Builds and implements systematic trend-following models, including moving average crossovers, channel breakouts, and volatility-adjusted position sizing.
This skill empowers Claude to design, backtest, and refine professional-grade trend-following systems within the Claude Code environment. It provides specialized knowledge on CTA-style models, including technical indicators like ADX and ATR, Turtle Trading rules, and diversified portfolio construction across multi-asset futures. It is an essential tool for developers and quantitative traders looking to automate risk management, reduce whipsaw effects, and implement robust trend-capture mechanisms in their algorithmic trading systems.
主要功能
01Standardized Moving Average and EMA crossover logic
02Donchian and Keltner channel breakout system design
03Multi-asset CTA portfolio construction and risk parity
04ATR-based position sizing and volatility scaling
051 GitHub stars
06Whipsaw mitigation and trend strength analysis using ADX
使用场景
01Designing risk-parity based position sizing for multi-asset portfolios
02Implementing Turtle Trading breakout rules for crypto or equities
03Building a systematic managed futures (CTA) trading bot