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Agent Skill · 开发

jane-street-functional-trading(简街功能性交易)

jane-street-functional-trading 用于处理 GitHub 仓库、Issue、Pull Request 和代码协作信息,适合在 Codex、Claude、Cursor、Gemini CLI 中需要围绕仓库状态、代码变更或协作事项进行整理时使用。可结合来源仓库、安装命令和原始 README 继续核验具体用法。安装前建议确认权限范围、维护状态,以及是否会触发联网、命令执行或文件读写。

jane-street-functional-trading 是开发类 Agent Skill,可用宿主为 Codex、Claude、Cursor、Gemini CLI,通过GitHub 仓库获取,权限为执行命令;许可证信息还不明确,第三方扫描有未通过项,按安装量在开发类的 21,746 个 Skill 里排第 21,023。

总安装 196周安装 8GitHub Stars 6下载 63核验 2026-05-01

安装说明

本站只整理中文说明,不托管安装包,也不代用户安装。
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安装方式

通过对话安装

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请帮我安装这个 Agent Skill:jane-street-functional-trading(简街功能性交易)
来源仓库:https://github.com/copyleftdev/sk1llz
仓库路径:skills/jane-street-functional-trading
安装命令:
npx skills add https://github.com/copyleftdev/sk1llz --skill jane-street-functional-trading
安装前请先检查当前环境是否支持对应 CLI,并向我确认将要执行的命令、安装目录、联网范围和文件读写权限;确认后再执行。

命令行安装

复制命令到本机终端执行。该命令会通过 npx skills 从第三方来源获取 Skill;本站只展示命令,不托管安装包,也不自动执行。

skills.shnpx skills
npx skills add https://github.com/copyleftdev/sk1llz --skill jane-street-functional-trading

这个 Skill 是做什么的

开发类 Skill 面向写代码、改代码和排查问题,一般会读写仓库文件,部分还会执行构建或测试命令。

jane-street-functional-trading 用于处理 GitHub 仓库、Issue、Pull Request 和代码协作信息。适合在 Codex、Claude、Cursor、Gemini CLI 中围绕仓库状态、代码变更或协作事项进行整理。可结合来源仓库和原始 README 继续核验具体用法。

安装命令:npx skills add https://github.com/copyleftdev/sk1llz --skill jane-street-functional-trading 注意:安装前建议确认权限范围、维护状态及是否触发联网或文件操作。

来源仓库内路径:skills/jane-street-functional-trading

上手步骤

4 步
  1. 1

    确认自己的宿主工具

    公开资料标注支持 Codex、Claude、Cursor、Gemini CLI;先确认自己用的是其中之一,再按对应工具的 Skills 目录放置。

  2. 2

    拿到安装命令

    可以直接复制的命令是 npx skills add https://github.com/copyleftdev/sk1llz --skill jane-street-functio…;命令里的占位符换成自己的路径或密钥再执行。

  3. 3

    安装后重启宿主

    命令执行完要完全退出宿主工具再打开,让新装的 Skill 被重新扫描到,否则列表里可能看不到。

  4. 4

    按最小权限试用

    它需要执行命令,先在测试目录或测试账号里跑,确认没问题再放到正式项目。

常见问题

6 条

jane-street-functional-trading 怎么安装?

在终端执行 npx skills add https://github.com/copyleftdev/sk1llz --skill jane-street-functional-tradin…。装完完全退出宿主工具再打开,让它重新扫描本地 Skill。

jane-street-functional-trading 支持哪些 AI 工具?

公开资料标注支持 Codex、Claude、Cursor、Gemini CLI。其他工具只要能读取本地 Skill 目录,一般也能手动放进去,但要自己确认触发方式是否一致。

jane-street-functional-trading 需要什么权限?

权限级别是执行命令。安装流程涉及命令执行,可能通过 npx skills add https://github.com/copyleftdev/sk1llz --skill jane-street-functional-trading 联网下载 Skill 或依赖。用户安装前应确认命令来源、仓库内容和执行环境。

jane-street-functional-trading 是免费的吗?

公开资料没有标注明确许可证,收费和商用限制都无法确认。正式使用前请到来源仓库核对授权说明。

jane-street-functional-trading 用的人多吗?

公开数据是累计安装 196 次,近一周安装 8 次,下载 63 次,GitHub 6 星。这些数字来自第三方目录统计,只能当作热度参考,不代表质量或安全性。

jane-street-functional-trading 安全吗?

