Agent skill

Cross-Market Signal Engine

Guides writing signal_engine.py for backtests that mix markets such as A-shares, crypto, US equities and forex, with per-market parameters and volatility-adjusted weights.

MITAuto-check passedBusiness, Finance & HR

Install Cross-Market Signal Engine

skills CLI

$ npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI

$ gh skill install HKUDS/Vibe-Trading cross-market-strategy --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy

$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .claude/skills && cp -r skills-src/agent/src/skills/cross-market-strategy .claude/skills/cross-market-strategy && rm -rf skills-src

Use ~/.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/

Paste into Claude Code

Install the "cross-market-strategy" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/cross-market-strategy into .claude/skills/cross-market-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "cross-market-strategy", 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

$skill-installer install https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/cross-market-strategy

Type 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.

skills CLI

$ npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a codex

Project install goes to .agents/skills/; add -g for ~/.codex/skills/.

GitHub CLI

$ gh skill install HKUDS/Vibe-Trading cross-market-strategy --agent codex

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .agents/skills && cp -r skills-src/agent/src/skills/cross-market-strategy .agents/skills/cross-market-strategy && rm -rf skills-src

Use ~/.agents/skills/ instead of .agents/skills for a personal install.

Codex skills documentation · loads skills from .agents/skills/

Paste into Codex

Install the "cross-market-strategy" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/cross-market-strategy into .agents/skills/cross-market-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "cross-market-strategy", 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.

skills CLI

$ npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a cursor

Project install goes to .agents/skills/; add -g for ~/.cursor/skills/.

GitHub CLI

$ gh skill install HKUDS/Vibe-Trading cross-market-strategy --agent cursor

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/agent/src/skills/cross-market-strategy .cursor/skills/cross-market-strategy && rm -rf skills-src

Use ~/.cursor/skills/ instead of .cursor/skills for a personal install.

Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/

Paste into Cursor

Install the "cross-market-strategy" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/cross-market-strategy into .cursor/skills/cross-market-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "cross-market-strategy", 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

$ gemini skills install https://github.com/HKUDS/Vibe-Trading.git --path agent/src/skills/cross-market-strategy

--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.

skills CLI

$ npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a gemini-cli

Project install goes to .agents/skills/; add -g for ~/.gemini/skills/.

GitHub CLI

$ gh skill install HKUDS/Vibe-Trading cross-market-strategy --agent gemini-cli

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/agent/src/skills/cross-market-strategy .gemini/skills/cross-market-strategy && rm -rf skills-src

Use ~/.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/

Paste into Gemini CLI

Install the "cross-market-strategy" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/cross-market-strategy into .gemini/skills/cross-market-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "cross-market-strategy", 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.

GitHub CLI

$ gh skill install HKUDS/Vibe-Trading cross-market-strategy

Installs 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).

skills CLI

$ npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a github-copilot

Project install goes to .agents/skills/; add -g for ~/.copilot/skills/.

Manual copy

$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .github/skills && cp -r skills-src/agent/src/skills/cross-market-strategy .github/skills/cross-market-strategy && rm -rf skills-src

Use ~/.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/

Paste into GitHub Copilot

Install the "cross-market-strategy" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/cross-market-strategy into .github/skills/cross-market-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "cross-market-strategy", 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.

skills CLI

$ npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a opencode

OpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.

GitHub CLI

$ gh skill install HKUDS/Vibe-Trading cross-market-strategy --agent opencode

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/agent/src/skills/cross-market-strategy .opencode/skills/cross-market-strategy && rm -rf skills-src

Use ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.

OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/

Paste into OpenCode

Install the "cross-market-strategy" agent skill from https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/cross-market-strategy into .opencode/skills/cross-market-strategy/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "cross-market-strategy", 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.

Facts

Skill name: cross-market-strategy
GitHub stars: 35k
Token cost: ~983 tokens
SKILL.md length: 310 words
Files: 2
Skills in repo: 89
Repo updated: Oct 10, 2026
First seen: Oct 7, 2026
Licence: MIT

At a glance

Guides writing signal_engine.py for backtests that mix markets such as A-shares, crypto, US equities and forex, with per-market parameters and volatility-adjusted weights.

Works in 5 steps: Market Classification in generate() → Per-Market Parameter Tables → Volatility-Adjusted Weights (Critical) → …
Backtesting a portfolio that mixes A-shares with crypto or forex
SKILL.md covers When to Use, Key Concepts, config.json for Cross-Market and Market Detection Heuristics, plus 1 more section
Runs Python scripts from its folder

What it does

When a backtest uses symbols from different markets, for example 000001.SZ with BTC-USDT, the CompositeEngine handles trading calendar alignment, shared capital, per-market rules and commissions, so the strategy only has to emit per-symbol signals. The skill shows how to group symbols by market inside generate() and apply separate indicator settings, with a table giving A-shares, crypto, US equities and forex their own moving average, RSI and volatility lookback values.

