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by ml4t
skills
Agent skills for Machine Learning for Algorithmic Trading: leakage-safe quant ML, backtesting, validation, and autonomous research workflows.
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- 30 skills (30 skills found in its SKILL.md files)
- 12 forks (12 forks)
- Today last update (Last updated today)
Install
Skills CLI
npx skills add ml4t/skills
Asks which skills and agents to install. Just one: npx skills add ml4t/skills --skill ml4t-agent-governance — add -g for every project.
Claude Code
git clone https://github.com/ml4t/skillscp -r "skills/advanced-ai/agent-governance" ~/.claude/skills/
Copies the ml4t-agent-governance skill into ~/.claude/skills/ for every project (use .claude/skills/ for one project). Repeat for the other skills listed below.
Plugin
/plugin marketplace add ml4t/skills
Run inside Claude Code if the repository ships a plugin marketplace, then pick plugins from /plugin.
Skills can run code on your machine — read the SKILL.md first.
What it does
In the author's own words, from each skill's SKILL.md — showing the first 30 of 61 files.
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ml4t-agent-governance
Security and governance controls for autonomous financial agents. Use when agents can call tools, read untrusted content, or affect research or trading decisions.
advanced-ai/agent-governance/SKILL.md on GitHub (opens in a new tab) -
ml4t-agent-state-memory
Durable agent state, memory, and replay for autonomous research workflows. Use when an agent must resume, audit, or compare multi-step runs.
advanced-ai/agent-state-memory/SKILL.md on GitHub (opens in a new tab) -
ml4t-agent-tool-contracts
Typed tool contracts for autonomous research agents. Use when exposing files, search, databases, or execution tools to an LLM agent.
advanced-ai/agent-tool-contracts/SKILL.md on GitHub (opens in a new tab) -
ml4t-multi-agent-forecasting
Multi-agent probability forecasting with diversity, aggregation, and debate controls. Use when combining several agent forecasts or evaluating forecast ensembles.
advanced-ai/multi-agent-forecasting/SKILL.md on GitHub (opens in a new tab) -
ml4t-research-operator
Thin autonomous research operator pattern for ML4T experiments. Use when an agent should inspect artifacts, read skills, run scripts, and produce an auditable recommendation.
advanced-ai/research-operator/SKILL.md on GitHub (opens in a new tab) -
ml4t-cost-model
Commission, slippage, and market-impact cost models for realistic strategy simulation. Use when backtesting to ensure P&L accounts for transaction costs.
backtest/cost-model/SKILL.md on GitHub (opens in a new tab) -
ml4t-rl-execution
Reinforcement learning for trade execution and hedging. Use when optimizing execution algorithms or dynamic hedging policies.
backtest/rl-execution/SKILL.md on GitHub (opens in a new tab) -
ml4t-run-backtest
Event-driven backtesting with realistic order execution, position tracking, and performance measurement. Use when simulating a trading strategy on historical data.
backtest/run-backtest/SKILL.md on GitHub (opens in a new tab) -
ml4t-sensitivity-analysis
Test strategy robustness to parameter variation and detect overfitting cliffs. Use when validating that performance is stable across parameter perturbations.
backtest/sensitivity-analysis/SKILL.md on GitHub (opens in a new tab) -
ml4t-tearsheet
Generate comprehensive performance reports from backtest returns. Use when summarizing backtest results for review or comparison.
backtest/tearsheet/SKILL.md on GitHub (opens in a new tab) -
ml4t-backtest-overfitting
Detect and prevent overfitting to historical data via multiple testing corrections and pre-registration. Use when evaluating strategy variants to ensure performance is not a data-mining artifact.
concepts/backtest-overfitting/SKILL.md on GitHub (opens in a new tab) -
ml4t-causal-identification
Validate causal claims using DAG adjustment sets, bad-control detection, and refutation tests. Use when distinguishing genuine factor effects from confounded associations.
concepts/causal-identification/SKILL.md on GitHub (opens in a new tab) -
ml4t-data-leakage
Prevent train-test contamination, target leakage, and temporal leakage. Use when splitting data, fitting preprocessors, or engineering features for time-series ML.