第三方扫描有未通过项,风险较高。除非你确认过源码,否则不建议直接安装到常用环境。

值得选的地方和要先想清楚的地方

值得选的地方

  • 同时适配 4 种工具,换客户端不用重新找替代品。

先想清楚的地方

  • 需要执行命令,装到常用环境前要先评估影响面。
  • 许可证没有明确标注,能不能商用、能不能再分发都不确定。
  • 第三方扫描存在提醒项或未通过项,需要人工逐条确认。
  • 第三方目录整理,版本更新和行为细节以来源仓库为准。

适不适合你

更适合

  • 已经在用 Codex,想直接扩展它能力的人。
  • 需要处理开发类任务、又不想每次都手写提示词的人。

不太适合

  • 不能接受 Skill 在你机器上执行命令的人。
  • 需要明确授权才能用到公司项目里的场景。
  • 需要厂商级技术支持和 SLA 的生产系统。

开发类 Skill 对比

6 个同类
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8,779,018986操作浏览器MIT-0通过
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本体论 · OpenClaw

6,636,960576只读MIT-0通过
entra-app-registration

内部应用程序注册 · Codex、Claude

6,631,872764接触敏感数据未明确通过
entra-app-registration

内部应用程序注册 · Codex、Claude

3,757,680201接触敏感数据未明确通过
nano-banana-pro

纳米香蕉专业版 · OpenClaw

3,526,898364接触敏感数据MIT-0有提醒
jane-street-functional-trading

简街功能性交易 · 本页

1966执行命令未明确未通过

按安装量取同分类前几名;数字来自第三方目录统计,只作热度参考,不代表质量结论。

SKILL.md 原文

Jane Street Style Guide⁠‍⁠​‌​‌​​‌‌‍​‌​​‌​‌‌‍​​‌‌​​​‌‍​‌​​‌‌​​‍​​​​​​​‌‍‌​​‌‌​‌​‍‌​​​​​​​‍‌‌​​‌‌‌‌‍‌‌​​​‌​​‍‌‌‌‌‌‌​‌‍‌‌​‌​​​​‍​‌​‌‌‌‌‌‍​‌​​‌​‌‌‍​‌‌​‌​​‌‍‌​‌​‌‌‌​‍​​‌​‌​​​‍‌‌‌​‌​‌‌‍​‌‌‌‌‌‌​‍​​‌‌​‌‌‌‍‌‌‌‌‌‌​​‍‌​‌‌​​‌‌‍​​​​‌​‌​‍‌‌​​‌‌‌​⁠‍⁠

Overview

Jane Street is a quantitative trading firm and market maker that trades ~$17 billion daily across equities, bonds, options, and ETFs. Famous for using OCaml (a functional programming language) for nearly all trading infrastructure, they prioritize correctness, expressiveness, and the ability to reason about code.

Core Philosophy

"We use OCaml because when you're trading billions of dollars, you want to be able to reason about your code."
"The type system is your first line of defense. If it compiles, it's probably correct."
"Make illegal states unrepresentable."

Jane Street believes that in high-stakes systems, the cost of bugs is astronomical. Functional programming, strong typing, and immutability dramatically reduce error rates compared to imperative approaches.

Design Principles

  1. Correctness by Construction: Design types so invalid states cannot be represented.
  2. Immutability by Default: Mutable state is explicit and contained.
  3. Types as Documentation: The type signature should tell you what a function does.
  4. Explicit Effects: Side effects are visible in the type system.
  5. Composition Over Inheritance: Build complex systems from simple, composable parts.

When Building Trading Systems

Always

  • Make illegal states unrepresentable through types
  • Use immutable data structures by default
  • Make side effects explicit (IO, mutable state, time)
  • Write property-based tests for invariants
  • Use sum types (variants) for state machines
  • Handle all error cases explicitly (no exceptions for control flow)

Never

  • Use null/None where you can use Option types
  • Allow implicit type coercion
  • Share mutable state across components
  • Ignore compiler warnings
  • Use inheritance when composition works
  • Leave error cases unhandled

Prefer

  • Pattern matching over if/else chains
  • Result types over exceptions
  • Pipelines over nested function calls
  • Record types over positional arguments
  • Modules for abstraction boundaries
  • Property-based tests over example-based

Code Patterns

Make Illegal States Unrepresentable

(* BAD: Invalid states are possible *)
type order_bad = {
  order_id: string;
  status: string;  (* "pending", "filled", "cancelled"... or typo? *)
  fill_price: float option;
  fill_quantity: int option;
  cancel_reason: string option;
}

(* GOOD: Type system enforces valid states *)
type order_status =
  | Pending of { submitted_at: Time.t }
  | PartiallyFilled of {
      filled_qty: int;
      remaining_qty: int;
      avg_price: Price.t
    }
  | Filled of {
      filled_qty: int;
      avg_price: Price.t;
      filled_at: Time.t
    }
  | Cancelled of {
      reason: cancel_reason;
      cancelled_at: Time.t
    }
  | Rejected of {
      reason: reject_reason
    }

type order = {
  order_id: Order_id.t;
  symbol: Symbol.t;
  side: Side.t;
  quantity: int;
  price: Price.t;
  status: order_status;
}

