发者把交易经验、研究方法、因子模型和策略代码,转化为可检索、可安装、可验证、可分享的标准化资产。
把你的量化经验,变成人类可以信任、AI Agent 可以调用的 Skill。
| 入口 | 链接 | 说明 |
|---|---|---|
| 🌐 官网 | https://quantskills.ai | 品牌叙事、Skill 发现、AI Agent 入口 |
| 🧭 资产导航 | quantskills/quantskills | Skill、因子、Agent 与组织资源的一站式可点击索引 |
| 📝 加入申请 | 提交 Join Request | 公开 Issue 表单申请加入 |
| 📜 社区规则 | COMMUNITY_RULES.md | 申请前请先阅读 |
mindmap
root((QUANTSKILLS))
🛠️ Skills 技能
因子计算
数据清洗
策略审计
研报复现
报告生成
🤖 Agents 智能体
研究复现工作流
策略审计工作流
内容生成
社区问答
下表与 registry/INDEX.md 中的 Skill 资产目录保持同步。
| 仓库 | 一句话说明 |
|---|---|
| skill-a1-lhb-tracking | A1 龙虎榜事件跟踪 Skill,基于公开行情与榜单数据整理营业部上榜、净买卖与事件排名结果。 |
| skill-a-share-stock-dossier | 输入一个 A 股代码,输出一份可溯源的中文个股尽调报告:基本面、分红资本运作、股东行为、质押解禁减持风险、资金面,一次查清。 |
| skill-futures-deepview-analyst | 把"分析螺纹钢席位博弈""看豆粕期限结构和仓单"这类自然语言请求,转成 Pandadata 期货 DeepView 数据调用计划,输出事实与推断分离的中文研判报告。 |
| skill-gaetano-crux-capital-research-model | 基于公开资料复刻 Gaetano / Crux Capital 的研究方法:把公开 X 帖子、公开 Substack 页面、财报与技术论文,拆解成「光子堆栈定位 → chokepoint 识别 → 证据分级 → 催化与风险跟踪」的结构化研究模型。 |
| skill-index-valuation-rotation | 指数估值与行业轮动分析:PE/PB 分位、估值温度、宽基定投参考、行业动量排名与轮动摘要。 |
| skill-options-vol-analyst | 期权波动率分析:期权链快照、隐含波动率、历史/实现波动率、IV 分位、期限结构、偏度与波动率溢价报告。 |
显示更多:剩余 35 个 Skill 仓库
| 仓库 | 一句话说明 |
|---|---|
| skill-serenity-research-model | 从 Serenity(@aleabitoreddit)的公开 X 帖子里逆向研究逻辑:extract → clean → auto-review → evaluate → report 五段流水线,把帖子拆成最小信号单元,并用价格数据回看公开 call 的后续表现。 |
| skill-stock-screener | 自然语言 A 股选股:把分红、估值、质押、北向、行业概念、财务增长、股东变化等条件转成可追溯 Pandadata 筛选。 |
| skill-pandadata-api | 把自然语言数据需求,精准路由到正确的 pandadata API,并生成可直接运行的 Python 调用。 |
| skill-pandadata-warehouse | Pandadata 本地数据仓库:用 DuckDB 与 Parquet 缓存、增量刷新、查询和校验行情数据,减少重复 API 调用。 |
| skill-quant-factor-directional-alpha | 方向类因子库:296 个独立 OHLCV 因子 Skill,真实行情验证 296/296 全部通过。 |
| skill-quant-factor-risk-pattern-alpha | 风险状态与形态类因子库:288 个独立 OHLCV 因子 Skill,真实行情验证 288/288 全部通过。 |
| skill-quant-factor-volume-stat-alpha | 量能、量价和统计排序类因子库:216 个独立 OHLCV 因子 Skill,真实行情验证 216/216 全部通过。 |
| skill-event-risk-alert | A 股持仓和自选股事件风险预警:解禁、质押、减持、ST、业绩预告、审计意见等事件扫描与可追溯告警报告。 |
| skill-factor-alpha191-alpha101 | 参考 JoinQuant 公式批量计算 Alpha101 与 Alpha191 因子值,输出宽表 CSV 与跳过项摘要,供后续研究和验证使用。 |
| skill-factor-blend | 多因子信号合成 Skill:对已评估因子做去冗余、权重合成与复评估,输出组合信号与诊断报告。 |
| skill-factor-decay | 因子衰减分析 Skill:比较不同持有期的 IC、换手与分组收益衰减,用于判断信号寿命与再平衡频率。 |
