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Run quant research, strategy generation, backtests, and paper trading with prompts.
Copy the install command and let the AI configure it · recommended for beginners
No copy-paste install info for "OpenFinClaw CLI" yet — see the docs or source repo.
Using the past five years of daily data for U.S. tech stocks, design a short- to medium-term momentum strategy. Explain the stock selection logic, entry and exit rules, position sizing, and risk controls.
A structured quant strategy proposal with clear rules and implementation guidance.
Backtest a moving-average crossover strategy on SPY with a 20-day fast average and 60-day slow average from 2018 to today. Report total return, max drawdown, Sharpe ratio, and trade count.
A backtest summary with key performance metrics for evaluating strategy performance.
Create a paper trading plan that screens high-liquidity ETFs before market open each day, sizes positions by volatility, and automatically logs decisions when stop-loss or take-profit rules trigger.
A paper trading workflow with execution rules and an automated logging plan.
Run quantitative finance analysis, backtests, risk evaluation, and portfolio optimization by chat.
Connect AI assistants to OpenClaw agents, sessions, and workspace files.
Search papers, submit manuscripts, and manage peer review workflows.
Research paper-based quant strategies and deterministic decision support for serious traders.
Connect Claude Code to OpenClaw agents to query, invoke, and monitor them.
Query real-time market data, rates, portfolios, and financial analysis from Finhay.