advanced-math-tradingfoundations-core
Probability, moments/tails, Bayes, and statistical learning foundations for systematic trading.
35124 skills
Probability, moments/tails, Bayes, and statistical learning foundations for systematic trading.
Information theory (entropy/MI/TE) and causal inference for trading signals.
Game theory, network/systemic risk views, queueing/order-book, exchange notes.
Advanced optimization for trading: OCO, multi-objective, DRO, MIP, Bayesian opt, plus convex/Markowi
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
Tail risk, EVT, regularization, validation guardrails, and common pitfalls.
Signal processing, filtering/denoising, and math-driven feature engineering.
Monte Carlo, SDE simulation, Brownian/jump processes, discretization schemes.
Time series modeling, stationarity, ARIMA/GARCH, SDEs, and regime detection for trading.
Use when planning, scaffolding, validating, or packaging Claude skills inside Advanced Memory MCP.
Design modular libraries with clear package boundaries, feature-first organization, and clean API su
Perform comprehensive OSCAL validation using community-inspired patterns including JSON schema valid