Strategy Performance Report
tradesdontlie/tradingview-mcp
Builds a performance report for a backtested Pine Script strategy from TradingView data, covering metrics, trades, the equity curve and improvement ideas.
Analyzes Chinese A-share convertible bonds with a three-part valuation, clause game analysis, the double-low strategy and a rotation framework for choosing bonds; instructions are in Chinese.
SKILL.md written in Chinese; this summary is our English description.
$ npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install HKUDS/Vibe-Trading convertible-bond --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .claude/skills && cp -r skills-src/agent/src/skills/convertible-bond .claude/skills/convertible-bond && rm -rf skills-srcUse ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.
Claude Code skills documentation · loads skills from .claude/skills/
Install the "convertible-bond" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/convertible-bond into .claude/skills/convertible-bond/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "convertible-bond", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/convertible-bondType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install HKUDS/Vibe-Trading convertible-bond --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .agents/skills && cp -r skills-src/agent/src/skills/convertible-bond .agents/skills/convertible-bond && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "convertible-bond" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/convertible-bond into .agents/skills/convertible-bond/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "convertible-bond", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install HKUDS/Vibe-Trading convertible-bond --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/agent/src/skills/convertible-bond .cursor/skills/convertible-bond && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "convertible-bond" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/convertible-bond into .cursor/skills/convertible-bond/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "convertible-bond", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/HKUDS/Vibe-Trading.git --path agent/src/skills/convertible-bond--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install HKUDS/Vibe-Trading convertible-bond --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/agent/src/skills/convertible-bond .gemini/skills/convertible-bond && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "convertible-bond" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/convertible-bond into .gemini/skills/convertible-bond/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "convertible-bond", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install HKUDS/Vibe-Trading convertible-bondInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .github/skills && cp -r skills-src/agent/src/skills/convertible-bond .github/skills/convertible-bond && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "convertible-bond" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/convertible-bond into .github/skills/convertible-bond/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "convertible-bond", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install HKUDS/Vibe-Trading convertible-bond --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/agent/src/skills/convertible-bond .opencode/skills/convertible-bond && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "convertible-bond" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/convertible-bond into .opencode/skills/convertible-bond/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "convertible-bond", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
convertible-bondAnalyzes Chinese A-share convertible bonds with a three-part valuation, clause game analysis, the double-low strategy and a rotation framework for choosing bonds; instructions are in Chinese.
The skill treats an A-share convertible bond as a hybrid of a bond floor and an equity option and values it three ways: pure bond value, conversion value and option value. It starts with the basics, including a 100 yuan face value, rising coupons, the conversion price and maturity, and the put, forced redemption and conversion price reset clauses, then gives a matrix that sorts bonds into equity-like, balanced, debt-like and distressed types. The instructions are written in Chinese.
Clause game analysis covers the reset, forced redemption and put triggers, each tied to a stock-price condition over 30 trading days, with factors for judging how likely a reset is. The double-low strategy ranks bonds by price plus conversion premium and comes with an outline of a backtest engine, and the rotation framework scores bonds on price, elasticity, safety, reset odds and underlying stock momentum. A report format is defined for the output.
3 steps, taken from the step headings in SKILL.md.
Read from SKILL.md and the folder at commit 8e43007. It shows what the files ask for, not the result of running them.
Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.
From allowed-tools in the SKILL.md frontmatter.
No scripts in the folder and no shell commands in SKILL.md (its code samples are python and markdown).
From the folder's file list and the shell code blocks in SKILL.md.
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.
A-Share Convertible Bond Analysis loads about 1.1k tokens when it runs. Until then it costs about 16 tokens; SKILL.md has 127 words of instructions outside code blocks.
Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.
The automated check found no risky patterns in SKILL.md.
Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.
The full file from HKUDS/Vibe-Trading at commit 8e43007, republished under its MIT licence (© HKUDS). 127 words, ~1,110 tokens.