| skill-factor-orthogonalize | 因子正交化 Skill:按日截面剥离行业、市值、风格和既有因子暴露,输出残差信号与暴露诊断。 |
| skill-factor-optimize | 因子优化 Skill:对已有股票或期货因子做参数扫描、组件消融和核心版本增强,输出指标对比、稳健性讨论与是否替换原因子的结论。 |
| skill-macro-monitor | 把“查 CPI”“本周有什么经济数据”“钢铁行业景气度怎么样”这类请求,路由到正确的 Pandadata getmacro 接口,输出带数据时效标注的中文宏观分析与定期监控。 |
| skill-market-daily-review | 收盘后一句话生成 A 股当日复盘:指数与估值、市场宽度、行业概念热点、龙虎榜、大宗、两融、北向 —— 每个数字可溯源,支持定时自动生成。 |
| skill-paper-replication | 把一篇量化金融论文(arXiv 或本地 PDF),变成一套可运行、可审计的复现实验:检索 → 提取 → 回测 → 图表 → 指标对照,全程框架无关。 |
| skill-doc-to-alphas | 从文档文本生成 OHLCV alpha 因子表达式,并提供公式契约与玩具数据自动验证。 |
| skill-report-replication | 把一篇量化研报、论文、PDF、网页或文本材料,转化为完整的研究复现交付包:全文翻译 → 因子公式复现 → 有效性验证 → 策略代码 → 真实本地回测 → 交付摘要。 |
| skill-backtest | 不是回测框架,而是截面多头回测的标准协议:T+1 开盘成交、Top 等权、双边 15bp、涨跌停剔除、四联诊断图、5 项健康度自检。 |
| skill-factor-debug | 不是 IDE 调试器,而是因子崩溃 / 失效 / 数值异常的诊断手册:按"症状 → 候选病因 → 验证手段"组织的 9 类速查表,专治"因子跑挂"和"看似太好怀疑有 bug"。 |
| skill-factor-evaluate | 不是回测引擎,而是给单个因子打综合分的评价 Skill:双 IC + Sharpe + MDD + 单调性 + 换手 → 归一加权主分。 |
| skill-factormad-debate-factor-mining | FactorMAD 多智能体辩论式因子挖掘 Skill,用公开假设、代码生成与验证循环探索股票 alpha 因子。 |
| skill-factor-mine | 不是因子库,而是因子挖掘的工作流 SOP:把"加一个新因子"这件事拆成可重复、可归因、可回滚的标准动作。 |
| skill-factor-review | 不是单因子评价,而是因子库整体复盘 Skill:扫描实验日志 + 因子卡,输出三层报告(量化盘点 + 结构分析 + 研究建议),回答"已经做了什么、最优在哪、下一步该挖什么"。 |
| skill-ic-analysis | 不是评分系统,而是IC 多维诊断 Skill:双 IC 对照 + IC 衰减曲线 + 子样本切片 + Top 篮 Jaccard + 时序累计图。回答"在哪类股票/什么周期上有效"。 |
| skill-quant-factor-skill-factory | 不是因子库本身,而是继续生产因子库的工具:批量生成、验证和打包框架中立的 OHLCV 量化因子 Skill。 |
| skill-ssquant-ai-trader | 你负责说话,AI 负责写代码、跑策略、盯盘、控风险。 |
| skill-ssquant-trader-generator | 说一次想法,得到一个可以随时加载的 AI 交易员。 |
| skill-template | QUANTSKILLS 的 skill-* 模板仓库,用于初始化带 SKILL.md、README、许可与基础适配文件的技能项目。 |
| skill-time-series-analysis | 面向时间序列分析任务的 Skill,聚焦时间序列特征检查、统计诊断与研究流程组织。 |
| skill-xingtai-catcher | 用文字描述、K 线截图或手绘走势,在 A 股和期货里查找相似形态,并返回候选标的、评分与结果页。 |
| skill-x-trader-builder | 把任意 X/Twitter 公开交易员的发帖历史,加工成 trader 专属的研究模型 Skill:init-run → 采集 → extract → auto-review → split → evaluate → template → report 九步流水线,从噪... |
| skill-alpha-a06-hotmoney-reversal | QuantSkills 社区项目;请维护者补充准确、克制的一句话说明。 |
| skill-build-b10-factor-evaluation | QuantSkills 社区项目;请维护者补充准确、克制的一句话说明。 |
