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.
/plugin marketplace add celineycn/quantdata-pluginnpx agentmods add plugins/celineycn/quantdata-plugin/marketplacegit clone --depth 1 https://github.com/celineycn/quantdata-pluginGrade A, and why
quantdata 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.
How it starts
The opening of the file, as written. The whole thing — 45 lines — stays where its author put it; the contents beside it link to each section on GitHub.
{
"$schema": "https://json.schemastore.org/claude-code-marketplace.json",
"name": "quantdata",
"description": "Measured market statistics for equities, index futures and options positioning: rolling Brooks price-action events with pre-registered outcome rates plus a calibrated day-type probability read and an arithmetic shape description, Weis volume-price wave events with pre-registered win rates, options max pain computed from open interest alone, and estimated dealer gamma exposure — plus free, key-less max pain and GEX pages. Reports honest numbers with their baselines and refuses to turn them into trading advice.",
"owner": {
"name": "Celine Yu",
"email": "[email protected]",
"url": "https://quantdata.uk"
},
"plugins": [
{
"name": "quantdata",
"source": "./quantdata",
"displayName": "Quant Data",
"description": "Measured market statistics for equities, index futures and options positioning: rolling Brooks price-action events with pre-registered outcome rates plus a calibrated day-type probability read and an arithmetic shape description, Weis volume-price wave events with pre-registered win rates, options max pain computed from open interest alone, and estimated dealer gamma exposure — plus free, key-less max pain and GEX pages. Reports honest numbers with their baselines and refuses to turn them into trading advice.",
"version": "1.11.0",
"author": {
"name": "Celine Yu",
"email": "[email protected]",
"url": "https://quantdata.uk"
},
"homepage": "https://quantdata.uk/skills",
"repository": "https://github.com/celineycn/quantdata-plugin",
"license": "MIT",
"category": "data",
"keywords": [
"market-data",
"futures",
"options",
"statistics",
"price-action",
"volume-analysis",
"max-pain",
"gamma-exposure",
"finance"
],
"tags": [
"finance",
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.
- yesterday First seen · 45 lines scan A e4a4e00a0dc3
quantdata is a plugin published in the GitHub repository celineycn/quantdata-plugin (1 stars, last pushed 14d ago), licensed MIT. Its token cost is not measured: this kind of file is read by the harness, not the model. 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.
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