Vibe-Trading

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.

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

Deep research framework for pre-IPO / private companies (Ant Group, SpaceX, Stripe, ByteDance...). Six analyst lenses — business model, financial forensics, competitive landscape, risk & governance, tech & IP, alternative-data signals — run in parallel via run_swarm, then cross-validated for signal consistency before any verdict. Built around the core challenge of private-company work: information is scarce, so every data point carries a confidence label (high / medium / low), inference is shown separately from fact, and 'I don't know' is a valid output. Outputs a fair-value range, exit-path analysis, and an information-gap map. Use for any unlisted company where you need to judge what the business is actually worth.

Export backtest strategies to indicator/strategy code for major trading platforms — TradingView, 通达信, 同花顺, 东方财富, MT5.

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.

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

Pair trading strategy. Trades mean reversion using the spread/ratio Z-score of two correlated instruments. Requires at least two instruments.

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

Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.

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

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.

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.

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.

Mootdx A-share market data via TCP-direct 通达信 servers. Free, no API key, no IP rate limits. Use as the stable A-share OHLCV fallback when akshare's East Money scrape is throttled.

Machine-learning predictive strategy based on sklearn walk-forward training, feature engineering, and signal generation. Suitable for any OHLCV data.

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.

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.

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), ability (strategic foresight, execution, capital-allocation record) and governance (equity structure, compensation, related-party deals). Outputs a weighted score across integrity / ability / capital-allocation / governance plus Duan Yongping's 3-question verdict ('would you hand this person your money for 10 years'). Use when standard research leaves management quality uncertain, or when management IS the investment thesis.

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.

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

Ichimoku Kinko Hyo five-line system signal engine. A standalone Japanese technical-analysis school that generates trading signals from Tenkan/Kijun crossovers, cloud position, and Chikou confirmation. Pure pandas implementation.

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.

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

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).

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.