Quant Validation
avelikiy/great_ctoThe methods a financial-ML result has to survive before it is evidence — purged cross-validation with an embargo, triple-barrier labelling, sample uniqueness under overlapping labels, fractional differentiation, meta-labelling, and multiple-testing correction. Written because the invariants were required of quant-researcher and nothing in the project explained how to satisfy them: a rule without a method produces either an invention or a block. Applied whenever a backtest, a feature or a label is being designed or judged.
At a glance
This skill is for Finance and helps you validate machine learning results for trading, design backtests with proper controls, and implement fractional differentiation for features.
git clone --depth 1 https://github.com/avelikiy/great_cto
cp -r great_cto/skills/quant-validation ~/.claude/skills/quant-validation
Setup, runtime and requirements describe avelikiy/great_cto, the repo this skill ships in.
machine-learningbacktestingStatistical ValidationQuant ResearchCross ValidationFinancial Modeling
Also in avelikiy/great_cto
View the repogreat_cto's own committed aesthetic — the instrument panel. Dark five-step surface ladder, exactly one accent, two faces divided by MEANING...
Catalogue of known SDLC anti-patterns that great_cto agents must actively reject when reviewing architecture, plans, code, or post-mortems....
Analyze images, websites, and Figma files to extract their design and generate a `design.md` with token system, component inventory, and rec...
Shared review framework that every domain reviewer (pci, oracle, gov, edtech, healthcare, mlops, etc.) MUST follow. Defines the output artif...
Structured idea generation + multi-LLM debate for the product-owner stage. Diverge (generate genuinely different bets), debate (a 4-persona...
How to write — and how to use — a skill that IS one aesthetic rather than a catalogue of them. A catalogue lets an agent pick, and it picks...
Standardized cost-estimation framework for great_cto plans. Forces explicit LLM cost, infra cost, human-supervision time, and the (defensibl...
Distils repeating patterns from session logs and lessons.md into draft skill files. Run after ≥10 sessions to extract durable knowledge. Out...
Spawns the decision-scorer agent after architect proposes 2+ variants in an ADR. Produces a weighted scoring table and recommended choice sa...
Structured pre-design questioning to surface hidden constraints before any architecture decision is locked in. Forces the architect/auditor/...
Reusable reporting contract for any agent that hands work back to the pipeline. Forces ONE of two terminal statuses (DONE or BLOCKED) with a...
Use when the CTO describes a feature, task, or project goal. Orchestrates the full SDLC pipeline automatically based on project type.
Other Finance skills
Quarterly / monthly financial report — masthead with KPIs, revenue and burn charts, P&L summary table, top-line highlights, and an outlook p...
Discounted cash flow valuation and intrinsic value analysis for public companies. Use when the brief asks for DCF, fair value, intrinsic val...
A printable invoice page — sender + recipient block, line items table, tax breakdown, totals, and payment instructions. Use when the brief m...
Fetches real-time Azure retail pricing using the Azure Retail Prices API (prices.azure.com) and estimates Copilot Studio agent credit consum...
Pre-breach impact analysis: inventories sensitive data (PII, PHI, PCI-DSS, credentials), traces data flows, scores exposure vectors, and pro...
Defines service level objectives, creates error budget policies, designs incident response procedures, develops capacity models, and produce...