| skill-quant-research-replication | QuantSkills 社区项目;请维护者补充准确、克制的一句话说明。 |
下表与 registry/INDEX.md 中的 Agent 资产目录保持同步。
| 仓库 | 一句话说明 |
|---|---|
| agent-correlation-break-research | 用多股票与指数收益相关性变化识别风格切换、组合分散失效和结构性行情变化。 |
| agent-derivatives-skew-sentiment-monitor | 用期权隐含波动率和标的历史波动率观察衍生品市场风险偏好,不重复已有期权波动率分析 Skill。 |
| agent-market-regime-monitor | 用 Pandadata 行情、指数、宽度、波动和资金证据判断市场处于趋势、震荡、退潮或风险扩张状态。 |
| agent-crowding-risk-monitor | 用价格、成交、融资、龙虎榜热度识别抱团、过热、踩踏和去杠杆风险。 |
| agent-quantspace | 面向 AI 编码代理的量化研究框架,组织数据、技能、策略、回测和报告工作流。 |
| agent-template | QUANTSKILLS 的 agent-* 模板仓库,用于初始化带 AGENTS.md、README 与基础适配文件的 Agent 项目。 |
| agent-for-liangshuyuan-tasks | 量枢学院多 Agent 协作框架,支持任务需求分析、路由、开发、测试和发布流程自动化。 |
| agent-ssquant | QuantSkills 社区项目;请维护者补充准确、克制的一句话说明。 |
flowchart LR
A["💡 创建你的<br/>Skill / Agent"] --> B["🐙 发布到 GitHub"]
B --> C["📮 提交到<br/>QUANTSKILLS Registry"]
C --> D["🔍 社区评审与验证"]
D --> E["🌟 曝光 · 分发<br/>AI Agent 可发现"]
style A fill:#e3f2fd,stroke:#1976d2
style E fill:#e8f5e9,stroke:#388e3c
贡献者可以获得:
- 曝光:进入 QUANTSKILLS 目录、官网页面、精选列表与社区推荐
- 可信度:获得 QS-Compatible、PandaData-Compatible、Backtest-Reproducible 等验证标签
- 分发:让 Skill 可被未来的 AI Agent 搜索、安装、调用
- 协作:参与策略共创、内容项目、企业项目、验证服务与付费 Skill
- 个人品牌:从"我写了一个策略",升级为"我发布了一个被社区收录和评审的量化 Skill"
早期阶段我们不强制统一模板:研究笔记、Prompt、Python 脚本、Agent 工作流、策略代码、数据校验、文档都可以是 Skill。
我们不用模板限制创造力,用注册与验证建立秩序。
QUANTSKILLS 组织下的仓库应使用小写的 skill- 或 agent- 前缀。
skill-:可复用能力,如因子、策略模板、数据处理、研报复现、验证工具、Prompt、示例或工具。agent-:AI Agent 或自动化工作流,如研究复现 Agent、策略审计 Agent、数据处理 Agent、评审 Agent 或多步任务系统。
每个仓库的根目录应包含一个声明文件:
- Skill 仓库:
SKILL.md - Agent 仓库:
AGENTS.md
声明文件或项目清单中应包含上游元数据,例如 QuantSkills 组织 URL、仓库名、仓库 URL、项目类型,以及(如适用)所属合集(collection)。
AI 辅助工具可以使用仓库名、SKILL.md / AGENTS.md、README 与描述信息来协助维护公共注册表。最终的收录、推荐、验证或官方认定,仍需经过维护者评审。
完整仓库规则见 COMMUNITY_RULES.md。
flowchart LR
L1["📋 Level 1 · Listed<br/>基本信息清晰<br/>可进入目录"] --> L2["▶️ Level 2 · Runnable<br/>安装说明 + 示例输入输出<br/>可运行代码 + 依赖信息"]
L2 --> L3["✅ Level 3 · Verified<br/>数据来源 + 无未来函数检查<br/>回测证据 + 风险说明 + 验证报告"]
style L1 fill:#f5f5f5,stroke:#9e9e9e
style L2 fill:#fff3e0,stroke:#f57c00
style L3 fill:#e8f5e9,stroke:#388e3c
| 等级 | 适用对象 |
|---|---|
| 📋 Listed | 研究方法、Prompt 型 Skill、早期想法、教学示例 |
| 因子计算、数据处理、报告生成、简单策略脚本 | |
| ✅ Verified | 因子研究、策略研究、回测系统、可交易策略示例 |
低门槛加入,高标准验证。
QUANTSKILLS 同时为人类和 AI Agent 设计。我们将逐步建设:
llms.txt- Skills 索引 / Agents 索引
- MCP 服务
- GitHub README、Topics 与 Release 约定
目标:让 AI Agent 能够从社区搜索、安装、调用、验证量化能力。
公开仓库的元数据、标题、摘要和关键文档以英文为主,方便全球贡献者与 AI Agent 理解和索引;同时支持中文、日文、韩文、西班牙文、法文、德文等语言用于讨论、教程、示例、研究笔记和社区协作。
任何语言的贡献都欢迎,只需附上简短的英文标题、摘要或 README 小节。
- 尊重贡献者,保持建设性讨论。
- 不提交垃圾信息、误导性项目、违法内容、不安全代码、泄露数据或侵权材料。
- 不在公开 Issue、PR、README 或仓库中发布敏感信息(手机号、微信号、邮箱、证件号、密码、API Key、账户凭证)。
- 成员创建的仓库默认为 Community Project,未经评审不得宣称官方、认证、已验证或背书状态。
- 量化项目应明确说明数据来源、假设、局限和风险边界。
- 维护者可在必要时进行内容管理、归档、限制、转移或删除。
完整规则见 COMMUNITY_RULES.md。
成员可在 QUANTSKILLS 组织下创建并维护自己的社区项目。github.com/quantskills 下的仓库由 QUANTSKILLS 组织托管和治理:
- 项目创建者保留作品的署名、荣誉与贡献历史,并可按授予的权限维护仓库;
- 组织所有者保留最终治理权,必要时(安全问题、法律风险、垃圾信息、废弃项目、命名冲突、违反规则)可重命名、归档、转移、限制访问或删除仓库;
- 成员创建的仓库默认为社区项目,不自动代表 QUANTSKILLS 官方验证或背书,后续可按社区规则评审标记为 Listed / Runnable / Verified。
如果你有一个量化方法、因子、策略、工具或工作流,QUANTSKILLS 要帮你把它发布成:人类看得见、AI Agent 找得到、社区可验证的 Skill。
简体中文 | English
QUANTSKILLS is an open community for Quant Skills and Agents in the AI Agent era.
Initiated by PandaAI, QUANTSKILLS connects Chinese quant developers with the global AI quant community. PandaAI serves local users through PandaAI Quant and international developers and researchers through TQX.ai.
We help quant developers turn trading experience, research methods, factor models, and strategy code into standardized assets that can be searched, installed, validated, and shared.
Turn your quant experience into Skills that humans can trust and AI Agents can use.
| Entry | Link | Notes |
|---|---|---|
| 🌐 Website | https://quantskills.ai | Brand narrative, Skill discovery, AI Agent-facing entry points |
| 🧭 Asset navigator | quantskills/quantskills | One-stop clickable index for Skills, factors, Agents, and organization resources |
| 📝 Join request | Open a Join Request | Public issue-form application |
| 📜 Community rules | COMMUNITY_RULES.md | Please read before applying |
QUANTSKILLS focuses on two types of assets:
- Skills: factor calculation, data cleaning, strategy audit, research report replication, report generation, and other reusable capability packages
- Agents: research replication, strategy audit, content generation, community Q&A, and other AI Agent workflows
This table mirrors the Skill asset directory in registry/INDEX.md.
