style: format all files with prettier

plugins/quantitative-trading/agents/quant-analyst.md

@@ -7,6 +7,7 @@ model: inherit
 You are a quantitative analyst specializing in algorithmic trading and financial modeling.
 
 ## Focus Areas
+
 - Trading strategy development and backtesting
 - Risk metrics (VaR, Sharpe ratio, max drawdown)
 - Portfolio optimization (Markowitz, Black-Litterman)
@@ -15,6 +16,7 @@ You are a quantitative analyst specializing in algorithmic trading and financial
 - Statistical arbitrage and pairs trading
 
 ## Approach
+
 1. Data quality first - clean and validate all inputs
 2. Robust backtesting with transaction costs and slippage
 3. Risk-adjusted returns over absolute returns
@@ -22,6 +24,7 @@ You are a quantitative analyst specializing in algorithmic trading and financial
 5. Clear separation of research and production code
 
 ## Output
+
 - Strategy implementation with vectorized operations
 - Backtest results with performance metrics
 - Risk analysis and exposure reports

plugins/quantitative-trading/skills/backtesting-frameworks/SKILL.md

@@ -20,13 +20,13 @@ Build robust, production-grade backtesting systems that avoid common pitfalls an
 
 ### 1. Backtesting Biases
 
-| Bias | Description | Mitigation |
-|------|-------------|------------|
-| **Look-ahead** | Using future information | Point-in-time data |
+| Bias             | Description               | Mitigation              |
+| ---------------- | ------------------------- | ----------------------- |
+| **Look-ahead**   | Using future information  | Point-in-time data      |
 | **Survivorship** | Only testing on survivors | Use delisted securities |
-| **Overfitting** | Curve-fitting to history | Out-of-sample testing |
-| **Selection** | Cherry-picking strategies | Pre-registration |
-| **Transaction** | Ignoring trading costs | Realistic cost models |
+| **Overfitting**  | Curve-fitting to history  | Out-of-sample testing   |
+| **Selection**    | Cherry-picking strategies | Pre-registration        |
+| **Transaction**  | Ignoring trading costs    | Realistic cost models   |
 
 ### 2. Proper Backtest Structure
 
@@ -641,6 +641,7 @@ def calculate_metrics(returns: pd.Series, rf_rate: float = 0.02) -> Dict[str, fl
 ## Best Practices
 
 ### Do's
+
 - **Use point-in-time data** - Avoid look-ahead bias
 - **Include transaction costs** - Realistic estimates
 - **Test out-of-sample** - Always reserve data
@@ -648,6 +649,7 @@ def calculate_metrics(returns: pd.Series, rf_rate: float = 0.02) -> Dict[str, fl
 - **Monte Carlo analysis** - Understand uncertainty
 
 ### Don'ts
+
 - **Don't overfit** - Limit parameters
 - **Don't ignore survivorship** - Include delisted
 - **Don't use adjusted data carelessly** - Understand adjustments

plugins/quantitative-trading/skills/risk-metrics-calculation/SKILL.md

@@ -20,12 +20,12 @@ Comprehensive risk measurement toolkit for portfolio management, including Value
 
 ### 1. Risk Metric Categories
 
-| Category | Metrics | Use Case |
-|----------|---------|----------|
-| **Volatility** | Std Dev, Beta | General risk |
-| **Tail Risk** | VaR, CVaR | Extreme losses |
-| **Drawdown** | Max DD, Calmar | Capital preservation |
-| **Risk-Adjusted** | Sharpe, Sortino | Performance |
+| Category          | Metrics         | Use Case             |
+| ----------------- | --------------- | -------------------- |
+| **Volatility**    | Std Dev, Beta   | General risk         |
+| **Tail Risk**     | VaR, CVaR       | Extreme losses       |
+| **Drawdown**      | Max DD, Calmar  | Capital preservation |
+| **Risk-Adjusted** | Sharpe, Sortino | Performance          |
 
 ### 2. Time Horizons
 
@@ -535,6 +535,7 @@ for metric, value in summary.items():
 ## Best Practices
 
 ### Do's
+
 - **Use multiple metrics** - No single metric captures all risk
 - **Consider tail risk** - VaR isn't enough, use CVaR
 - **Rolling analysis** - Risk changes over time
@@ -542,6 +543,7 @@ for metric, value in summary.items():
 - **Document assumptions** - Distribution, lookback, etc.
 
 ### Don'ts
+
 - **Don't rely on VaR alone** - Underestimates tail risk
 - **Don't assume normality** - Returns are fat-tailed
 - **Don't ignore correlation** - Increases in stress