quantcoder-generate

A command that reads a quantitative research paper or summary and creates a QuantConnect LEAN Python draft. QuantConnect is a platform for building and testing trading algorithms.

In plain words
What is it for?
Use it to extract a strategy’s signals, trading universe, schedule, risk controls, and data needs, then generate and locally check a draft algorithm.
Why use it?
It turns a paper’s strategy idea into code while highlighting assumptions, possible data leakage, missing trading costs, and mathematical risks.

Command

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 commands/nutdnuy/quantcoder-plugin/quantcoder-generate
Clone the repo
git clone --depth 1 https://github.com/nutdnuy/quantcoder-plugin
Per session 14 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 205 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 $0.00014 $0.00205
Opus 5 $0.00007 $0.00102
Sonnet 5 $0.00003 $0.00041
Haiku 4.5 $0.00001 $0.00020

Measured yesterday against content hash f41167a0c57d, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

quantcoder-generate 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 yesterday.

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.

commands/quantcoder-generate.md · 25 lines

What it actually says

Generate QuantConnect code with the active Claude Code / Codex agent.

Use $ARGUMENTS as the source paper/summary path and optional output path.

Agent workflow:

  1. Read the paper or summary.
  2. Extract the strategy hypothesis, universe, signal formula, rebalance cadence, risk controls, data assumptions, and paper equations.
  3. Write a QuantConnect LEAN Python draft directly.
  4. Run local validation/linting with:
cd "${CLAUDE_PLUGIN_ROOT}" && uv run quantcoder validate <output_path> --local-only
  1. Summarize the strategy logic and flag paper-to-code assumptions, possible data leakage, transaction-cost omissions, and math-fidelity risks.
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. yesterday First seen · 25 lines · 14 tokens per session scan A f41167a0c57d

Subscribe to this mod's changes

quantcoder-generate is a command published in the GitHub repository nutdnuy/quantcoder-plugin (1 stars, last pushed 2mo ago), licensed Apache-2.0. It adds 14 tokens to every session and 205 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 2026-08-31.