| Repository | One-line summary |
|---|---|
| skill-a1-lhb-tracking | A1 Longhubang event-tracking skill for ranking brokerage-seat activity, net buying and selling, and related market events from public data. |
| skill-a-share-stock-dossier | A-share stock dossier skill that uses Pandadata to produce company, financial, dividend, shareholder, and risk analysis. |
| skill-futures-deepview-analyst | Futures DeepView analyst skill for position seats, basis, inventory, term structure, and calendar-spread signals from Pandadata. |
| skill-gaetano-crux-capital-research-model | Research-model skill for public-material analysis of photonics, optical networking, Physical AI, and AI infrastructure themes. |
| skill-index-valuation-rotation | Index valuation and A-share industry rotation skill for PE/PB percentiles, valuation temperature, broad-index references, momentum ranks, and rotation summaries. |
| skill-options-vol-analyst | Options volatility analyst skill for option chains, implied volatility, realized volatility, IV percentiles, term structure, skew, and volatility-premium reports. |
Show more: remaining 35 Skill repositories
| Repository | One-line summary |
|---|---|
| skill-serenity-research-model | Research-model skill for reconstructing Serenity-style AI, semiconductor, and supply-chain theses from public posts and datasets. |
| skill-stock-screener | Natural-language A-share stock screener skill that maps fundamentals, dividends, valuation, pledges, northbound flows, sectors, holders, and risk filters to Pandadata calls. |
| skill-pandadata-api | Pandadata and panda_data Python SDK reference skill for selecting, calling, and troubleshooting quant data APIs. |
| skill-pandadata-warehouse | Pandadata warehouse skill for caching, refreshing, querying, and validating local DuckDB and Parquet market-data stores. |
| skill-quant-factor-directional-alpha | Directional OHLCV alpha factor library with 296 trend, breakout, reversal, and channel-position factor Skills validated on real market data. |
| skill-quant-factor-risk-pattern-alpha | Risk-state and chart-pattern OHLCV alpha factor library with 288 factor Skills for volatility, K-line shape, shock, drawdown, and pressure analysis. |
| skill-quant-factor-volume-stat-alpha | Volume, volume-price, ranking, and statistical OHLCV alpha factor library with 216 factor Skills validated on real market data. |
| skill-event-risk-alert | A-share event-risk alert skill for watchlists, holdings, unlocks, pledges, reductions, ST changes, forecasts, audit opinions, and traceable reports. |
| skill-factor-alpha191-alpha101 | Factor-library skill for computing Alpha101 and Alpha191 values from long-form OHLCV CSV data, with wide CSV outputs and skipped-factor summaries for downstream research. |
| skill-factor-blend | Multi-factor blending skill for deduplicating evaluated signals, combining weights, and re-evaluating one composite signal with diagnostics. |
| skill-factor-decay | Factor-decay analysis skill for comparing IC, turnover, and group-return decay across holding horizons to judge signal shelf life. |
| skill-factor-orthogonalize | Factor-orthogonalization skill for stripping industry, size, style, and legacy-factor exposures from daily cross-sectional signals. |
| skill-factor-optimize | Factor-optimization skill for sweeping parameters, running component ablations, and refining existing stock or futures factors with a keep-or-replace conclusion. |
| skill-macro-monitor | Macro monitoring skill for Pandadata macro data, economic calendars, industry prosperity, and high-frequency signals. |
| skill-market-daily-review | A-share end-of-day review skill covering indexes, valuation, breadth, sentiment, sectors, themes, and capital-flow clues. |
| skill-paper-replication | Framework-neutral quantitative paper replication skill for research scripts, backtests, charts, and auditable outputs. |
| skill-doc-to-alphas | Generate OHLCV alpha expressions from document text, with a formula contract and toy-data validation. |
| skill-report-replication | Quant report replication skill that turns papers or reports into Chinese translations, factor formulas, validation reports, and strategy assets. |
| skill-backtest | Standard cross-sectional long-only backtest protocol with T+1 execution, fees, limit filters, NAV curves, IC, drawdown, and diagnostic charts. |
| skill-factor-debug | Factor debugging playbook for NaNs, signal validation failures, look-ahead bias, horizon mismatch, checksum drift, and correlation violations. |