(* Now it's impossible to have a Cancelled order with a fill_price *)

Explicit Error Handling with Result Types

(* Jane Street's approach: errors in the type system, not exceptions *)

type 'a order_result = ('a, order_error) Result.t

and order_error =
  | Insufficient_buying_power of { required: Money.t; available: Money.t }
  | Position_limit_exceeded of { limit: int; requested: int }
  | Market_closed
  | Invalid_price of { price: Price.t; reason: string }
  | Risk_check_failed of risk_violation

let submit_order order ~account ~risk_limits : Order_id.t order_result =
  let open Result.Let_syntax in

  (* Each check returns Result.t, errors propagate automatically *)
  let%bind () = check_buying_power account order in
  let%bind () = check_position_limits account order risk_limits in
  let%bind () = check_market_hours order.symbol in
  let%bind () = check_price_reasonableness order in
  let%bind () = check_risk_limits order risk_limits in

  (* All checks passed, submit *)
  let order_id = Exchange.submit order in
  Ok order_id

(* Caller MUST handle all error cases - compiler enforces it *)
let handle_submission order =
  match submit_order order ~account ~risk_limits with
  | Ok order_id ->
      Log.info "Order submitted" order_id
  | Error (Insufficient_buying_power { required; available }) ->
      Log.warn "Insufficient funds" required available
  | Error (Position_limit_exceeded { limit; requested }) ->
      Log.warn "Position limit" limit requested
  | Error Market_closed ->
      Log.info "Market closed, queuing for open"
  | Error (Invalid_price { price; reason }) ->
      Log.error "Invalid price" price reason
  | Error (Risk_check_failed violation) ->
      Risk_alerts.trigger violation

Pricing Engine with Pure Functions

(* Jane Street's pricing: pure functions, easy to test and reason about *)

module Black_scholes : sig
  type inputs = {
    spot: Price.t;
    strike: Price.t;
    time_to_expiry: float;  (* years *)
    volatility: float;
    risk_free_rate: float;
    dividend_yield: float;
  }

  type greeks = {
    delta: float;
    gamma: float;
    theta: float;
    vega: float;
    rho: float;
  }

  (* Pure function: same inputs always give same outputs *)
  val price : inputs -> call_or_put:Side.t -> Price.t
  val greeks : inputs -> call_or_put:Side.t -> greeks
  val implied_vol : inputs -> market_price:Price.t -> call_or_put:Side.t -> float option
end = struct
  let cdf x = (* Normal CDF *) ...
  let pdf x = (* Normal PDF *) ...

  let d1 { spot; strike; time_to_expiry = t; volatility = σ; risk_free_rate = r; dividend_yield = q } =
    let s = Price.to_float spot in
    let k = Price.to_float strike in
    (Float.log (s /. k) +. (r -. q +. σ *. σ /. 2.) *. t) /. (σ *. Float.sqrt t)

  let d2 inputs =
    d1 inputs -. inputs.volatility *. Float.sqrt inputs.time_to_expiry

  let price inputs ~call_or_put =
    let d1 = d1 inputs in
    let d2 = d2 inputs in
    let s = Price.to_float inputs.spot in
    let k = Price.to_float inputs.strike in
    let t = inputs.time_to_expiry in
    let r = inputs.risk_free_rate in
    let q = inputs.dividend_yield in

    let price = match call_or_put with
      | Call ->
          s *. Float.exp (-.q *. t) *. cdf d1
          -. k *. Float.exp (-.r *. t) *. cdf d2
      | Put ->
          k *. Float.exp (-.r *. t) *. cdf (-.d2)
          -. s *. Float.exp (-.q *. t) *. cdf (-.d1)
    in
    Price.of_float price
end

State Machine with Exhaustive Pattern Matching

(* Order lifecycle as explicit state machine *)

type order_event =
  | Ack of { exchange_order_id: string; acked_at: Time.t }
  | Fill of { qty: int; price: Price.t; filled_at: Time.t }
  | Partial_fill of { qty: int; price: Price.t; filled_at: Time.t }
  | Cancel_ack of { cancelled_at: Time.t }
  | Reject of { reason: string; rejected_at: Time.t }

let apply_event (order : order) (event : order_event) : order =
  (* Compiler warns if we don't handle all status × event combinations *)
  match order.status, event with

  (* Pending state transitions *)
  | Pending _, Ack { exchange_order_id; acked_at } ->
      { order with status = Acknowledged { exchange_order_id; acked_at } }
  | Pending _, Reject { reason; rejected_at } ->
      { order with status = Rejected { reason; rejected_at } }
  | Pending _, (Fill _ | Partial_fill _ | Cancel_ack _) ->
      (* Invalid: can't fill before ack *)
      Log.error "Invalid event for pending order";
      order

