quant-lab

quant-lab is a skill for Claude Code, Codex from Orkas-AI/Orkas. It costs 3 tokens per session (558 once invoked), scanned A, original, MIT.

A method for designing and testing investment strategies with historical market data. Backtesting means simulating how a strategy would have performed in the past under stated trading assumptions.

In plain words
What is it for?
Use it to specify strategy experiments, test basic moving-average, momentum, or RSI-reversion rules, review backtests, and document what would invalidate the result.
Why use it?
It exposes hidden assumptions about data, timing, costs, benchmarks, and survivorship, helping distinguish a reproducible experiment from an unsupported performance claim.

Skill for Claude CodeCodex

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

Good fit Use it to specify strategy experiments, test basic moving-average, momentum, or RSI-reversion rules, review backtests, and document what would invalidate the result.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/orkas-ai/orkas/quant-lab
About the project

Orkas is a desktop application for commanding a team of AI agents through one chat, with a commander model assigning work to specialist agents in parallel or in sequence. People use it to coordinate research, writing, presentations, and software tasks while keeping files on their computer. The catalogue includes skills for extending the agents available to Orkas.

Orkas-AI/Orkas · 2,192 stars · on GitHub · orkas.ai

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 Orkas-AI/Orkas --skill quant-lab
Clone the repo
git clone --depth 1 https://github.com/Orkas-AI/Orkas

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-lab

README.md
[![agentmods](https://agentmods.dev/badge/skills/orkas-ai/orkas/quant-lab/github.svg)](https://agentmods.dev/skills/orkas-ai/orkas/quant-lab)
Your own site
<a href="https://agentmods.dev/skills/orkas-ai/orkas/quant-lab"><img src="https://agentmods.dev/badge/skills/orkas-ai/orkas/quant-lab/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-lab

Your own site · 80×15
<a href="https://agentmods.dev/skills/orkas-ai/orkas/quant-lab"><img src="https://agentmods.dev/badge/skills/orkas-ai/orkas/quant-lab.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 3 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 558 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 $0.00003 $0.00558
Opus 5.5 $0.00001 $0.00223
Sonnet 5.5 $0.00001 $0.00112
Haiku 4.5 $0.00000 $0.00056

Measured 24d ago against content hash bd9d4b813bc8, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

quant-lab 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 24d 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.

resources/builtin/marketplace/agents/1040b336306f/skills/quant-lab/SKILL.md · 49 lines

How it starts

The opening of the file, as written. The whole thing — 49 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Quant Lab

Read with market-data for strategy design, backtesting, or experiment review.

Experiment card

Before calculation, state universe, data/adjustment, signal, rebalance timing, execution price assumption, sizing, cash treatment, costs, benchmark, sample, and invalidation rule. A close-derived signal may affect only the next return.

The compact core supports sma_cross, momentum, and rsi_reversion as transparent baselines:

"$ORKAS_NODE" "$ORKAS_PC_DIR/bin/run-skill.cjs" market-data stock -- backtest --input history.json --strategy sma_cross --fast 20 --slow 60 --cost-bps 8 --slippage-bps 5 --include-series --output result.json

Use the baselines to test a claim, not to stretch the engine into an unsupported strategy. For a custom strategy, produce a precise experiment specification and use a user-authorized project framework when available.

Review gate

  • Confirm point-in-time membership and fundamentals; disclose survivorship or restatement exposure when they cannot be reconstructed.
  • Include transaction costs and a relevant passive benchmark. State whether dividends, borrow, market impact, taxes, and FX are absent.
  • Prefer chronological train/validation/test or walk-forward evidence. Keep the final test untouched while tuning.
  • Inspect sensitivity to neighboring parameters, later entry, higher cost, and subperiods. A fragile result is a finding, not something to optimize away.
  • Report CAGR/return, volatility, Sharpe convention, max drawdown, turnover, exposure, trade count, and the exact signal-delay guard.

Never describe a backtest as expected future performance. Preserve the core's result JSON; put supplementary interpretation in a separate dossier or file. --include-series supplies signal date, applied position, turnover and gross, cost and net returns from the same calculation as the summary. Use that ledger for trade explanations rather than rebuilding it with another timing model. --cutoff YYYY-MM-DD selects a requested historical price window in memory; the result records exclusions without changing the input.

Read the full file on GitHub · 49 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. 24d ago First seen · 49 lines · 3 tokens per session scan A bd9d4b813bc8

Subscribe to this mod's changes

quant-lab is a skill published in the GitHub repository Orkas-AI/Orkas (2,192 stars, last pushed today), licensed MIT. It adds 3 tokens to every session and 558 once invoked, about $0.0000 per session on Opus 5.5. 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 2026-09-23.

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