.claude/skills/convertible-bond/SKILL.md (or your agent's skills folder).A股可转债是具有"债底保护+股票期权"特征的混合品种。本skill覆盖可转债三维估值、条款博弈分析、双低策略和轮动选债框架。
| 要素 | 说明 | 示例 |
|---|---|---|
| 面值 | 100元 | - |
| 票面利率 | 递增,通常0.3%-2.0% | 第1年0.4%...第6年2.0% |
| 转股价 | 转换成股票的价格 | 转股价15.00元 |
| 到期期限 | 通常6年 | 2024-2030 |
| 到期赎回价 | 面值+最后一年利息+补偿 | 110-115元 |
| 回售条款 | 股价持续低于转股价70%可回售 | 连续30个交易日中30天<70% |
| 强赎条款 | 股价持续高于转股价130%可强赎 | 连续30个交易日中15天>130% |
| 下修条款 | 可以下调转股价 | 连续30个交易日中15天<85% |
转股价值 = 面值 / 转股价 × 正股价格
= 100 / 15.00 × 18.00 = 120.00元
转股溢价率 = (转债价格 - 转股价值) / 转股价值 × 100%
= (125 - 120) / 120 × 100% = 4.17%
纯债价值 = Σ(票息 / (1+r)^t) + 到期赎回价 / (1+r)^n
≈ 85-95元(取决于剩余期限和利率)
纯债溢价率 = (转债价格 - 纯债价值) / 纯债价值 × 100%def bond_floor(coupon_rates: list, years_remaining: float,
redemption_price: float = 110, yield_rate: float = 0.03) -> float:
"""
Args:
coupon_rates: 剩余各年票面利率列表,如 [0.8, 1.0, 1.5, 2.0]
years_remaining: 剩余年限
redemption_price: 到期赎回价
yield_rate: 折现率(同期信用债收益率,约2.5-4%)
Returns:
纯债价值
"""
pv = sum(c * 100 / (1 + yield_rate)**i for i, c in enumerate(coupon_rates, 1))
pv += redemption_price / (1 + yield_rate)**len(coupon_rates)
return pv纯债价值含义:
转股价值 = 100 / 转股价 × 正股当前价
影响因子:
- 正股价格(正相关)
- 转股价(负相关)
- 下修转股价 → 转股价值上升期权价值 = 转债价格 - max(纯债价值, 转股价值)
期权价值高 → 市场看好正股上涨潜力 或 看好下修概率
期权价值低/负 → 便宜(可能有机会)| 转股价值 | 纯债价值 | 转债类型 | 策略 |
|---|---|---|---|
| >120 | 不重要 | 偏股型 | 跟随正股,关注强赎风险 |
| 100-120 | 不重要 | 平衡型 | 进可攻退可守,最佳区间 |
| <100 | >90 | 偏债型 | 持有吃利息,等下修/正股反弹 |
| <80 | <85 | 困境型 | 高风险,可能有信用风险 |
触发条件:连续30个交易日中15天正股收盘价低于当期转股价的85%。
下修概率评估:
1. 触发条件已满足/接近满足 → 高概率
2. 大股东持有大量转债未转股 → 高概率(有动力下修)
3. 公司即将面临回售 → 高概率(下修避免回售)
4. 公司现金充裕、无还债压力 → 低概率(无动力下修)
5. 转股会大幅稀释股权 → 低概率(控制权顾虑)
下修后影响:
- 转股价值 = 100 / 新转股价 × 正股价,通常瞬间上升
- 转债价格通常上涨 5-15%
- 但正股可能因稀释预期下跌触发条件:连续30个交易日中15天正股收盘价高于转股价的130%。
强赎应对:
1. 公告强赎 → 必须在赎回日前转股或卖出
2. 赎回价通常 100.XX 元 → 远低于转股价值
3. 不转股 = 巨亏(如转债价160元,赎回价100元)
强赎信号:
- 正股价持续>转股价130% → 数天数
- 公司公告"不提前赎回" → 暂时安全
- 转股进度已>90% → 可能不赎回触发条件:正股价连续30天低于转股价的70%(最后2个计息年度)。
回售 = 投资者有权以面值+利息卖回给公司
公司应对:
1. 下修转股价 → 避免回售
2. 拉升股价 → 避免触发条件
3. 接受回售 → 掏钱还债
投资者策略:
- 在回售期持有纯债价值附近的转债 → 下有回售保底
- 下修预期 → 赚下修收益双低值 = 转债价格 + 转股溢价率 × 100
双低值越低 → 价格低 + 溢价率低 → 性价比高
筛选条件:
1. 双低值 < 130(严格)或 < 150(宽松)
2. 转债价格 < 115(安全)
3. 转股溢价率 < 30%(弹性)
4. 剩余期限 > 1年(避免到期压力)
5. 信用评级 ≥ AA-(避免信用风险)### 双低排名 Top 10
| 排名 | 转债名 | 价格 | 溢价率 | 双低值 | 评级 | 剩余年限 |
|------|--------|------|--------|--------|------|---------|
| 1 | XX转债 | 105.2 | 12.3% | 117.5 | AA | 3.2年 |
| 2 | YY转债 | 108.5 | 15.6% | 124.1 | AA | 2.8年 |
| ... | ... | ... | ... | ... | ... | ... |class ConvertibleBondEngine:
"""双低策略信号引擎"""
def generate(self, data_map):
# 每月末计算双低值
# 选 Top N 等权配置
# 下月初调仓
pass历史表现参考(A股可转债):
| 维度 | 指标 | 信号 |
|---|---|---|
| 价格 | 转债价格 | <110超便宜, 110-120合理, >130偏贵 |
| 弹性 | 转股溢价率 | <10%高弹性, 10-30%中等, >50%纯债 |
| 安全 | 纯债价值/价格 | >0.9安全边际高 |
| 下修 | 下修概率 | 大股东持仓+接近触发=高概率 |
| 正股 | 正股动量 | 正股趋势向好=弹性来源 |
1. 全市场筛选(剔除: 已退市/已公告强赎/评级<A+)
2. 计算各维度得分
3. 综合打分排名
4. 选 Top 15-20 只等权配置
5. 每月调仓一次## 可转债分析: [转债名称/代码]
### 基本信息
| 指标 | 值 |
|------|-----|
| 当前价 | 112.50 |
| 转股价值 | 98.30 |
| 纯债价值 | 92.15 |
| 转股溢价率 | 14.4% |
| 纯债溢价率 | 22.1% |
| 双低值 | 126.9 |
| 剩余年限 | 3.5年 |
| 评级 | AA |
### 三维估值
- **债底保护**: 纯债价值92.15, 下跌空间约18%有保护
- **股性弹性**: 溢价率14.4%偏低, 正股上涨10%转债预计涨8%
- **期权价值**: 转债价格-max(纯债,转股)=14.2, 合理
### 条款博弈
- **下修概率**: 中(正股距下修触发价还有12%空间)
- **强赎风险**: 低(正股距强赎线还有35%)
- **回售保护**: 尚未进入回售期
### 投资建议
双低值126.9,属于性价比区间。建议...© HKUDS, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file
Just SKILL.md in agent/src/skills/convertible-bond of HKUDS/Vibe-Trading.
