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SkillsMP ha recopilado 27 skills de charliedream1/ai_quant_trade. Abre una skill para revisar su origen y sus detalles.
Mostrando 27 de 27 skills recopiladas.
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）。
Idioma del texto original: chino
Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 4 optimizers and rebalancing rules.
Idioma del texto original: inglés
Diagnose failed or underperforming backtests, locate the root cause, and fix the issue
Idioma del texto original: inglés
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…
Idioma del texto original: inglés
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。
Idioma del texto original: chino
Write signal_engine.py for portfolios spanning multiple markets (A-shares + crypto, equity + forex, etc.)
Idioma del texto original: inglés
Data source selection decision tree. Load this skill BEFORE any backtest or data-fetching task to choose the best available data source.
Idioma del texto original: inglés
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.
Idioma del texto original: inglés
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.
Idioma del texto original: inglés
Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.
Idioma del texto original: inglés
Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.
Idioma del texto original: inglés
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).
Idioma del texto original: inglés
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).
Idioma del texto original: inglés
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.
Idioma del texto original: inglés
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.
Idioma del texto original: inglés
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.
Idioma del texto original: inglés
Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.
Idioma del texto original: inglés
Performance attribution analysis — Brinson sector/stock-selection attribution, factor alpha/beta decomposition, market-timing evaluation, and benchmark comparison framework.
Idioma del texto original: inglés
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.
Idioma del texto original: inglés
Quantitative statistical methods: ADF unit-root / cointegration tests, GARCH volatility modeling, regression diagnostics (heteroskedasticity / autocorrelation), Bootstrap, and hypothesis testing.
Idioma del texto original: inglés
Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.
Idioma del texto original: inglés
Smart Money Concepts (ICT) signal engine. Uses the smartmoneyconcepts library to implement institutional-trading-school analysis of BOS, ChoCH, FVG, and order blocks (OB).
Idioma del texto original: inglés
Create, modify, and optimize quantitative trading strategies, then backtest and evaluate them.
Idioma del texto original: inglés
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。
Idioma del texto original: chino
Export a Vibe-Trading backtest strategy to a runnable vnpy CtaTemplate Python class — supports A-share equities, futures, and crypto via BarGenerator + ArrayManager.
Idioma del texto original: inglés
Read web pages, articles, and document links by converting URLs into Markdown text. Use the `read_url` tool directly, without bash.
Idioma del texto original: inglés
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.
Idioma del texto original: inglés