ai_quant_trade

券商研报分析助手，聚焦"研报获取→结构化提取→多机构观点对比→风险识别→决策辅助"。使用时机：汇总个股券商研报、追踪行业研报、对比多机构观点、识别卖方利益冲突、验证研报时效性。默认数据源为东方财富研报中心公开接口（无需 API Key）。

Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 4 optimizers and rebalancing rules.

Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation

Data source selection decision tree. Load this skill BEFORE any backtest or data-fetching task to choose the best available data source.

Event-driven strategy based on sentiment-scored signals from news, announcements, and macro events. The LLM acts as the NLP engine, and event data follows a CSV schema.

Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.

Fundamental factor screening — filter stocks by PE/PB/ROE and other financial metrics for value or growth selection. Supports A-shares (via tushare extra_fields) and HK/US stocks (via yfinance Ticker info).

Harmonic Patterns signal engine. Identifies XABCD five-point structures such as Gartley/Bat/Butterfly/Crab based on Fibonacci geometry, and generates trading signals in the PRZ (Potential Reversal Zone).

Multi-factor cross-sectional stock ranking. Combines factor standardization, equal-weight or IC-weighted scoring, and TopN portfolio construction. Suitable for multi-instrument portfolio strategies.

OKX cryptocurrency market data interface. Uses the OKX V5 REST API to retrieve spot, derivatives, index, and other crypto market data, including real-time prices, candlesticks, funding rates, open interest, and more. No authentication required, free to use.

Create, modify, and optimize quantitative trading strategies, then backtest and evaluate them.

tushare是一个财经数据接口包，拥有丰富的数据内容，如股票、基金、期货、数字货币等行情数据，公司财务、基金经理等基本面数据。该模块通过标准化API方式统一了数据资产的对外服务方式，以帮助有需要的技术用户更实时、简洁、轻量的使用相关数据。

Read web pages, articles, and document links by converting URLs into Markdown text. Use the `read_url` tool directly, without bash.

yfinance global market data interface — retrieve OHLCV, financials, insider transactions, and institutional holdings for US stocks, HK stocks, ETFs, and indices via Yahoo Finance. Free, no API key required.