The catalog
501 skills,
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501 skills
adaptive-batch-size-tuning-under-loadUse when writing high-volume ticks or order logs into TimescaleDB, ClickHouse or Kafka and one static batch size either stalls in quiet markets or floods the sink in a burst; adapts batch size and flush timeout from EWMA sink latency.Tick pipelines and backpressureadaptive-execution-under-volatility-spikesUse before each child-order decision in a TWAP, VWAP or POV schedule when a volatility spike should bound participation, child size and limit offset; fails closed when the volatility feed is stale or missing.TWAP, VWAP, POV, routingadaptive-sampling-under-extreme-tick-ratesUse when a trade-tick stream exceeds a consumer's measured processing ceiling and you must emit 1:N samples that still preserve traded volume and notional. Not for order-book, quote or compliance feeds that need every message.Tick pipelines and backpressureadjusted-vs-unadjusted-price-series-pitfallsUse before loading historical OHLCV into a backtest, to declare and verify the adjustment mode; separates raw, split-adjusted and total-return conventions and catches split, dividend and continuity errors in vendor adjustment factors.Lookahead, walk-forward, realismadversarial-robustness-of-trading-signalsUse before promoting an ML trading signal, to measure how often epsilon-bounded feature perturbations flip its output. A black-box gradient-free test; for a differentiable net, true FGSM or PGD gives a tighter worst-case bound.Leakage-free features and modelsadverse-selection-measurement-for-passive-ordersUse when passive fills keep happening just before the market moves against you, measuring forward markouts in basis points against the prevailing mid at each horizon. Aggressive orders pay the spread instead and are measured elsewhere.Colocation, clocks, tick-to-tradeair-gapped-signing-workflow-for-cold-storageUse when moving crypto out of cold storage and the signing key must never touch an internet-connected machine; models the round trip where an intent crosses a QR or SD gap and the offline vault re-derives the approval display itself.Keys, wallets, withdrawalsalgo-parameter-defaults-by-instrument-liquidity-tierUse when initialising VWAP, TWAP or implementation shortfall execution with instrument-specific starting constraints, classifying a validated average daily volume observation into a liquidity tier and returning a versioned profile.TWAP, VWAP, POV, routingalgo-trading-disclosure-to-exchange-membershipUse when an order is generated or parameterised by an algorithm and the venue or regulator requires algorithm identification, registration or disclosure; blocks orders whose exchange-facing metadata is missing or stale, before FIX serialisation.SEC, FINRA, MiFID II, FCA, SEBIalgo-wheel-broker-execution-quality-comparisonUse when comparing brokers on an algo wheel from captured arrival prices and fills, ranking them by notional-weighted implementation shortfall and producing canary-preserving flow allocations that keep sampling alive.TWAP, VWAP, POV, routingalgorithmic-trading-firm-licensing-thresholdsUse when auditing whether a proprietary trading firm has crossed a quantitative registration trigger: the 17 CFR 240.15b9-1 conditions for FINRA membership exemption, the MiFID II Article 19 message-rate test, and the SEBI limbs.SEC, FINRA, MiFID II, FCA, SEBIalpaca-paper-live-key-separationUse when a bot connects to the Alpaca Trading API and must never cross paper keys with the live endpoint; pins the base URL per environment, checks the key prefix, probes /v2/account and requires an explicit ALLOW_LIVE_TRADING flag.Auth, tokens, idempotent ordersalternative-data-feature-integrationUse when turning an alternative data source into model features and the event date differs from the date your fund actually received the data; enforces point-in-time lag mapping from knowledge date so the feature cannot see the future.Leakage-free features and modelsalternative-data-vendor-due-diligence-checklistUse when onboarding an alternative data vendor, triaging legal rights, material non-public information exposure, scraping and computer-misuse risk, terms of service and personal data handling before the dataset reaches research.Signals from non-market dataamerican-vs-european-style-option-exercise-handlingUse when a book holds long American-style options and today's question is exercise now or sell, comparing intrinsic value against the executable bid with the Merton ex-dividend condition as a cross-check.Options, futures, swapsannual-compliance-attestation-workflowUse when running the annual compliance readiness gate before a US chief executive and chief compliance officer sign: SEC Rule 206(4)-7(b) review, the Rule 204-2(a)(17)(ii) record, FINRA Rules 3130 and 3120, and SEC Rule 15c3-5(e).SEC, FINRA, MiFID