Crypto Long/Short Signal Agent
Trader
Seven signals validated by information coefficient. Dollar-neutral long/short. Regime-aware blending. The quant crypto stack your agent has been missing.
About
A complete AI agent skill for building and backtesting a signal-driven long/short cryptocurrency portfolio across 26 coins. This isn't a price-prediction prompt or a "buy the dip" heuristic — it encodes a rigorous quantitative methodology: seven signals ranked by information coefficient, composite scoring via signed z-scores, dollar-neutral long/short construction, conditional value at risk risk-parity position sizing, and 4-state Gaussian Mixture Model regime detection that adjusts exposure automatically in high-volatility regimes. Built from a production system with information coefficient decay analysis confirming signal half-lives and ordinary least squares cross-sectional validation. The only quant long/short crypto agent on the market.
Core Capabilities
- - 7 signals validated by information coefficient with composite scoring (volatility
- beta
- conditional value at risk at 95% confidence
- autocorrelation
- Brock-Scheinkman-Weiss exhaustion
- raw returns
- Hilbert Transform Dominant Cycle Period)
- - Dollar-neutral long/short construction: long top-N
- short bottom-N by composite signal rank
- - Conditional value at risk risk-parity weighting for both legs independently
- - 4-state Gaussian Mixture Model regime detection with exposure blending (full long/short in low-vol
- reduced in high-vol)
- - Signal validation via information coefficient and information coefficient ratio — verify signal quality on your own data
- - Signal half-life estimation via information coefficient decay fitting (confirms optimal rebalancing cadence)
- - Dual data sourcing: yfinance prices + CoinGecko market cap/volume for 26 major coins
- - Transaction cost handling for both legs: 4bp on one-way turnover per rebalance
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One-time purchase
$97
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Details
- Type
- Persona
- Category
- Finance
- Price
- $97
- License
- One-time purchase
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