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共 90 项匹配内容，示例会单独标注；未声明归属的内容不代表插件自动包含。
Machine-learning predictive strategy based on sklearn walk-forward training, feature engineering, and signal generation. Suitable for any OHLCV data.
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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 s
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Multi-factor cross-sectional stock ranking. Combines factor standardization, equal-weight or IC-weighted scoring, and TopN portfolio construction. Suitable for
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OKX cryptocurrency market data interface. Uses the OKX V5 REST API to retrieve spot, derivatives, index, and other crypto market data, including real-time price
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On-chain data analysis — active addresses / whale tracking / TVL / DEX liquidity, interpretation and signal generation using on-chain valuation metrics such as
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Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading
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Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.
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Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.
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Pair trading strategy. Trades mean reversion using the spread/ratio Z-score of two correlated instruments. Requires at least two instruments.
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Performance attribution analysis — Brinson sector/stock-selection attribution, factor alpha/beta decomposition, market-timing evaluation, and benchmark comparis
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Perpetual futures funding rate analysis and cash-carry basis trading — funding rate regimes, annualized basis signals, carry trade construction, and funding rat
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Export backtest strategies to indicator/strategy code for major trading platforms — TradingView, 通达信, 同花顺, 东方财富, MT5.
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Deep research framework for pre-IPO / private companies (Ant Group, SpaceX, Stripe, ByteDance...). Six analyst lenses — business model, financial forensics, com
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Quantitative statistical methods: ADF unit-root / cointegration tests, GARCH volatility modeling, regression diagnostics (heteroskedasticity / autocorrelation),
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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
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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
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Professional financial research report generation — standard structure (summary / views / main body / risks / recommendation), Markdown formatting standards, ra
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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 systematical
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Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stres
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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 OH
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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 comp
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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
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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
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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。
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