II, FCA, SEBIapi-key-least-privilege-audit-toolUse before deploying a live bot, to audit existing broker API keys for scopes they do not need. Flags withdrawal, transfer and admin rights that turn a leaked execution key into theft.Auth, tokens, idempotent ordersapp-download-and-usage-data-for-consumer-companiesUse when turning mobile app engagement panels such as downloads and active users into a fundamental signal for consumer companies, with the panel normalisation and lag that makes the estimate point-in-time defensible.Signals from non-market dataasic-market-integrity-rules-automated-tradingUse when building the Automated Order Processing gate an Australian market participant must place in front of every trading message, under ASIC Market Integrity Rules 2017 Part 5.6: reject-outcome filters on value, volume and price.SEC, FINRA, MiFID II, FCA, SEBIauction-only-order-types-for-illiquid-namesUse when a large block in an illiquid equity would walk the book during continuous trading, and limit-on-close or market-on-close orders move it at the auction instead. Trading against a published imbalance is close-auction-participation-strategy.TWAP, VWAP, POV, routingaudit-logging-for-configuration-changesUse when a change to a trading parameter or risk-control setting must leave evidence of who changed what, from which value to which, and why. A hash-chained record, not an authorisation gate; manual overrides belong to risk-control-bypass-audit-logging.Supervision, promotion, chaosaustralia-asic-drt-obligationsUse when a Reporting Entity under the ASIC Derivative Transaction Rules 2024 must validate an OTC derivative report before submission: ISO 17442 legal entity identifiers with check digits, ISO 23897 transaction identifiers and ISO 4914 product identifiers.SEC, FINRA, MiFID II, FCA, SEBIaustralian-securities-exchange-asx-apiUse when building direct market access to the Australian Securities Exchange over FIX 5.0 SP2, OUCH or ITCH; covers ASX Customer Development Environment configuration, ALC topology rules and AEST/AEDT session-schedule awareness.Exchanges and venues worldwideautomated-rollback-triggers-on-anomaly-detectionUse immediately after deploying a trading algorithm, to watch post-deployment health metrics and roll back automatically on a deployment defect, with flapping and rollback-loop protection. Not for strategy underperformance.Supervision, promotion, chaosautomated-tax-lot-reporting-pipelineUse when turning raw execution records into capital-gains reports at scale, matching sells against an open-lot ledger under FIFO or highest-in-first-out. Method comparison across FIFO, LIFO, HIFO and specific identification is fifo-vs-specific-lot-tax-accounting-methods.Lots, elections, reconciliationb3-brazil-exchange-api-integrationUse when configuring B3 PUMA Trading System connectivity and choosing between the legacy FIX/FAST stack and Binary SBE; enforces the SBE gap-recovery precondition that separates them, and manages connection lifecycle state around a vendor SDK.Exchanges and venues worldwidebackpressure-drop-degrade-policyUse when a bounded tick buffer sits at capacity for sustained periods and you must choose a drop, sample or degrade policy per stream instead of inheriting a queue library's blocking default. For momentary spikes see tick-buffering-burst-handling.Tick pipelines and backpressurebacktest-audit-trail-for-regulatory-reviewUse when a backtest result needs a durable record of exactly what produced it: git commit SHA, per-file data checksums, hyperparameter manifest and environment, signed with HMAC for integrity against outsiders.Lookahead, walk-forward, realismbacktest-database-schema-for-point-in-time-queriesUse when designing the storage layer for backtest data, so as-of queries are native: two independent time axes let a query ask what was known on a date rather than what the table holds today. The join engine itself is point-in-time-database-for-ml-training-data.Lookahead, walk-forward, realismbacktest-determinism-and-reproducibilityUse when identical backtest code and data produce different P&L or Sharpe across runs, making optimisation untrustworthy: deterministic seeding, strict input sort order, a simulated clock replacing wall-clock reads, and run-to-run divergence detection.Lookahead, walk-forward, realismbacktest-infrastructure-cost-budgetingUse before launching a large grid search or tick-level sweep, to forecast cloud compute and storage spend with spot interruption overhead, per-task billing minimums and non-linear scaling, rather than discovering it on the invoice.Lookahead, walk-forward, realismbacktest-look-ahead-in-universe-selectionUse when the backtest picks its universe by a rule such as top 50 by market cap or current index membership; audits membership timestamps so 2015 is not traded with 2026 constituents. Feature-level leakage belongs to