Open the folder on GitHubat commit 8e43007
A-Share Convertible Bond Analysis next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.
| Skill | Stars | Used in | Tokens | Auto-check | Licence | Repo updated |
|---|---|---|---|---|---|---|
| A-Share Convertible Bond Analysis this skillHKUDS/Vibe-Trading | 35k | — | ~1.1k | Automated safety check: Pass | MIT | |
| Strategy Performance Reporttradesdontlie/tradingview-mcp | 6.8k | 2 repos | ~591 | Automated safety check: Pass | Custom licence | |
| Alpha Desk Investment ResearchJingHao-Leon/dsh-alpha-desk | 181 | — | ~1.3k | Automated safety check: Notes | MIT | |
| Quant Buddy Market Data and Backtestingpseudo-longinus/quant-buddy-skills | 193 | — | ~11k | Automated safety check: Pass | MIT | |
| Marketscreenergauss314/skills | 248 | — | ~1.1k | Automated safety check: Pass | MIT | |
| Stock Analysisalirezarezvani/claude-skills | 28k | — | ~8.5k | Automated safety check: Pass | MIT |
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Categories
Analyzes Chinese A-share convertible bonds with a three-part valuation, clause game analysis, the double-low strategy and a rotation framework for choosing bonds; instructions are in Chinese. The skill treats an A-share convertible bond as a hybrid of a bond floor and an equity option and values it three ways: pure bond value, conversion value and option value. It starts with the basics, including a 100 yuan face value, rising coupons, the conversion price and maturity, and the put, forced redemption and conversion price reset clauses, then gives a matrix that sorts bonds into equity-like, balanced, debt-like and distressed types.
A-Share Convertible Bond Analysis fits situations like: valuing a Chinese convertible bond by bond floor, conversion value and option value; judging whether a conversion price reset, forced redemption or put is likely; ranking convertible bonds with the double-low strategy; screening bonds for a rotation strategy.
Run `npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a claude-code`. Or copy the skill folder (agent/src/skills/convertible-bond in HKUDS/Vibe-Trading) into .claude/skills/convertible-bond in your project. Claude Code loads it when a task matches its description.
Run `npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a codex`. Or copy the skill folder (agent/src/skills/convertible-bond in HKUDS/Vibe-Trading) into .agents/skills/convertible-bond in your project. Codex loads it when a task matches its description.
Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add HKUDS/Vibe-Trading --skill convertible-bond -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/convertible-bond, .gemini/skills/convertible-bond, .github/skills/convertible-bond and .opencode/skills/convertible-bond in your project.
SKILL.md names no scripts, command-line tools or credentials: A-Share Convertible Bond Analysis is instructions for the agent only. Our summary lists: Market data for the bonds and their underlying stocks.
SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.
Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.
A-Share Convertible Bond Analysis is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.
About 1.1k tokens (SKILL.md is roughly 4.4k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.
Skills that share tags, products or a category with A-Share Convertible Bond Analysis: Strategy Performance Report (tradesdontlie/tradingview-mcp, 6.8k stars), Alpha Desk Investment Research (JingHao-Leon/dsh-alpha-desk, 181 stars), Quant Buddy Market Data and Backtesting (pseudo-longinus/quant-buddy-skills, 193 stars) and Marketscreener (gauss314/skills, 248 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
HKUDS (a GitHub organization) maintains it in HKUDS/Vibe-Trading, which has 35,163 GitHub stars. The repository holds 89 skills in this directory. The repository was last updated on October 10, 2026.
Source: HKUDS/Vibe-Trading on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.