Vibe-Trading skills

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.

基于缠论（缠中说禅）的形态识别引擎，使用czsc库自动检测K线分型、笔、中枢，并生成一买/一卖/二买/二卖/三买/三卖等买卖点信号。支持多周期分析和形态分类（3/5/7/9/11笔形态）。

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

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).

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.

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

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

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.

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.

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

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.

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

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

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.

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.

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).

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.

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.

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.

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

Correlation-regime detection and crisis attribution — edge-density regime states with hysteresis, causal (no look-ahead) smoothing, regime-aware exposure context, first-mover crisis attribution with honest NAME / MACRO / AMBIGUOUS / ABSTAIN verdicts, and a correlation-rewiring leaderboard that catches slow bleed-outs

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 pair-trading signal generation