lookahead-bias-elimination.Lookahead, walk-forward, realismbacktest-outlier-and-bad-tick-filteringUse when ingesting raw tick or bar files that contain fat-finger prints, test messages, zero prices and out-of-sequence ticks, so one bad print does not create a phantom signal. Every purge also removes a price a stop might genuinely have hit.Lookahead, walk-forward, realismbacktest-parameter-sensitivity-analysisUse after optimising strategy parameters, to perturb them across a grid and measure how fast Sharpe decays; separates a fragile overfit peak from a genuine plateau. It does not deflate the selected Sharpe for trial count.Lookahead, walk-forward, realismbacktest-reporting-standardized-tearsheetUse at the end of a backtest run to produce one standard performance sheet (Sharpe, Sortino, Calmar, max drawdown, hit rate, profit factor) from a per-period returns array, so strategies are compared on identical metrics.Lookahead, walk-forward, realismbacktest-vs-live-performance-divergence-trackingUse after promoting a strategy to live trading, to measure and decompose the gap between backtested and realised Sharpe, hit rate and slippage, and alert when the divergence exceeds what execution friction explains.Lookahead, walk-forward, realismbacktesting-alt-data-strategies-with-realistic-availability-lagUse when backtesting an alternative data strategy, to key every observation on its publication date rather than its event date, because the gap between the two is where impossible backtest results come from.Signals from non-market databacktesting-ml-models-against-transaction-costsUse when an ML model flips its prediction on nearly every bar and its Sharpe depends on that turnover; applies per-turnover cost charges and confidence thresholding before the strategy is judged. Order-level cost attribution is transaction-cost-analysis-tca-integration.Leakage-free features and modelsbenchmark-relative-performance-attributionUse when a strategy must be judged against a benchmark index rather than on raw return: alpha, beta, tracking error, information ratio and Brinson-Fachler allocation and selection effects. Multi-factor attribution with inference is strategy-performance-attribution-vs-market-beta.Lookahead, walk-forward, realismbenchmark-selection-for-strategy-evaluationUse when choosing which index to evaluate a strategy against, before any attribution runs; screens candidate benchmarks by tracking error, beta and R-squared so a tech-heavy book is not flattered by a broad index or a cash rate.Lookahead, walk-forward, realismbest-execution-record-keeping-globalUse when execution quality must be screened against a benchmark and every screening decision retained as tamper-evident evidence under MiFID II Article 27 and FINRA Rule 5310. A screen that flags outliers, not a determination that best execution was achieved.SEC, FINRA, MiFID II, FCA, SEBIbinance-futures-testnet-to-mainnet-promotionUse when a Binance Futures strategy moves from testnet to mainnet, where the same code pointed at a different host reaches real leveraged capital; binds each base URL to its environment, separates credentials and fails closed on a mismatch.Exchanges and venues worldwidebinary-options-regulatory-and-risk-considerationsUse before researching or deploying a strategy in binary options or fixed-return event contracts, where the first question is whether the trade is lawful for that client category and jurisdiction rather than whether it has edge.Options, futures, swapsbinary-protocol-parsing-for-low-latency-feedsUse when decoding fixed-layout binary market data by byte offset (NASDAQ ITCH, CME MDP 3.0 SBE, Eurex T7 EMDI): frame validation, message-type dispatch, fixed-point tick prices and zero-copy buffer walking that fails loud.Tick pipelines and backpressureblack-swan-playbook-for-halted-marketsUse when a venue disseminates a LULD pause or market-wide circuit breaker on a symbol you hold; covers order lockdown, risk-limit expansion and notional-scaled basis-risk-aware proxy hedging, with no proxy hedge during a market-wide halt.Kill switches and exposure limitsblue-green-deployment-for-live-strategy-updatesUse when a strategy that is currently routing orders and holding positions must be replaced without waiting for a maintenance window; stages the new build on a standby slot, health-checks it, syncs position and open-order state, then cuts routing authority over.Supervision, promotion, chaosborsa-istanbul-api-integrationUse when routing orders to Borsa Istanbul BISTECH over FIX 5.0 SP2 and the order lifecycle must be modelled correctly: NewOrderSingle, the two possible answers to a cancel request, and execution reports applied idempotently across resends.Exchanges and venues worldwidebroker-account-margin-call-handlingUse when a bot trades a Reg T, portfolio or futures margin account and must act before the broker liquidates: