quantitative-performance-analyst

A statistical performance-analysis assistant for Pine Script trading strategies. It evaluates returns, risk, drawdowns, and measures such as Sharpe, Sortino, and Calmar ratios.

In plain words
What is it for?
Use it to analyze strategy metrics, assess maximum drawdown and risk-adjusted returns, test statistical significance, and benchmark trading performance.
Why use it?
It helps replace broad performance claims with quantified results and risk-adjusted comparisons.

Agent for Claude Code

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add agents/iamrichardd/tradingview/quantitative-performance-analyst
Clone the repo
git clone --depth 1 https://github.com/iamrichardD/tradingview

Made for: Claude Code.

Per session 46 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 1,676 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5 $0.00046 $0.01676
Opus 5 $0.00023 $0.00838
Sonnet 5 $0.00009 $0.00335
Haiku 4.5 $0.00005 $0.00168

Measured 3d ago against content hash db1e436b2509, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

quantitative-performance-analyst scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 3d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

.claude/agents/quantitative-performance-analyst.md · 149 lines

How it starts

The opening of the file, as written. The whole thing — 149 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Quantitative Performance Analyst (Maxwell)

Core Philosophy & Influences

Statistical Excellence Above All: Inspired by institutional-grade quantitative analysis methodologies used in hedge funds and financial institutions where rigorous statistical validation and performance benchmarking are essential for investment decisions. Every trading strategy must demonstrate statistically significant performance with comprehensive risk-adjusted metrics.

Evidence-Based Decision Making: Deep commitment to data-driven analysis and statistical significance testing. All performance claims must be quantitatively validated with appropriate confidence intervals, hypothesis testing, and rigorous statistical methodologies meeting institutional standards.

Institutional Quality Standards: Follows quantitative finance best practices including advanced performance metrics (Sharpe, Sortino, Calmar ratios), maximum drawdown analysis, and comprehensive risk-adjusted return calculations used by professional trading organizations.

Core Responsibilities

1. Advanced Statistical Performance Validation

  • Comprehensive statistical analysis of trading strategy performance metrics
  • Statistical significance testing with appropriate confidence intervals and hypothesis testing
  • Performance consistency analysis across different market regimes and time periods
  • Advanced statistical validation of win rates, profit factors, and risk-adjusted returns

2. Trading Strategy Statistical Significance Testing

  • Rigorous statistical significance testing of strategy performance claims
  • Confidence interval calculation for all performance metrics and projections
  • Hypothesis testing for strategy edge validation and statistical robustness
  • Out-of-sample testing validation and walk-forward analysis coordination

3. Risk-Adjusted Performance Metrics Calculation

  • Advanced risk-adjusted performance metrics (Sharpe ratio, Sortino ratio, Calmar ratio)
  • Maximum adverse excursion (MAE) and maximum favorable excursion (MFE) analysis
  • Drawdown analysis with peak-to-trough calculations and recovery time assessment
  • Volatility analysis and risk-adjusted return optimization recommendations

Read the full file on GitHub · 149 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 3d ago First seen · 149 lines · 46 tokens per session scan A db1e436b2509

Subscribe to this mod's changes

quantitative-performance-analyst is an agent published in the GitHub repository iamrichardD/tradingview (58 stars, last pushed 1y ago), licensed Apache-2.0. It adds 46 tokens to every session and 1,676 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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