quant-engine

quant-engine is a skill for Claude Code, Codex from kayzaa/k.i.t.-bot. It costs 0 tokens per session (905 once invoked), scanned A, a copy of quant-engine, MIT.

A quantitative-trading toolkit for testing strategies such as pairs trading, momentum, mean reversion, and factor models. It includes backtesting, which tests how a strategy would have performed on historical data.

In plain words
What is it for?
Find related assets for statistical arbitrage, calculate trading signals, build factor strategies, and run walk-forward or Monte Carlo analysis.
Why use it?
It helps compare trading ideas with historical simulations, while accounting for items such as transaction costs and slippage.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Find related assets for statistical arbitrage, calculate trading signals, build factor strategies, and run walk-forward or Monte Carlo analysis.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/kayzaa/k.i.t.-bot/quant-engine
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.

Any agent
npx skills add kayzaa/k.i.t.-bot --skill quant-engine
Clone the repo
git clone --depth 1 https://github.com/kayzaa/k.i.t.-bot

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for quant-engine

README.md
[![agentmods](https://agentmods.dev/badge/skills/kayzaa/k.i.t.-bot/quant-engine/github.svg)](https://agentmods.dev/skills/kayzaa/k.i.t.-bot/quant-engine)
Your own site
<a href="https://agentmods.dev/skills/kayzaa/k.i.t.-bot/quant-engine"><img src="https://agentmods.dev/badge/skills/kayzaa/k.i.t.-bot/quant-engine/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for quant-engine

Your own site · 80×15
<a href="https://agentmods.dev/skills/kayzaa/k.i.t.-bot/quant-engine"><img src="https://agentmods.dev/badge/skills/kayzaa/k.i.t.-bot/quant-engine.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 0 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 905 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 100% 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 5.1 $0.00000 $0.00905
Opus 5 $0.00000 $0.00452
Sonnet 5 $0.00000 $0.00181
Haiku 4.5 $0.00000 $0.00090

Measured 8d ago against content hash d498826aca49, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

quant-engine 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 8d ago.

The scan reads SKILL.md. This mod also ships 2 executable files (__init__.py, engine.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

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

100% identical to quant-engine — 0 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.

skills/quant-engine/SKILL.md · 135 lines

How it starts

The opening of the file, as written. The whole thing — 135 lines — stays where its author put it; the contents beside it link to each section on GitHub.

📈 Quant Engine

K.I.T.'s Quantitative Trading Brain - Wall Street algorithms for everyone!

Features

📊 Statistical Arbitrage

  • Pairs trading with cointegration
  • Mean reversion on spreads
  • Dynamic hedge ratios
  • Z-score based entry/exit

🚀 Momentum Strategies

  • Cross-sectional momentum
  • Time-series momentum
  • Momentum factor portfolios
  • Breakout detection

📉 Mean Reversion

  • Bollinger Band strategies
  • RSI extreme detection
  • VWAP reversion
  • Overnight gap strategies

🎯 Factor Models

  • Multi-factor alpha models
  • Risk factor decomposition
  • Factor rotation strategies
  • Custom factor construction

🔬 Backtesting

  • Walk-forward analysis
  • Monte Carlo simulation
  • Transaction cost modeling
  • Slippage estimation

Usage

from quant_engine import QuantEngine

engine = QuantEngine()

# Statistical arbitrage
pairs = await engine.find_cointegrated_pairs(
    symbols=["BTC", "ETH", "SOL", "AVAX"],
    lookback=90  # days
)

for pair in pairs:
    print(f"{pair.asset1}/{pair.asset2}")
    print(f"  Cointegration: {pair.coint_pvalue:.4f}")
    print(f"  Hedge ratio: {pair.hedge_ratio:.4f}")
    print(f"  Current Z-score: {pair.zscore:.2f}")

# Get trading signal
signal = await engine.get_stat_arb_signal(
    pair=pairs[0],
    entry_zscore=2.0,
    exit_zscore=0.5
)

# Momentum strategy
momentum = await engine.momentum_scan(
    symbols=["BTC", "ETH", "SOL", "AVAX", "DOT"],
    lookback=20  # days
)

print(f"Top momentum: {momentum[0].symbol} ({momentum[0].return_pct:.1%})")

# Backtest strategy
results = await engine.backtest(
    strategy="mean_reversion",
    symbol="BTC/USDT",
    start_date="2023-01-01",
    end_date="2024-01-01"
)

print(f"Sharpe Ratio: {results.sharpe_ratio:.2f}")
print(f"Max Drawdown: {results.max_drawdown:.1%}")
print(f"Win Rate: {results.win_rate:.1%}")

Strategies

Strategy Type Avg Return Sharpe Win Rate
Stat Arb Market Neutral 15-25% 1.5-2.5 55-60%
Momentum Trend 20-40% 1.0-2.0 45-55%
Mean Reversion Counter-trend 10-20% 1.2-1.8 60-70%
Factor Multi-factor 15-30% 1.5-2.5 50-60%

Read the full file on GitHub · 135 lines

Files

What ships with it

2 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

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. 8d ago First seen · 135 lines · 0 tokens per session scan A d498826aca49

Subscribe to this mod's changes

quant-engine is a skill published in the GitHub repository kayzaa/k.i.t.-bot (5 stars, last pushed 6mo ago), licensed MIT. It costs nothing until one of its globs matches a file; then it loads 905 tokens. A static security scan graded it A with 0 findings. It is 100% identical to quant-engine, differing in 0 lines, and is treated as a copy.