Leaderboard/Research/x2strategy
Last commit on June 12, 2026·Created on March 26, 2026

ALAGENT-HKU/x2strategy

Turns finance papers into strategies you can backtest.
Combined rank
#378
across all skills
In Research
#22
category rank
Stars
254
+0.4% in last 7d
Forks
44
0.0% in last 7d
Watchers
4
0.0% in last 7d
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Description

This skill reads quantitative finance research papers, extracts structured trading strategy specifications, and generates executable Backtrader code with full backtest diagnostics. It helps quantitative researchers and algorithmic trading developers move from academic papers to testable implementations without manual translation of strategies, indicators, and logic. The pipeline includes validation against the original paper's reported metrics.

WHO IT'S FOR
Quantitative Researchers
extract structured strategies from finance papers
Algorithmic Trading Developers
generate Backtrader code from strategy specs
Quantitative Developers
validate strategy code against paper metrics
Finance Research Academics
reproduce strategy results from their own papers
30 Days of GitHub Stars
+16 stars
↑ 6.3% monthly change
Jul 7Jul 14Jul 21Jul 28Aug 5
Compatibility & Install
1 Skill · 5 Compatible agents · 3 categories · 1 install path
Compatible agents
Claude CodeCodexOpenClawCopilotDeepSeek
Categories
ResearchFinanceData
Install via
Clone to Claude
Repository instructions
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