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SkillsMP has collected 91 skills from HKUDS/Vibe-Trading. Open a skill to review its source and details.
Showing 40 of 91 collected skills.
Professional finance research toolkit — backtesting (10 engines + benchmark comparison panel), factor analysis, Alpha Zoo (462 pre-built alphas across qlib158/alpha101/gtja191/academic/fundamental), options pricing, 90 finance skills, 30 multi-agent swarm…
东方财富（Eastmoney）免费免鉴权数据接口，覆盖资金流向、龙虎榜、融资融券、大宗交易、股东户数、限售解禁、行业概念板块、券商研报、财经新闻、A股/港股三大报表+主要指标、全市场选股与代码搜索；美股财报由 get_financial_statements 转 SEC EDGAR。东财请求经共享 IP 限速层节流（东财按源 IP 限流并临时封禁突发请求），通过 Vibe-Trading 工具直接调用，无需 token。
Source text: Chinese
Machine-learning predictive strategy based on sklearn walk-forward training, feature engineering, and signal generation. Suitable for any OHLCV data.
The single ROUTER for every data need. Load this skill BEFORE any backtest, data-fetch, or research task to pick the best available source/tool, honour auth (env) requirements, and avoid ban-risk providers.
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…
ETF分析：产品筛选、费率对比、跟踪误差、流动性评估、策略应用与中国市场ETF量化配置框架。
Source text: Chinese
财报三表深度解读——三表勾稽关系、盈利质量(应计vs现金流)分析、杜邦分解、10+财务造假红旗指标
Source text: Chinese
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.
Export backtest strategies to indicator/strategy code for major trading platforms — TradingView, 通达信, 同花顺, 东方财富, MT5.
Strategy Development Manager: convert academic papers and research reports into validated factors and strategies with automated backtesting, persistent storage, and decay monitoring.
Volatility strategy. Trades mean reversion based on percentile ranking of historical volatility (HV). Suitable for any OHLCV data.
Social media intelligence: financial signal extraction from Twitter/X, Telegram, Discord, and Reddit for sentiment-driven trading strategies.
Write signal_engine.py for portfolios spanning multiple markets (A-shares + crypto, equity + forex, etc.)
Fundamental factor screening — filter stocks by PE/PB/ROE, financial statement fields, and other metrics for value or growth selection. Supports A-shares (via tushare extra_fields or fundamental_fields) and HK/US stocks (via yfinance Ticker info).
Create, modify, and optimize quantitative trading strategies, then backtest and evaluate them.
yfinance global market data interface — retrieve OHLCV and research data for US, HK, and Canadian stocks, ETFs, and indices via Yahoo Finance. Free, no API key required.
Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.
A 股 ST/*ST 风险预测框架 — 基于最新中报/三季报或业绩预告/快报，预测下一财年是否会因营收、利润、净资产、分红不达标而被风险警示，并将新浪监管处罚记录作为独立证据面纳入风险等级。仅适用于 A 股，不预测财务造假。
Source text: Chinese
基于缠论（缠中说禅）的形态识别引擎，使用czsc库自动检测K线分型、笔、中枢，并生成一买/一卖/二买/二卖/三买/三卖等买卖点信号。支持多周期分析和形态分类（3/5/7/9/11笔形态）。
Source text: Chinese
Named investor reasoning frameworks packaged as reusable analytical lenses — 12 lenses (deep value, quality franchise, inversion, scuttlebutt growth, GARP, cycle positioning, debt cycle, forensic short, cost drag, right-business, weak-system contrarian, three…
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.
Paid capability marketplace for global multi-asset data; use it when free Vibe-Trading sources lack coverage, depth, or provider quality, and keep free sources as the default for routine OHLCV.
U.S. SEC EDGAR fetch interface — resolve a ticker to its CIK, list recent filings (10-K / 10-Q / 8-K and friends) with primary-document URLs, and pull XBRL companyfacts financial series. Free, no API key; rate-limited by IP so every request is throttled and…
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。
Source text: Chinese
Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.
Diagnose failed or underperforming backtests, locate the root cause, and fix the issue
Strategy Discovery: evidence-gated facade over Alpha Zoo + the SDM strategy store — answers what strategies exist and what state they are in, with per-regime evidence instead of scenario tags; reports evidence freshness on every returned row and rebuilds the…
Smart Money Concepts (ICT) signal engine. Uses the smartmoneyconcepts library to implement institutional-trading-school analysis of BOS, ChoCH, FVG, and order blocks (OB).
Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.
固收与信用分析：信用债评级、利差分析、违约风险评估、城投债研究、可转债定价与策略。
Source text: Chinese
Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.
Market microstructure: bid-ask spread analysis, order-flow toxicity metrics (VPIN / Kyle lambda), liquidity measures (Amihud / Roll), price-impact models, limit-order-book analysis, and China A-share call auction / block trade mechanics.
Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.
Performance attribution analysis — Brinson sector/stock-selection attribution, factor alpha/beta decomposition, market-timing evaluation, and benchmark comparison framework.
Quantitative statistical methods: ADF unit-root / cointegration tests, GARCH volatility modeling, regression diagnostics (heteroskedasticity / autocorrelation), Bootstrap, and hypothesis testing.
Export a Vibe-Trading backtest strategy to a runnable vnpy CtaTemplate Python class — supports A-share equities, futures, and crypto via BarGenerator + ArrayManager.
Perpetual futures funding rate analysis and cash-carry basis trading — funding rate regimes, annualized basis signals, carry trade construction, and funding rate arbitrage between exchanges.
Correlation-regime detection and crisis attribution — edge-density regime states with hysteresis, causal (no look-ahead) smoothing, regime-aware exposure context, first-mover crisis attribution with honest NAME / MACRO / AMBIGUOUS / ABSTAIN verdicts, and a…
Read any common document/data file — PDF, Word (.docx), Excel (.xlsx/.xls), PowerPoint (.pptx), images (OCR), CSV/TSV, plain text, JSON/YAML/TOML, HTML/XML, and most source-code files. Use the `read_document` tool.
Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 5 optimizers and rebalancing rules.