| skill-factor-evaluate | Single-factor evaluation skill covering rank IC, Pearson IC, Sharpe, drawdown, monotonicity, turnover, and composite scoring. |
| skill-factormad-debate-factor-mining | FactorMAD multi-agent debate skill for exploring stock alpha factors through public hypotheses, code generation, and validation loops. |
| skill-factor-mine | Disciplined factor-mining workflow for hypothesis design, implementation, validation, iteration notes, acceptance, and rollback decisions. |
| skill-factor-review | Factor-library review skill for experiment logs, acceptance rates, score dynamics, factor-family structure, correlations, and research recommendations. |
| skill-ic-analysis | Multidimensional IC diagnostics for rank versus Pearson IC, IC decay, subsample IC, top-basket stability, and cumulative IC timelines. |
| skill-quant-factor-skill-factory | Factory skill for turning OHLCV alpha ideas into QuantSkills factor skills with real-market validation and packaging. |
| skill-ssquant-ai-trader | SSQuant AI Trader skill for converting natural-language trading descriptions into automated or semi-automated strategy workflows. |
| skill-ssquant-trader-generator | Trader-generator skill that turns natural-language trading ideas into deployable AI Trader rules, code, and operating plans. |
| skill-template | Template repository for initializing QuantSkills skill projects with SKILL.md, README files, licensing, and baseline adapters. |
| skill-time-series-analysis | Time-series analysis skill focused on feature inspection, statistical diagnostics, and research workflow organization. |
| skill-xingtai-catcher | Pattern-search skill for finding similar A-share stock and futures K-line setups from text, screenshots, or hand drawings, with scored candidates and result links. |
| skill-x-trader-builder | Skill-builder workflow for turning public X/Twitter data and user materials into trader-specific research-model skills. |
| skill-alpha-a06-hotmoney-reversal | QuantSkills community project; maintainers should add an accurate one-line summary. |
| skill-build-b10-factor-evaluation | QuantSkills community project; maintainers should add an accurate one-line summary. |
| skill-quant-research-replication | QuantSkills community project; maintainers should add an accurate one-line summary. |
This table mirrors the Agent asset directory in registry/INDEX.md.
| Repository | One-line summary |
|---|---|
| agent-correlation-break-research | Detect correlation breaks, style shifts, and diversification stress from Pandadata return evidence. |
| agent-derivatives-skew-sentiment-monitor | Monitor derivatives sentiment from option implied volatility and underlying historical volatility. |
| agent-market-regime-monitor | Monitor market regime from Pandadata index, breadth, volatility, and funding evidence. |
| agent-crowding-risk-monitor | Monitor crowded-trade risk from Pandadata price, turnover, margin, and LHB heat evidence. |
| agent-quantspace | AI-native quantitative research framework for reusable skills, strategy workflows, backtests, and reports. |
| agent-template | Template repository for initializing QuantSkills agent projects with AGENTS.md, README files, and baseline adapters. |
| agent-for-liangshuyuan-tasks | Multi-agent collaboration framework for Liangshu Academy tasks, covering analysis, routing, development, testing, and publishing workflows. |
| agent-ssquant | QuantSkills community project; maintainers should add an accurate one-line summary. |
flowchart LR
A["💡 Create your<br/>Skill / Agent"] --> B["🐙 Publish on GitHub"]
B --> C["📮 Submit to the<br/>QUANTSKILLS Registry"]
C --> D["🔍 Community review<br/>& validation"]
D --> E["🌟 Visibility · Distribution<br/>AI Agent discovery"]
style A fill:#e3f2fd,stroke:#1976d2
style E fill:#e8f5e9,stroke:#388e3c
Contributors may gain:
- Visibility: be listed in QUANTSKILLS directories, website pages, curated lists, and community recommendations
- Credibility: earn labels such as QS-Compatible, PandaData-Compatible, Backtest-Reproducible, and other validation marks
- Distribution: make Skills searchable, installable, and callable by future AI Agents
- Collaboration: join strategy co-creation, content projects, enterprise projects, validation services, and paid Skills
- Personal brand: move from "I wrote a strategy" to "I published a quant Skill listed and reviewed by the community"
At the early stage, we do not force every contributor into a single fixed template. Skill formats can be very different: research notes, prompts, Python scripts, agent workflows, strategy code, data checks, or documentation.