concepts/data-leakage/SKILL.md on GitHub (opens in a new tab) -
ml4t-information-coefficient
Measure predictive signal quality with IC, Rank IC, and IC_IR. Use when evaluating whether a feature has predictive power for returns.
concepts/information-coefficient/SKILL.md on GitHub (opens in a new tab) -
ml4t-lookahead-bias
Detect future information leaking into features, labels, or evaluation. Use when any pipeline step might expose data not yet available at prediction time.
concepts/lookahead-bias/SKILL.md on GitHub (opens in a new tab) -
ml4t-non-stationarity
Handle changing statistical properties in financial time series. Use when features or model performance degrade over time.
concepts/non-stationarity/SKILL.md on GitHub (opens in a new tab) -
ml4t-point-in-time
Ensure data reflects what was known at each decision point, not revised or restated values. Use when joining fundamental, macro, or alternative data to price series.
concepts/point-in-time/SKILL.md on GitHub (opens in a new tab) -
ml4t-regime-awareness
Market regimes as conditioning features for risk scaling, not timing signals. Use when incorporating regime detection into strategy logic.
concepts/regime-awareness/SKILL.md on GitHub (opens in a new tab) -
ml4t-survivorship-bias
Account for delisted and removed securities in historical analysis. Use when constructing universes or computing cross-sectional features to avoid survivor-only inflation.
concepts/survivorship-bias/SKILL.md on GitHub (opens in a new tab) -
ml4t-transaction-costs
Estimate whether a strategy can survive spread, slippage, and market impact before full simulation. Use when screening strategy feasibility early.
concepts/transaction-costs/SKILL.md on GitHub (opens in a new tab) -
ml4t-build-bars
Aggregate tick data into time, volume, and dollar bars. Use when resampling raw tick data into regular or information-driven bars.
data/build-bars/SKILL.md on GitHub (opens in a new tab) -
ml4t-calendar-ops
Trading calendar awareness for correct date alignment and rolling windows. Use when aligning data across markets or computing holiday-aware windows.
data/calendar-ops/SKILL.md on GitHub (opens in a new tab) -
ml4t-continuous-futures
Build roll-adjusted continuous futures series without artificial price jumps. Use when backtesting futures strategies that span contract rollovers.
data/continuous-futures/SKILL.md on GitHub (opens in a new tab) -
ml4t-data-export
Export financial data in efficient columnar formats with schema enforcement. Use when persisting datasets for reproducible research or cross-pipeline sharing.
data/data-export/SKILL.md on GitHub (opens in a new tab) -
ml4t-define-universe
Define point-in-time tradeable universes with liquidity filters. Use when constructing the investable asset set that avoids survivorship and liquidity bias.
data/define-universe/SKILL.md on GitHub (opens in a new tab) -
ml4t-fetch-data
Reliable data acquisition with provider abstraction and schema validation. Use when ingesting market data from APIs, databases, or files.
data/fetch-data/SKILL.md on GitHub (opens in a new tab) -
ml4t-validate-data
Systematic data quality validation before modeling. Use when checking for gaps, outliers, stale prices, or schema violations in datasets.
data/validate-data/SKILL.md on GitHub (opens in a new tab) -
ml4t-compute-features
Systematic feature computation across multiple assets with group-aware operations. Use when computing technical or fundamental features for a panel of securities.
features/compute-features/SKILL.md on GitHub (opens in a new tab) -
ml4t-feature-families
Five families of financial features - momentum, mean-reversion, volatility, carry, and value. Use when designing a feature set to ensure coverage across complementary market dynamics.
features/feature-families/SKILL.md on GitHub (opens in a new tab) -
ml4t-feature-selection
Select informative features using IC ranking, mutual information, or RFE - always within CV folds. Use when reducing feature dimensionality before training.
features/feature-selection/SKILL.md on GitHub (opens in a new tab)
No skill matches that filter.
Review before you install
A skill is a set of instructions and scripts your agent will follow, and it can run code on your machine. Read the SKILL.md and any scripts first — this listing is not a security review.