Data & Analytics · yfinance

Detect the market regime (Bull / Bear / Sideways) for ANY asset and turn it into a tradeable signal or a risk filter.

jackson-video-resources/markov-hedge-fund-method

Volatility forecasting and position sizing via walk-forward GARCH(1,1).

milesdeutscher/garchmethod

Pulls a public company's latest 10-K or 10-Q figures and analyst consensus from SEC EDGAR and Yahoo Finance, then cross-checks the two sources.

firecrawl/web-agent

Instructions and guidance on writing tests. An agent skill from maread99/market_prices.

maread99/market_prices

Pulls price history and company research data for US, Hong Kong and Canadian stocks, ETFs and indices from Yahoo Finance, with no API key.

HKUDS/Vibe-Trading

Finance research toolkit with backtesting, factor analysis, a library of prebuilt alphas, options pricing and a Shadow Account loop that tests rules extracted from your trade journal.

HKUDS/Vibe-Trading

Pulls free market data from the AKShare Python library: A-share, US and Hong Kong prices, futures, China macro series and forex, with notes on symbol formats and Chinese column names.

HKUDS/Vibe-Trading

Fetches minute candlesticks from OKX, Tushare or yfinance, computes intraday VWAP, TWAP and volume distribution, and runs minute-level backtests by setting an interval in config.json.

HKUDS/Vibe-Trading

Maps backtest data sources and research data needs to the right provider or tool, with each one's markets, required environment keys and network constraints.

HKUDS/Vibe-Trading

Downloads data from publicly accessible databases (FRED, World Bank, Yahoo Finance, Kaggle, etc.) or REST APIs by generating and executing custom Python scripts.

franklee16/academic-research-skills