tiered maintenance-margin warnings cross-checked against broker excess liquidity, initial-margin order gating and liquidity-aware de-leveraging.Auth, tokens, idempotent ordersbroker-agnostic-adapter-interfaceUse when strategy code must run across several brokers and should not import kiteconnect, alpaca-py or ibapi directly; defines an adapter contract with Decimal prices, typed exceptions and normalised order status across venues.Auth, tokens, idempotent ordersbroker-api-changelog-diffing-toolUse before upgrading a broker SDK or OpenAPI spec, to diff two schema snapshots for removed endpoints, newly required parameters, enum mutations and type changes so CI fails before the change reaches an order path.Auth, tokens, idempotent ordersbroker-api-deprecation-notice-monitoringUse when a long-running bot calls REST endpoints a broker may retire; parses RFC 8594 Sunset and RFC 9745 Deprecation headers plus changelog feeds into one dated migration deadline with an escalation tier.Auth, tokens, idempotent ordersbroker-api-idempotent-cancel-requestsUse when cancelling live orders over an unreliable network. De-duplicates cancel retries and separates a cancel the broker acknowledged from one it completed, so a timeout, 5xx or order-not-found is never read as proof the order is dead.Auth, tokens, idempotent ordersbroker-api-versioning-migration-playbookUse when moving live order flow from one broker API version to the next: shadow reads, deterministic per-order canary routing that survives retries, latched rollback, and a translator that refuses to silently change time-in-force.Auth, tokens, idempotent ordersbroker-failover-secondary-account-routingUse when order flow must continue on a backup broker account after the primary degrades. Classifies which failures are safe to fail over, refuses to re-send an order that may already be working, and pins reducing orders to the account holding the position.Auth, tokens, idempotent ordersbroker-margin-interest-accrual-trackingUse when computing net P&L for a leveraged or short book: tiered blended margin-loan rates, short borrow fees on collateral value, 360 versus 365 day counts, and calendar-day accrual across weekends and holidays.Auth, tokens, idempotent ordersbroker-order-type-capability-matrixUse when one strategy runs across brokers with different native order types (bracket, OCO, trailing stop, iceberg, peg, TWAP) and must decide whether to send a native type or emulate it locally while conserving the parent quantity.Auth, tokens, idempotent ordersbroker-side-order-throttle-detectionUse when a venue queues excess order messages instead of rejecting them, so congestion shows up only as acknowledgement latency. Detects undeclared throttling from an EWMA ACK round-trip baseline and paces dispatch with AIMD backoff.Auth, tokens, idempotent ordersbroker-status-page-monitoring-integrationUse when an order or feed failure raises the on-call question of whether the broker is down or your code is. Polls Atlassian Statuspage v2 summary feeds scoped to the components your order flow uses, and requires fresh positive evidence.Auth, tokens, idempotent ordersbursa-malaysia-api-integrationUse when routing orders to Bursa Malaysia BTS2 through Bursa Direct Access over FIXT.1.1 and FIX 5.0 SP1; enforces the client order id uniqueness BTS2 does not check itself, and models the cancel request and execution report lifecycle.Exchanges and venues worldwidebybit-derivatives-api-integrationUse when signing Bybit V5 REST requests by hand rather than through the pybit SDK: HMAC-SHA256 over the exact bytes transmitted, a timestamp inside Bybit's asymmetric acceptance window, and the recv_window semantics.Exchanges and venues worldwidecalendar-spread-and-multi-leg-order-atomicityUse when executing a multi-leg strategy on a venue with no native combination instrument, managing legging risk when one leg fills and the market moves before the other. A native spread instrument makes this unnecessary.Options, futures, swapscanada-iiroc-electronic-trading-rulesUse when routing orders to Canadian marketplaces such as TSX, TSX Venture, Cboe Canada or an ATS, where NI 23-103 section 3 and UMIR Rule 7.1 require automated pre-trade controls and UMIR 6.2 order designations on every order.SEC, FINRA, MiFID II, FCA, SEBIcanary-releases-for-strategy-code-changesUse when new or materially changed strategy code will send live orders and the first ones should be small enough that a defect costs a rounding error; shadow mode first, then deliberately shrunken orders under absolute notional caps.Supervision, promotion, chaoscapacity-planning-for-symbol-universe-growthUse before expanding a strategy from a small basket to a large universe, to forecast CPU, memory and network bandwidth from per-symbol measurements. A first-order procurement estimate, not a load