Skill rating

Strategy Development Manager: convert academic papers and research reports into validated factors and strategies with automated backtesting, persistent storage, and decay monitoring.

Liquidation level analysis and heatmap interpretation — identify leveraged position concentration, liquidation cascades, stop-hunt zones, and use liquidation data as support/resistance signals.

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_d

Write a publication-grade 8-part deep-dive series on a single company (~120k words total): cognitive reset / moat / profit engine / hidden assets / era variable (e.g. AI) / financials Buffett-style /

Analyze a user's trade journal (CSV/Excel broker export). Parses 同花顺/东方财富/富途/generic formats, produces a trading profile and 4 behavior diagnostics (disposition effect, overtrading, chasing, anchoring

Read web pages, articles, and document links by converting URLs into Markdown text. Use the `read_url` tool directly, without bash. Sends the full URL to the third-party Jina Reader (r.jina.ai).

Mootdx A-share market data via TCP-direct 通达信 servers. RETIRED 2026-10 — TDX servers stopped answering the client protocol, so this source is out of the automatic fallback chain and kept only for expl

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.

Buy-side discipline system. For each holding, maintain a written investment thesis — core thesis in 5 sentences, falsifiable assumptions, red lines, valuation anchors — and re-check it each quarter ag

Deep research framework for pre-IPO / private companies (Ant Group, SpaceX, Stripe, ByteDance...). Six analyst lenses — business model, financial forensics, competitive landscape, risk & governance, t

Write signal_engine.py for portfolios spanning multiple markets (A-shares + crypto, equity + forex, etc.)

Deep management assessment — the 'buying a stock is buying a person' layer. For a company or a named executive, evaluate integrity (promise-vs-delivery tracking, crisis behavior, stakeholder treatment

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

Browse and bench the bundled alpha zoos — prebuilt cross-sectional factor libraries (Kakushadze 101, GTJA 191, Qlib 158, Fama-French / Carhart). Use when the user asks "which alphas exist", wants meta

Supply-chain bottleneck arbitrage. Given a super-trend (AI infra, energy transition, defense, semiconductor reshoring, space economy), decompose its physical supply chain down to Layer 2/3 choke point

Export a Vibe-Trading backtest strategy to a runnable vnpy CtaTemplate Python class — supports A-share equities, futures, and crypto via BarGenerator + ArrayManager.

CCXT unified crypto exchange library (100+ exchanges). Free public market data. Fallback when OKX is unavailable.

Performance attribution analysis — Brinson sector/stock-selection attribution, factor alpha/beta decomposition, market-timing evaluation, and benchmark comparison framework.

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

Token unlock schedule analysis and project treasury tracking — vesting cliffs, linear unlocks, team/investor/ecosystem token releases, treasury diversification, and sell pressure forecasting.

Behavioral finance applications: theories of overreaction and underreaction, behavioral explanations for momentum and reversal, investor sentiment cycles, cognitive-bias checklists, and debiasing quan

Commodity analysis (oil supply-demand balance / gold pricing / copper as an economic predictor / inventory cycles / futures premium-discount structure / seasonality), generating directional commodity

Crypto-derivatives strategies — perpetual funding-rate arbitrage, futures term-structure contango/backwardation trading, and option volatility-smile / Greeks analysis.

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.

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

Dividend stock analysis for income, dividend-growth, and shareholder-return strategies, including yield quality, payout sustainability, ex-dividend mechanics, and yield-trap checks.

Earnings estimate revisions, guidance analysis, and post-earnings drift (PEAD) — track analyst consensus changes, earnings surprise patterns, and management guidance shifts for US/HK equities.

SEC EDGAR filing analysis — 10-K, 10-Q, 8-K, proxy statements, insider Form 4. Extract key financials, risk factors, management discussion, and generate investment signals from US public company filin

Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 5 optimizers and rebalancing rules.

Hedging strategy design (beta hedge / option protection / tail risk / cross-asset hedging), including hedge-ratio calculation and cost evaluation.

On-chain data analysis — active addresses / whale tracking / TVL / DEX liquidity, interpretation and signal generation using on-chain valuation metrics such as MVRV / NVT / SOPR.

Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.

Quantitative statistical methods: ADF unit-root / cointegration tests, GARCH volatility modeling, regression diagnostics (heteroskedasticity / autocorrelation), Bootstrap, and hypothesis testing.

Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.

Stock Connect (Shanghai/Shenzhen-Hong Kong) fund flow analysis — Northbound (foreign into A-shares), Southbound (mainland into HK), sector allocation tracking, and cross-border arbitrage signals.

Named investor reasoning frameworks packaged as reusable analytical lenses — 12 lenses (deep value, quality franchise, inversion, scuttlebutt growth, GARP, cycle positioning, debt cycle, forensic shor

Professional financial research report generation — standard structure (summary / views / main body / risks / recommendation), Markdown formatting standards, rating system, and terminology guide.

Stablecoin supply and flow analysis — USDT/USDC mint-burn signals, exchange stablecoin reserves, on-chain stablecoin velocity, and capital rotation indicators for crypto market timing.

Valuation methodology — absolute valuation with DCF / DDM / SOTP, relative valuation with PE-Band / PB-ROE / EV-EBITDA, sensitivity analysis, and valuation-trap detection.

Macroeconomic cycle positioning and central-bank policy interpretation, including GDP/CPI/PMI/rates/FX analysis, with output in the form of major-asset allocation tilts.

Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.

Global macro analysis framework (central bank policy transmission / FX forecasting / geopolitical risk / capital flows), used to build macro factor signals that drive cross-asset allocation.

US ETF fund flow analysis, sector rotation breadth, and style factor flows — track institutional capital movement via ETF creation/redemption, sector breadth signals, and thematic momentum.

ADR/H-share/A-share cross-listing premium analysis — track pricing gaps between US-listed ADRs, HK-listed H-shares, and A-shares for arbitrage signals, dual-listing valuation, and delisting risk asses

DeFi yield analysis and optimization — lending rates, LP yields, staking returns, yield farming strategies, risk-adjusted yield comparison, and protocol-level sustainability assessment.

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_field

Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.

Minute-level data analysis and backtesting. Retrieves minute candlesticks through OKX/Tushare/yfinance and can be used both for analysis and as input to the backtest engine.

Core technical indicator collection (trend EMA/ADX + mean-reversion BB/RSI + volume-price OBV/volume ratio), generates a composite signal via three-dimensional voting. Pure pandas implementation for a

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 prov