ai_quant_trade

盈利预测与一致预期分析（自上而下/自下而上预测法/SUE/PEAD/分析师预期修正），捕捉业绩超预期交易机会。

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 filings.

Elliott Wave Theory signal engine. Detects swing points through Zigzag, matches 5-wave impulse and 3-wave corrective structures, validates them with Fibonacci wave relationships, and generates trend-top / correction-complete signals. Pure in-house pandas implementation.

ETF分析：产品筛选、费率对比、跟踪误差、流动性评估、策略应用与中国市场ETF量化配置框架。

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.

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

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

财报三表深度解读——三表勾稽关系、盈利质量(应计vs现金流)分析、杜邦分解、10+财务造假红旗指标

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).

基金分析与筛选：晨星评级/夏普比率/信息比率、Sharpe风格箱分析、风格漂移检测、基金经理评价、FOF组合构建、ETF选择

Geopolitical risk analysis: quantify crisis signals, identify precursors, and build event-driven strategies for war, sanctions, and supply disruption scenarios.

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.

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).

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

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.

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.

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

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.

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.