We do not use templates to limit creativity. We use registration and validation to build order.
Repositories under the QUANTSKILLS organization should use a lowercase skill- or agent- prefix.
skill-is for reusable capabilities, such as factors, strategy templates, data processing, report replication, validation utilities, prompts, examples, or tools.agent-is for AI Agents or automated workflows, such as research replication agents, strategy audit agents, data processing agents, review agents, or multi-step task systems.
Each repository should include a declaration file at the repository root:
SKILL.mdfor Skill repositoriesAGENTS.mdfor Agent repositories
The declaration file or project manifest should include upstream metadata such as the QuantSkills organization URL, repository name, repository URL, project type, and collection when applicable.
AI-assisted tools may use repository names, SKILL.md / AGENTS.md, README files, and descriptions to help maintain the public registry. Final listing, recommendation, validation, or official recognition still requires maintainer review.
Read the full repository rules: COMMUNITY_RULES.md
flowchart LR
L1["📋 Level 1 · Listed<br/>clear basic information<br/>listed in the directory"] --> L2["▶️ Level 2 · Runnable<br/>install notes + example I/O<br/>runnable code + dependencies"]
L2 --> L3["✅ Level 3 · Verified<br/>data sources + no-lookahead checks<br/>backtest evidence + risk notes"]
style L1 fill:#f5f5f5,stroke:#9e9e9e
style L2 fill:#fff3e0,stroke:#f57c00
style L3 fill:#e8f5e9,stroke:#388e3c
| Level | Suitable for |
|---|---|
| 📋 Listed | research methods, prompt-based Skills, early ideas, teaching examples |
| factor calculation, data processing, report generation, simple strategy scripts | |
| ✅ Verified | factor research, strategy research, backtesting systems, tradable strategy examples |
Low barrier to join. High standard for validation.
QUANTSKILLS is designed for both humans and AI Agents. We will gradually build:
llms.txt- skills index / agents index
- MCP services
- GitHub README, topics, and release conventions
The goal is to let AI Agents search, install, call, and validate quant capabilities from the community.
English is the primary language for public repository metadata, titles, summaries, and key documentation, so global contributors and AI Agents can understand and index the project.
We also support Chinese, Japanese, Korean, Spanish, French, German, and other widely used languages for discussions, tutorials, examples, research notes, and community collaboration.
Contributions in any language are welcome when they include enough English context, such as a short English title, summary, or README section.
- Respect contributors and keep discussions constructive.
- Do not submit spam, misleading projects, illegal content, unsafe code, leaked data, or infringing materials.
- Do not post sensitive information in public Issues, Pull Requests, README files, or repositories.
- Member-created repositories are Community Projects by default and must not claim official, certified, verified, or endorsed status unless reviewed.
- Quant projects should clearly state data sources, assumptions, limitations, and risk boundaries.
- Maintainers may moderate, archive, restrict, transfer, or delete content when necessary.
Read the full rules: COMMUNITY_RULES.md
Members may be allowed to create and maintain their own community projects under the QUANTSKILLS organization.
Repositories created under github.com/quantskills are hosted and governed within the QUANTSKILLS organization. Project creators keep authorship, credit, and contribution history for their work. The project creator may maintain the repository according to the permissions granted to them, while organization owners retain final governance rights.
Member-created repositories are Community Projects by default. They do not automatically represent official QUANTSKILLS validation or endorsement. Projects may later be reviewed and marked as Listed, Runnable, or Verified according to community rules.
Organization owners may rename, archive, transfer, restrict access to, or delete repositories when necessary, especially for security issues, legal risk, spam, abandoned projects, naming conflicts, or violations of community rules.
If you have a quant method, factor, strategy, tool, or workflow, QUANTSKILLS should help you publish it as a Skill that humans can see, AI Agents can discover, and the community can validate.

