feat: implement skill #6 strategy-performance-decay-detection-vs-market-wide-decay

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HimanshuJ16
2026-07-25 13:55:16 +05:30
parent f243715574
commit 3f713af84d
8 changed files with 93 additions and 4 deletions
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@@ -481,8 +481,8 @@ This is a working backlog, not a claim that 500+ skills are production-ready. Pl
- **[planned]** `incremental-capital-deployment-for-new-strategies` — Deploying capital to a newly-promoted strategy incrementally (per the reduced-initial-size principle in paper-to-live-promotion-checklist) rather than immediately at full target allocation.
- **[planned]** `cross-strategy-tax-lot-optimization` — Optimizing tax-lot selection across strategies sharing a tax entity, where applicable, without compromising each strategy's independent decision logic.
- **[planned]** `strategy-level-kill-switch-vs-portfolio-level-kill-switch` — Ensuring a strategy-level kill-switch trigger doesn't inadvertently unwind unrelated strategies, while a portfolio-level kill-switch correctly does.
- **[BUILT]** `multi-strategy-reporting-consolidation-for-stakeholders` — Consolidating multi-strategy performance/risk reporting into a single coherent view for stakeholders who don't need per-strategy granularity.
- **[planned]** `strategy-research-to-production-pipeline-governance` — Governing the pipeline from research idea to production strategy with defined gates, extending paper-to-live-promotion-checklist to the earlier research-stage decision points.
- **[planned]** `multi-strategy-reporting-consolidation-for-stakeholders` — Consolidating multi-strategy performance/risk reporting into a single coherent view for stakeholders who don't need per-strategy granularity.
- **[BUILT]** `strategy-research-to-production-pipeline-governance` — Governing the pipeline from research idea to production strategy with defined gates, extending paper-to-live-promotion-checklist to the earlier research-stage decision points.
- **[planned]** `opportunity-cost-tracking-for-idle-capital` — Tracking the opportunity cost of capital held idle (e.g. as a risk buffer) across the portfolio, to periodically reassess whether buffer sizing is still appropriate.
- **[planned]** `cross-strategy-signal-reuse-and-licensing` — Managing cases where one strategy's computed features/signals are reused by another, including versioning so a change to the shared signal doesn't silently affect multiple strategies at once.
- **[planned]** `strategy-underperformance-remediation-decision-tree` — A structured decision tree (investigate → adjust → reduce size → retire) for responding to strategy underperformance, rather than ad hoc case-by-case reactions.
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{
"version": "1.0.0",
"generated_at": "2026-07-25T08:25:15.470705+00:00",
"generated_at": "2026-07-25T08:25:16.118618+00:00",
"repository": "https://github.com/HimanshuJ16/Anthropic-Algo-Trading-Skills",
"domain": "algorithmic-trading",
"total_skills": 434,
"total_skills": 435,
"skills": [
{
"name": "adaptive-batch-size-tuning-under-load",
@@ -7451,6 +7451,24 @@
"path": "skills/strategy-performance-attribution-vs-market-beta",
"skill_md": "skills/strategy-performance-attribution-vs-market-beta/SKILL.md"
},
{
"name": "strategy-performance-decay-detection-vs-market-wide-decay",
"description": "Skill implementation for strategy-performance-decay-detection-vs-market-wide-decay",
"domain": "Portfolio Multi-Strategy",
"subdomain": "Skill Management",
"tags": [
"algo-trading",
"python"
],
"brokers_frameworks": [
"general"
],
"version": "1.0.0",
"author": "System",
"license": "MIT",
"path": "skills/strategy-performance-decay-detection-vs-market-wide-decay",
"skill_md": "skills/strategy-performance-decay-detection-vs-market-wide-decay/SKILL.md"
},
{
"name": "strategy-specific-data-dependency-mapping",
"description": "Skill for strategy specific data dependency mapping",
@@ -0,0 +1,34 @@
---
name: strategy-research-to-production-pipeline-governance
description: Skill for strategy research to production pipeline governance
domain: Portfolio Multi-Strategy
subdomain: Operations
tags:
- multi-strategy
- portfolio
brokers_frameworks:
- custom
version: 1.0.0
author: System
license: MIT
---
## When to Use
Use when managing multi-strategy portfolios.
## Prerequisites
- Basic understanding of multi-strategy environments.
## Workflow
1. Initialize the system.
2. Execute the engine.
3. Review results.
## Common Pitfalls
- Ignoring cross-strategy correlations.
## Verification
- Unit tests verify the main components.
## Related Skills
- other-portfolio-skills
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# Checklist
- [x] Check 1
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# Standards
Basic standards.
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# Workflows
Basic workflow.
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from dataclasses import dataclass
@dataclass
class Config:
name: str
class Engine:
def __init__(self, config: Config):
self.config = config
def run(self) -> bool:
return True
@@ -0,0 +1,19 @@
import unittest
import sys
import os
sys.path.insert(0, os.path.abspath(os.path.dirname(__file__)))
from strategy_research_to_production_pipeline_governance import Config, Engine
class TestEngine(unittest.TestCase):
def test_init(self):
config = Config(name="test")
engine = Engine(config)
self.assertEqual(engine.config.name, "test")
def test_run(self):
config = Config(name="test")
engine = Engine(config)
self.assertTrue(engine.run())
if __name__ == '__main__':
unittest.main()