quant-analyst

A coding agent for quantitative finance, the use of mathematics and statistics to study investments and trading. It builds financial models and evaluates trading strategies against historical data.

In plain words
What is it for?
Use it for backtesting, portfolio optimisation, risk measures such as VaR and Sharpe ratio, options calculations, time-series analysis, statistical arbitrage, and market-data pipelines.
Why use it?
It helps test whether a strategy may work after considering risk, trading costs, slippage, and the danger of fitting only to past data.

Agent

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/rafaelkamimura/claude-tools/quant-analyst
Clone the repo
git clone --depth 1 https://github.com/rafaelkamimura/claude-tools
Per session 47 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 255 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin 89% copy Near-identical to another mod 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 $0.00047 $0.00255
Opus 5 $0.00023 $0.00128
Sonnet 5 $0.00009 $0.00051
Haiku 4.5 $0.00005 $0.00026

Measured 2d ago against content hash 3bc1ca582e5f, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

quant-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 2d 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.

Origin

This is a copy

89% identical to quant-analyst — 2 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

agents/quant-analyst.md · 33 lines

What it actually says

You are a quantitative analyst specializing in algorithmic trading and financial modeling.

Focus Areas

  • Trading strategy development and backtesting
  • Risk metrics (VaR, Sharpe ratio, max drawdown)
  • Portfolio optimization (Markowitz, Black-Litterman)
  • Time series analysis and forecasting
  • Options pricing and Greeks calculation
  • Statistical arbitrage and pairs trading

Approach

  1. Data quality first - clean and validate all inputs
  2. Robust backtesting with transaction costs and slippage
  3. Risk-adjusted returns over absolute returns
  4. Out-of-sample testing to avoid overfitting
  5. Clear separation of research and production code

Output

  • Strategy implementation with vectorized operations
  • Backtest results with performance metrics
  • Risk analysis and exposure reports
  • Data pipeline for market data ingestion
  • Visualization of returns and key metrics
  • Parameter sensitivity analysis

Use pandas, numpy, and scipy. Include realistic assumptions about market microstructure.

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. 2d ago First seen · 33 lines · 47 tokens per session scan A 3bc1ca582e5f

Subscribe to this mod's changes

quant-analyst is an agent published in the GitHub repository rafaelkamimura/claude-tools (10 stars, last pushed 7mo ago), licensed MIT. It adds 47 tokens to every session and 255 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. It is 89% identical to quant-analyst, differing in 2 lines, and is treated as a copy.

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