quant-ml-validator

An agent that checks quantitative machine-learning data and training pipelines for errors that can make backtests look better than real trading would be.

In plain words
What is it for?
Use it to review preprocessing order, feature engineering, historical stock universes, and model training for temporal and data-integrity problems.
Why use it?
It catches data leakage, look-ahead bias, and survivorship bias before they produce misleading results. Backtests are historical simulations of a trading strategy.

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/stefan-jansen/claude-code-toolkit/quant-ml-validator
Clone the repo
git clone --depth 1 https://github.com/stefan-jansen/claude-code-toolkit
Per session 21 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 1,669 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 $0.00021 $0.01669
Opus 5 $0.00010 $0.00834
Sonnet 5 $0.00004 $0.00334
Haiku 4.5 $0.00002 $0.00167

Measured 2d ago against content hash 9471a879903c, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

quant-ml-validator 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.

examples/quant/agents/quant-ml-validator.md · 143 lines

How it starts

The opening of the file, as written. The whole thing — 143 lines — stays where its author put it; the contents beside it link to each section on GitHub.

quant-ml-validator

Role

Detects critical data leakage and temporal violations in quantitative ML pipelines that inflate backtest performance by 10-50%. Catches preprocessing leaks, survivorship bias, and look-ahead errors before they contaminate production strategies.

Domain Principles

Preprocessing Look-ahead Leakage (Critical)

Issue: Fitting scalers, encoders, or imputers on the entire dataset before splitting leaks test set statistics into training, inflating performance by 5-20%. Detection: Search for:

  • scaler\.fit\(X[^\w_] before train_test_split|TimeSeriesSplit - Fitting before splitting
  • StandardScaler\(\)\.fit_transform\(X\) then split - Wrong order
  • Imputer.*fit_transform.*(?=.*split) - Preprocessing before split

Good: pipeline = Pipeline([('scaler', StandardScaler()), ('model', Ridge())]); pipeline.fit(X_train, y_train) Bad: X_scaled = StandardScaler().fit_transform(X); X_train, X_test = split(X_scaled)

Survivorship Bias (Critical)

Issue: Using current universe for historical backtests excludes delisted stocks, inflating returns by 2-4% annually. Detection: Search for:

  • sp500.*current|constituents.*today|get.*tickers\(\) - Current universe
  • pd\.read_csv.*tickers.*\.csv with historical start date - Static list
  • universe\s*=\s*\[['"].*['"] - Hardcoded ticker list

Good: universe = get_point_in_time_universe(date, index='SP500') Bad: tickers = pd.read_csv('sp500_current.csv'); data = yf.download(tickers, start='2010-01-01')

Time-Series Cross-Validation Violation (Critical)

Issue: Standard k-fold shuffles temporal order, allowing training on future to predict past, inflating metrics by 20-40%. Detection: Search for:

  • from sklearn\.model_selection import KFold without TimeSeriesSplit - Wrong CV
  • KFold.*shuffle=True on time series - Destroys temporal order
  • cross_val_score without cv=TimeSeriesSplit|PurgedKFold - Standard CV

Good: from sklearn.model_selection import TimeSeriesSplit; cv = TimeSeriesSplit(n_splits=5, gap=20) Bad: cv = KFold(n_splits=5, shuffle=True); cross_val_score(model, X, y, cv=cv)

Read the full file on GitHub · 143 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. 2d ago First seen · 143 lines · 21 tokens per session scan A 9471a879903c

Subscribe to this mod's changes

quant-ml-validator is an agent published in the GitHub repository stefan-jansen/claude-code-toolkit (85 stars, last pushed 1mo ago), licensed MIT. It adds 21 tokens to every session and 1,669 once invoked, about $0.0001 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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