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动量与反转策略指南，包括行为金融学基础、动量反转效应的成因和A股量化策略。适用于需要理解和实施动量/反转投资策略的场景。
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Based on SOC occupation classification
Professional trading strategy guides for prediction markets and crypto. Risk management, trend analysis, and best practices.
Manage Steven's A-share shadow trading dashboard. Triggers on: (1) "影子盘看板", "交易看板", "持仓状况", (2) placing or updating a simulated trade (buy/sell/止损/止盈), (3) updating positions or equity data, (4) reviewing trade history or P&L. Reads and writes to the shadow trading system under trade/.
Log every trade with full context (thesis, entry, exit, PnL, emotion, lesson). Generate weekly and monthly performance reports. Identify patterns in wins/losses. Use when recording a new trade, reviewing performance, running a weekly debrief, or updating the trading strategy based on results.
Institutional-grade options trading system with 10 strategy templates, interactive strategy router, IV analyzer, and portfolio manager. Get real-time trade recommendations based on market conditions.
Trading strategy development sandbox. User describes trading intent in natural language, agent writes a Python backtest strategy and returns results.
专业级智能股票监控预警系统 V2.1。支持收盘日报自动生成、反爬虫优化(Session级UA、多数据源冗余)、成本百分比预警、均线金叉死叉、RSI超买超卖、成交量异动监控、智能错误提醒。符合中国投资者习惯（红涨绿跌）。Use when user needs stock market monitoring, price alerts, daily reports, or automated trading notifications for A-shares and ETFs.
| name | momentum-reversal |
| description | 动量与反转策略指南，包括行为金融学基础、动量反转效应的成因和A股量化策略。适用于需要理解和实施动量/反转投资策略的场景。 |
过去一段时间强的股票，在未来一段时间继续保持强势。
过去一段时间弱的股票，在未来一段时间会变强。
EMH无法解释的现象：
利用历史收益率的序贯相关性：
| 参数 | 范围 | 说明 |
|---|---|---|
| 观测期 | 1-12个月 | 过去收益计算周期 |
| 持有期 | 1-12个月 | 组合持有周期 |
| 分组数 | 3-5组 | 股票分组数量 |
多空策略
多头策略
采用几何平均值：
组合收益 = (Π(1+ri))^(1/n) - 1