Vibe-Trading

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.

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).

Volatility strategy. Trades mean reversion based on percentile ranking of historical volatility (HV). Suitable for any OHLCV data.

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

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

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.

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。

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). Use the `analyze_trade_journal` tool.

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

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 against new earnings/events. Scores thesis health 1-10 from assumption breakage and red-line triggers, and recommends hold / add / trim / exit. Use it right after buying a stock (to write the thesis) and every earnings season (to check it). Bridges the research→buy→monitor gap that most investors skip.

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 any OHLCV data.

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

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

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.

Social media intelligence: financial signal extraction from Twitter/X, Telegram, Discord, and Reddit for sentiment-driven trading strategies.

Smart Money Concepts (ICT) signal engine. Uses the smartmoneyconcepts library to implement institutional-trading-school analysis of BOS, ChoCH, FVG, and order blocks (OB).

Shadow Account — 从用户交割单提炼盈利模式（3-5 条人话规则）→ 跨 A股/港股/美股/crypto 多市场回测 → 差值归因 → 8-section PDF 报告。叙事：你的影子，没有情绪噪音。

市场情绪分析——恐贪指数/Put-Call Ratio/融资融券/北向资金信号解读、社交媒体舆情量化框架

行业轮动分析——申万行业景气度评分、行业动量排名、产业链传导、估值/盈利/资金流多维比较框架

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 carries a contact User-Agent. United States only.

Seasonal/calendar-effect strategy. Generates trading signals from time-based patterns such as month-of-year effects and day-of-week effects. Suitable for any OHLCV data.

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

A short self-bias checklist to run at the START of any investment research task (stock screen / sector study / company deep-dive). Four biases that systematically warp AI research — leader-bias (only big caps), English-bias (miss JP/KR/TW players), narrative-bias (chase concept labels), confirmation-bias (only bullish evidence) — plus recency-bias. Load this first, then research with the corrections in mind. Not a workflow, just a 60-second attitude reset that materially improves coverage and honesty.

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

金融监管知识库：A股涨跌停/ST退市新规/融券、港股T+0/做空机制、美股PDT/熔断、加密监管政策、跨境税务基础