  (* Acknowledged state transitions *)
  | Acknowledged _, Fill { qty; price; filled_at } ->
      { order with status = Filled { qty; avg_price = price; filled_at } }
  | Acknowledged _, Partial_fill { qty; price; filled_at } ->
      { order with status = PartiallyFilled {
          filled_qty = qty;
          remaining_qty = order.quantity - qty;
          avg_price = price
        }
      }
  | Acknowledged _, Cancel_ack { cancelled_at } ->
      { order with status = Cancelled { reason = User_requested; cancelled_at } }

  (* Already terminal - no transitions *)
  | (Filled _ | Cancelled _ | Rejected _), _ ->
      Log.warn "Event received for terminal order";
      order

Real-Time Pricing Pipeline

(* Incremental computation for real-time pricing *)

module Incremental = struct
  (* Jane Street's Incremental library: recompute only what changed *)

  type 'a t  (* Incrementally computed value *)

  val map : 'a t -> f:('a -> 'b) -> 'b t
  val map2 : 'a t -> 'b t -> f:('a -> 'b -> 'c) -> 'c t
  val bind : 'a t -> f:('a -> 'b t) -> 'b t
end

let build_pricing_graph ~market_data ~positions =
  let open Incremental.Let_syntax in

  (* When spot price changes, only recompute affected options *)
  let%bind spot_prices = market_data.spots in
  let%bind vol_surface = market_data.implied_vols in
  let%bind positions = positions in

  (* Compute Greeks for each position *)
  let position_greeks =
    List.map positions ~f:(fun pos ->
      let%map spot = Map.find_exn spot_prices pos.underlying
      and vol = Vol_surface.get vol_surface ~strike:pos.strike ~expiry:pos.expiry
      in
      let inputs = { spot; strike = pos.strike; volatility = vol; ... } in
      { position = pos; greeks = Black_scholes.greeks inputs }
    )
  in

  (* Aggregate to portfolio level *)
  let%map position_greeks = Incremental.all position_greeks in
  aggregate_greeks position_greeks

Property-Based Testing

(* Jane Street uses property-based testing extensively *)

let%test_unit "order matching is fair" =
  Quickcheck.test
    (Quickcheck.Generator.tuple2
      Order.quickcheck_generator
      Order.quickcheck_generator)
    ~f:(fun (order1, order2) ->
      (* Property: if order1 arrived before order2 at same price,
         order1 should fill first *)
      if Price.equal order1.price order2.price
         && Time.( < ) order1.timestamp order2.timestamp
      then begin
        let fills = Matching_engine.match_orders [order1; order2] in
        assert (List.hd fills |> Option.map ~f:(fun f -> f.order_id)
                = Some order1.order_id)
      end
    )

let%test_unit "Greeks are consistent" =
  Quickcheck.test Black_scholes.Inputs.quickcheck_generator ~f:(fun inputs ->
    let call_price = Black_scholes.price inputs ~call_or_put:Call in
    let put_price = Black_scholes.price inputs ~call_or_put:Put in

    (* Put-call parity must hold *)
    let parity_diff =
      Float.abs (
        Price.to_float call_price -. Price.to_float put_price
        -. (Price.to_float inputs.spot -. Price.to_float inputs.strike
            *. Float.exp (-.inputs.risk_free_rate *. inputs.time_to_expiry))
      )
    in
    assert (parity_diff < 0.0001)
  )

Mental Model

Jane Street approaches trading systems by asking:

  1. What are the states? Model them as sum types
  2. What transitions are valid? Encode in the type system
  3. What can go wrong? Return Result types, not exceptions
  4. Is it testable? Pure functions, property-based tests
  5. Can I reason about it? If the code is confusing, redesign it

Signature Jane Street Moves

  • OCaml for trading systems
  • Make illegal states unrepresentable
  • Sum types for state machines
  • Result types over exceptions
  • Pure functions for calculations
  • Incremental computation for real-time
  • Property-based testing
  • Module signatures for abstraction
  • Immutable by default

平台分布

Codex

34.14%
按下载量换算22

Claude

28.78%
按下载量换算18

Cursor

19.14%
按下载量换算12

Gemini CLI

8.64%
按下载量换算5

安全审计

Gen Agent Trust Hub

未通过

Socket

通过

Snyk

可疑

权限和风险

执行命令

安装流程涉及命令执行,可能通过 npx skills add https://github.com/copyleftdev/sk1llz --skill jane-street-functional-trading 联网下载 Skill 或依赖。用户安装前应确认命令来源、仓库内容和执行环境。

安装前确认

本站仅展示第三方公开信息,不托管安装包,不提供自动安装或运行环境。安装前应自行审查源码、依赖和命令行为。来源安全扫描存在提醒或未通过项,安装前请自行复核。目前只有一个公开来源,建议同时核对源仓库。

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