Quantitative strategy generation and optimisation framework via Longbridge — create, modify, and backtest quant strategies: parameter grid search, walk-forward validation, overfitting detection (in-sample vs. out-of-sample), strategy combination (multi-strategy correlation diversification), Sharpe / Calmar ratio optimisation. Generates Python code frameworks for local execution.
Install
The individual skill folder is not confirmed. This command opens the repository’s skill selector; follow the upstream instructions.
skills CLI
npx skills add longbridge/skills