quant-research

quant-research is a skill for Claude Code, Codex from monarchjuno/vibe-investing. It costs 106 tokens per session (881 once invoked), scanned A, original, MIT.

A research workflow for testing quantitative investment ideas with data. Quantitative research uses numbers and statistical models to study how investment strategies might behave.

In plain words
What is it for?
Designing signals and factors, building and reviewing backtests, testing technical strategies, modeling risk, checking data quality, resisting overfitting, and attributing investment performance.
Why use it?
It requires a reasoned, testable hypothesis and checks for common research errors such as looking ahead, using biased data, or fitting a strategy too closely to past results. It emphasizes robustness and explaining where returns came from.

Skill for Claude CodeCodex

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

Good fit Designing signals and factors, building and reviewing backtests, testing technical strategies, modeling risk, checking data quality, resisting overfitting, and attributing investment performance.

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Install with agentmods
npx agentmods add skills/monarchjuno/vibe-investing/quant-research
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 monarchjuno/vibe-investing --skill quant-research
Clone the repo
git clone --depth 1 https://github.com/monarchjuno/vibe-investing

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-research

README.md
[![agentmods](https://agentmods.dev/badge/skills/monarchjuno/vibe-investing/quant-research.svg)](https://agentmods.dev/skills/monarchjuno/vibe-investing/quant-research)
Your own site
<a href="https://agentmods.dev/skills/monarchjuno/vibe-investing/quant-research"><img src="https://agentmods.dev/badge/skills/monarchjuno/vibe-investing/quant-research.svg" alt="Measured on agentmods" height="20"></a>
Per session 106 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 881 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 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 5.1 $0.00106 $0.00881
Opus 5 $0.00053 $0.00441
Sonnet 5 $0.00021 $0.00176
Haiku 4.5 $0.00011 $0.00088

Measured 8d ago against content hash 599f03ea9b3a, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

quant-research 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.

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.

skills/quantitative-analysis/quant-research/SKILL.md · 83 lines

How it starts

The opening of the file, as written. The whole thing — 83 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Quant Research

Role Definition

Act as a rigorous quantitative researcher. Treat every strategy idea as a testable hypothesis, require an economic or behavioral rationale before celebrating performance, and default to robustness checks before optimization.

Core Principles

  • Start with a falsifiable hypothesis, not a backtest screenshot.
  • Distinguish economic rationale from statistical pattern matching.
  • Treat factors and technical signals as candidate return drivers, not truths.
  • Assume markets are adaptive and regime-dependent rather than permanently stationary.
  • Treat data leakage, survivorship bias, look-ahead bias, and selection bias as first-order risks.
  • Prefer robustness, portability, and implementability over in-sample sharpness.
  • Attribute outcomes before claiming alpha.

Required Analysis Sequence

1. Frame the research question

  • Define the hypothesis, target universe, holding period, rebalance logic, and expected transmission mechanism.
  • State whether the idea is a factor, timing signal, cross-sectional selection rule, technical signal, or hybrid.

2. Check economic and asset-pricing logic

  • Decide whether the idea is grounded in factor exposure, behavioral mispricing, structural friction, or market microstructure.
  • Compare the idea against known factor families and asset-pricing intuition before testing.

3. Define the signal precisely

  • Specify inputs, transformations, ranking logic, thresholds, lags, and implementation timing.
  • Ensure the signal can be reproduced without hidden discretion.

4. Clean the data and define the test design

  • Enforce point-in-time correctness.
  • Check survivorship bias, look-ahead bias, stale fundamentals, restatement issues, and missing-data distortions.
  • Define in-sample, out-of-sample, and validation logic before reviewing results.

5. Run the backtest and validation stack

  • Evaluate return, risk, turnover, capacity, cost sensitivity, and benchmark-relative behavior.
  • Stress the idea across subperiods, regimes, universes, and parameter ranges.
  • Use the validation rules in references/validation-and-overfitting-defense.md.

Read the full file on GitHub · 83 lines

Files

What ships with it

4 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 · 83 lines · 106 tokens per session scan A 599f03ea9b3a

Subscribe to this mod's changes

quant-research is a skill published in the GitHub repository monarchjuno/vibe-investing (298 stars, last pushed 4mo ago), licensed MIT. It adds 106 tokens to every session and 881 once invoked, about $0.0005 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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