test.Supervision, promotion, chaoscapital-efficiency-across-cross-margined-strategiesUse when several strategies share one portfolio-margined account and you need to estimate how much collateral cross-margining frees versus margining each sleeve standalone, using SPAN-style spread credits.Allocation across strategiescapital-gains-vs-business-income-classificationUse when sorting a year of closed trades into the tax buckets one authority actually recognises, under Indian s.43(5) and s.2(42A), US IRC s.1222, s.475(f) and s.1256, or the Canadian tests. The categories differ by jurisdiction, so there is no generic mode.Lots, elections, reconciliationcapital-preservation-mode-for-degraded-conditionsUse when a live system needs a strategy-independent gate that blocks new orders once drawdown, order submission rate, consecutive venue errors or feed staleness breaches a limit. It blocks new orders; cancelling working ones is the kill switch.Kill switches and exposure limitscapital-reallocation-based-on-live-performanceUse when capital must be re-weighted across active strategies from their trailing live trade statistics, using fractional Kelly bounded by per-strategy capacity ceilings. It sizes each strategy independently of the others.Allocation across strategiescategorical-feature-encoding-for-instrument-identityUse when a cross-sectional model needs to know which instrument a row belongs to and the symbol column has hundreds or thousands of levels; smoothed target encoding computed out-of-fold, instead of one-hot columns that are almost all zero.Leakage-free features and modelscboe-options-exchange-api-integrationUse when trading multi-leg option strategies on Cboe options exchanges over Titanium FIX: New Order Multileg construction, leg ratio normalisation and Complex Order Auction participation. Single-leg orders use New Order Single instead.Exchanges and venues worldwidecentral-bank-communication-nlp-analysisUse when quantifying the hawkish or dovish stance of central bank statements, minutes and press conferences for a macro, rates or FX strategy, with sentence-level negation handling and policy uncertainty scoring.Signals from non-market datacentralized-secrets-management-vault-integrationUse when a trading process should fetch exchange API keys or database credentials from HashiCorp Vault at runtime rather than a .env file; AppRole login, KV v2 reads, explicit token TTL handling and a bounded local cache.Supervision, promotion, chaoscftc-commodity-pool-operator-registrationUse when a US commodity pool relies on the 17 CFR 4.13(a)(3) de minimis exemption from Commodity Pool Operator registration, to test a proposed commodity interest position against the initial-margin and net-notional trading tests before it is taken.SEC, FINRA, MiFID II, FCA, SEBIchaos-engineering-for-trading-infrastructureUse when failover, timeout and gap-recovery paths have never actually run under fault; injects reproducible latency, message loss and simulated process death at an I/O boundary, behind an activation gate and never near live capital.Supervision, promotion, chaoscircuit-breaker-for-downstream-service-callsUse when a trading process calls a non-order dependency (reference data, an alt-data vendor, an internal microservice) that can hang and exhaust threads and connection pools. Never wrap order submission or cancels with it.Tick pipelines and backpressureclass-imbalance-handling-for-rare-signal-eventsUse when predicting rare events such as halts or flash crashes where one class is under a few percent; cost-sensitive weighting and undersampling with the probability recalibration that undersampling makes necessary.Leakage-free features and modelsclock-drift-monitoring-alerting-thresholdsUse when a host stamping reportable events must prove its clock stays inside the MiFID II RTS 25 divergence limit for that activity, evaluating PTP offset and daemon state and latching a halt on breach. Disciplining the clock is a separate skill.Colocation, clocks, tick-to-tradeclock-skew-correction-for-tick-timestampsUse when captured ticks carry both a venue send time and a local receive time and the local clock drifts. Estimates rate offset from windowed minimum one-way delays and re-expresses local stamps on the venue timescale, monotonically.Tick pipelines and backpressureclock-synchronization-ptp-for-trading-hostsUse when standing up or auditing the time-sync stack itself on a Linux trading host: NIC hardware timestamping, ptp4l against the grandmaster profile and phc2sys to the system clock, with linuxptp telemetry parsed as reported.Colocation, clocks, tick-to-tradeclose-auction-participation-strategyUse when providing contra-side liquidity into a US closing cross against a published imbalance feed, or executing a rebalance at the official closing price with price protection. The opening cross is opening-auction-imbalance-based-execution.TWAP, VWAP, POV, routing