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.
npx skills add terrylica/cc-skills --skill sharpe-ratio-non-iid-correctionsgit clone --depth 1 https://github.com/terrylica/cc-skillsWrote 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.
[](https://agentmods.dev/skills/terrylica/cc-skills/sharpe-ratio-non-iid-corrections)<a href="https://agentmods.dev/skills/terrylica/cc-skills/sharpe-ratio-non-iid-corrections"><img src="https://agentmods.dev/badge/skills/terrylica/cc-skills/sharpe-ratio-non-iid-corrections/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.
<a href="https://agentmods.dev/skills/terrylica/cc-skills/sharpe-ratio-non-iid-corrections"><img src="https://agentmods.dev/badge/skills/terrylica/cc-skills/sharpe-ratio-non-iid-corrections.svg" alt="Reviewed on agentmods" width="80" height="20"></a>- NVIDIA SkillSpector warn
SkillSpector: 4 findings, up to high
These are SkillSpector’s own severities. On a checked sample its high-severity flags on skills were ~96% false positives — a documented command, a public API, a “never do X” rule — so we show them as a caution to read, not a verdict. Why →
- high Rogue Agent · line 170 Skill modifies its own code, configuration, or behavior at runtime. Self-modification enables an agent to escalate privileges, disable safety constraints, or install persistent backdoors.Fix: Prevent the skill from modifying its own code, SKILL.md, or configuration files. Treat skill files as read-only at runtime.
- medium analysis-evasion · line 1 Suspicious Unicode normalization or mixed-script contentFix: Review the flagged content for security risks. Ensure no credentials, secrets, or sensitive data are exposed.
- medium Prompt Injection · line 66 Large whitespace padding was detected (a block of blank lines or a long run of spaces). This can push injected instructions below or to the right of the visible area so a human reviewer never sees them while the agent still reads them. Manual review of the hidden content is recommended.Fix: Remove the large whitespace padding (blank-line blocks or long space runs) and review any content hidden below or to the right of it. Keep skill files compact and reviewable so no instructions can be
- medium Prompt Injection · line 72 Large whitespace padding was detected (a block of blank lines or a long run of spaces). This can push injected instructions below or to the right of the visible area so a human reviewer never sees them while the agent still reads them. Manual review of the hidden content is recommended.Fix: Remove the large whitespace padding (blank-line blocks or long space runs) and review any content hidden below or to the right of it. Keep skill files compact and reviewable so no instructions can be
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.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00111 | $0.03146 |
| Opus 5 | $0.00056 | $0.01573 |
| Sonnet 5 | $0.00022 | $0.00629 |
| Haiku 4.5 | $0.00011 | $0.00315 |
Grade A, and why
sharpe-ratio-non-iid-corrections 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 7d 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.
How it starts
The opening of the file, as written. The whole thing — 173 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Sharpe Ratio Non-IID Corrections
Generalized Sharpe ratio inference framework for non-Normal, serially correlated returns. Reference implementation of López de Prado, Lipton & Zoonekynd (2026).
Self-Evolving Skill: This skill improves through use. If instructions are wrong, parameters drifted, or a workaround was needed — fix this file immediately, don't defer. Only update for real, reproducible issues.
Quick Start
# Run all 18 validation tests (paper Exhibit 1 + numerical examples)
uv run --python 3.14 --with numpy --with scipy --with numba \
python plugins/quant-research/skills/sharpe-ratio-non-iid-corrections/references/sharpe_numba.py
Paper Metadata
| Field | Value |
|---|---|
| Title | How to Use the Sharpe Ratio |
| Authors | Marcos López de Prado, Alexander Lipton, Vincent Zoonekynd |
| Series | ADIA Lab Research Paper Series, No. 19 |
| Date | March 7, 2026 |
| SSRN | 5520741 |
| Replication | https://github.com/zoonek/2025-sharpe-ratio |
| Source PDF | lopez-de-prado-sharpe-2026.pdf |
References
| Topic | Reference File |
|---|---|
| Full Paper Transcription (82 equations) | how-to-use-the-sharpe-ratio-2026.md |
| Equation → Implementation Tracker | sharpe-paper-tracker.md |
| Numba JIT Implementation (850+ lines) | sharpe_numba.py |
| Source PDF | lopez-de-prado-sharpe-2026.pdf |
| Paper Figures | media/ (8 figures from pp. 12-45) |
What ships with it
12 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.
- references/how-to-use-the-sharpe-ratio-2026.md 75 KB
- references/lopez-de-prado-sharpe-2026.pdf 1841 KB
- references/media/fig-p12-01.png 149 KB
- references/media/fig-p12-02.png 160 KB
- references/media/fig-p13-01.png 152 KB
- references/media/fig-p13-02.png 158 KB
- references/media/fig-p25-01.jpeg 51 KB
- references/media/fig-p41-01.jpeg 62 KB
- references/media/fig-p42-01.png 44 KB
- references/media/fig-p45-01.png 38 KB
- references/sharpe_numba.py 34 KB runs code
- references/sharpe-paper-tracker.md 9.0 KB
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.
- 7d ago First seen · 173 lines · 111 tokens per session scan A af089a5627e3
sharpe-ratio-non-iid-corrections is a skill published in the GitHub repository terrylica/cc-skills (73 stars, last pushed today), licensed MIT. It adds 111 tokens to every session and 3,146 once invoked, about $0.0006 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 2026-09-05.
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