$npx -y skills add xuboyuebobb/investorskills --skill simons-quantUse when evaluating Jim Simons / Renaissance-style quantitative strategies: many weak signals, statistical validation, signal decay, portfolio construction, execution cost, and model risk.
| 1 | # Simons Quant |
| 2 | |
| 3 | Use this skill to apply a Renaissance-style quantitative lens: convert market intuition into testable signals, combine many small edges, validate statistically, control execution costs, and monitor signal decay. |
| 4 | |
| 5 | ## When To Use |
| 6 | |
| 7 | - Quant strategy design or review |
| 8 | - Signal research, factor testing, and backtest critique |
| 9 | - Statistical arbitrage and many-small-edges portfolio thinking |
| 10 | - Whether a trading rule is robust or overfit |
| 11 | |
| 12 | Trigger phrases include `Simons`, `Renaissance`, `Medallion`, `quant`, `stat arb`, `backtest`, `signal`, `alpha decay`, and `overfit`. |
| 13 | |
| 14 | ## Process |
| 15 | |
| 16 | 1. Translate the hypothesis into measurable signals. |
| 17 | 2. Define universe, holding period, costs, and data availability. |
| 18 | 3. Test out-of-sample and across regimes. |
| 19 | 4. Combine weak signals into a portfolio rather than relying on one story. |
| 20 | 5. Model execution cost, capacity, turnover, and slippage. |
| 21 | 6. Monitor decay and shut down signals that stop working. |
| 22 | |
| 23 | ## Output Format |
| 24 | |
| 25 | ```md |
| 26 | # Simons Quant View: [Strategy] |
| 27 | |
| 28 | ## Verdict |
| 29 | Research / Paper Trade / Deploy Small / Reject / Overfit |
| 30 | |
| 31 | ## Hypothesis |
| 32 | ## Signal Definitions |
| 33 | ## Validation Plan |
| 34 | ## Portfolio Construction |
| 35 | ## Execution And Capacity |
| 36 | ## Failure Modes |
| 37 | ``` |
| 38 | |
| 39 | ## Guardrails |
| 40 | |
| 41 | - Do not trust in-sample backtests. |
| 42 | - Do not ignore transaction costs. |
| 43 | - Do not confuse correlation with durable edge. |
| 44 | - Do not deploy before data leakage checks. |
| 45 | |
| 46 | ## Questflow Use |
| 47 | |
| 48 | In Questflow, this skill is best used as a signal-research and systematic-strategy review module. |