只读镜像，源仓库：https://github.com/quantskills/agent-correlation-break-research。提交与反馈请前往 GitHub。 QuantSkills Pandadata agent for detecting correlation breaks, style shifts, and diversification stress.
只读镜像，源仓库：https://github.com/quantskills/skill-trendline-breakdown-reversal。提交与反馈请前往 GitHub。 是一个面向 A 股量化选股的因子 Skill。它使用 PandData 获取指定交易日及历史日线数据，识别个股是否向下突破下降趋势线形成的压力位，并判断后续是否出现反转确认，最终输出当日符合条件的股票列表及因子值。
只读镜像，源仓库：https://github.com/quantskills/agent-future-trading。提交与反馈请前往 GitHub。 基于多智能体协作的期货交易策略生成、历史回测与研究学习系统。
只读镜像，源仓库：https://github.com/quantskills/quantskills。提交与反馈请前往 GitHub。 QuantSkills组织的全景导航 ——Panoramic navigator for the QuantSkills organization
只读镜像，源仓库：https://github.com/quantskills/skill-build-b10-factor-evaluation。提交与反馈请前往 GitHub。 The system supports IC/IR calculation, stratified backtesting, monotonicity testing, turnover rate analysis and decay curve plotting for quantitative factor re
只读镜像，源仓库：https://github.com/quantskills/agent-cross-market-event-radar。提交与反馈请前往 GitHub。 Cross-market corporate event radar using PandaData for research monitoring; no order execution.
只读镜像，源仓库：https://github.com/quantskills/skill-backtest-etf。提交与反馈请前往 GitHub。 Research-only listed ETF strategy backtesting with an authorized panda_data SDK and local Parquet.
只读镜像，源仓库：https://github.com/quantskills/skill-factor-drift-monitor。提交与反馈请前往 GitHub。 Diagnose missingness, anomalies, coverage changes, and distribution drift in factor panel data.
只读镜像，源仓库：https://github.com/quantskills/skill-fund-holding-xray。提交与反馈请前往 GitHub。 Research-only ETF and fund holding concentration and implied-style analysis using PandaAI data.
只读镜像，源仓库：https://github.com/quantskills/skill-tqx-data-research。提交与反馈请前往 GitHub。 Use tqx_data with local parquet to generate and run Hong Kong and US factor analysis, time-series strategy backtests, and cross-sectional strategy backtests. Use when the prompt asks for factor construction, IC/IR/group/decay analy
