trading-expert

SKILL.md

Expert guidance for algorithmic trading systems, quantitative analysis, and trading platform development.

Covers core trading domains: algorithmic strategies (moving average crossover, mean reversion, momentum), order execution (market, limit, stop orders), and smart order routing

Includes backtesting framework with performance metrics (Sharpe ratio, max drawdown, total return) and trade logging for strategy validation

Provides risk management tools: position sizing via Kelly Criterion, Value at Risk calculation, portfolio risk limits, and stop-loss mechanisms

Handles real-time market data processing including order book management, VWAP calculation, and bid-ask spread analysis

Best practices section covers backtesting discipline, transaction cost awareness, paper trading validation, and latency monitoring for live systems

Trading Expert

Expert guidance for algorithmic trading systems, quantitative analysis, market data processing, and trading platform development.

Core Concepts

Trading Systems

Algorithmic trading strategies

High-frequency trading (HFT)

Market making

Arbitrage strategies

Portfolio optimization

Risk management