Vibe-Trading skills

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

Candlestick pattern recognition engine, pure pandas vectorized implementation of 15 classic candlestick patterns (5 single-candle + 5 double-candle + 4 triple-candle + 1 trend confirmation), generating a composite signal from bullish/bearish pattern scores.

固收与信用分析：信用债评级、利差分析、违约风险评估、城投债研究、可转债定价与策略。

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_document` tool.

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。

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.

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

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.

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

Named investor reasoning frameworks packaged as reusable analytical lenses — 12 lenses (deep value, quality franchise, inversion, scuttlebutt growth, GARP, cycle positioning, debt cycle, forensic short, cost drag, right-business, weak-system contrarian, three questions) that stack on top of evidence already gathered, each with ordered priority signals, hard disqualifiers, and documented failure modes.

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

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.

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.

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.

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

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

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.

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

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

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

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

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