It stresses volatility-adjusted weights, because crypto's much higher daily volatility would otherwise take the whole risk budget, and lists cross-market ideas such as momentum spillover, risk-on and risk-off overlays, hedging and switching behavior on the correlation regime. The matching config.json must set source to auto and extra_fields to null, and a borrowing multiplier that defaults to 1.0. An example_signal_engine.py file is included.

When your agent uses it

Backtesting a portfolio that mixes A-shares with crypto or forex
Setting different indicator parameters for each market
Weighting positions by volatility across assets with different risk levels
Writing the config.json for a cross-market run

Example prompts

“Write signal_engine.py for a backtest of 000001.SZ and BTC-USDT with a shared capital pool.”
“Backtest AAPL.US, EUR/USD and 600519.SH together and adjust the weights by volatility.”
“Which moving average and RSI settings suit the crypto leg versus the A-share leg?”
“Fix the config.json of my cross-market backtest so each symbol routes to its own loader.”

Requirements

A backtest runner with the CompositeEngine

Workflow steps

5 steps, taken from the step headings in SKILL.md.

Market Classification in generate()
Per-Market Parameter Tables
Volatility-Adjusted Weights (Critical)
Cross-Market Signal Patterns
What the Engine Handles (Don't Worry About)

What it can do on your machine

Read from SKILL.md and the folder at commit 8e43007. It shows what the files ask for, not the result of running them.

Tool permissions
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.
Runs code
Ships script files (Python), which the agent can run.
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Credentials
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Cross-Market Signal Engine loads about 983 tokens when it runs. Until then it costs about 32 tokens; SKILL.md has 310 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it: ~32
When it runs · the whole SKILL.md, loaded when a task matches: ~983

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.

Safety

Auto-check passed

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.

SKILL.md

The full file from HKUDS/Vibe-Trading at commit 8e43007, republished under its MIT licence (© HKUDS). 310 words, ~983 tokens.

Download SKILL.mdSave it as .claude/skills/cross-market-strategy/SKILL.md (or your agent's skills folder). This skill also uses 1 other file; get the full folder from GitHub.

name: cross-market-strategy
description: Write signal_engine.py for portfolios spanning multiple markets (A-shares + crypto, equity + forex, etc.)
category: strategy

When to Use

When the user requests a backtest with codes from different markets — e.g. ["000001.SZ", "BTC-USDT"], ["TD.TO", "PNG.V"], or ["AAPL.US", "EUR/USD", "600519.SH"].

The CompositeEngine handles calendar alignment, shared capital, and market rules automatically. The strategy only needs to output per-symbol signals.

Key Concepts

1. Market Classification in generate()

Group symbols by market type and apply market-specific indicator parameters:

python

def generate(self, data_map):
    groups = {}
    for code, df in data_map.items():
        market = self._detect_market(code)
        groups.setdefault(market, {})[code] = df

    signals = {}
    for market, market_data in groups.items():
        params = MARKET_PARAMS[market]
        for code, df in market_data.items():
            signals[code] = self._market_signal(df, params)
    return signals

2. Per-Market Parameter Tables

Different markets have very different dynamics. Using the same parameters everywhere produces poor results.

Parameter	A-Share	Crypto	US Equity	Forex
MA fast	5	7	10	10
MA slow	20	25	50	30
RSI period	14	10	14	14
Vol lookback	20	14	20	20
Typical daily vol	1-2%	3-8%	1-2%	0.3-0.8%

3. Volatility-Adjusted Weights (Critical)

BTC daily vol ~ 5%, A-share daily vol ~ 1.5%. Without vol-adjustment, crypto eats the entire risk budget.

python

def _vol_adjust(self, signals, data_map):
    vols = {}
    for code, df in data_map.items():
        ret = df["close"].pct_change(fill_method=None).dropna()
        vols[code] = ret.rolling(20).std().iloc[-1] if len(ret) > 20 else ret.std()

    inv_vols = {c: 1.0 / (v + 1e-10) for c, v in vols.items()}
    total_inv = sum(inv_vols.values())

    adjusted = {}
    for code, sig in signals.items():
        weight = inv_vols[code] / total_inv * len(signals)
        adjusted[code] = (sig * weight).clip(-1.0, 1.0)
    return adjusted

4. Cross-Market Signal Patterns

Momentum spillover: BTC 7-day momentum as overlay for A-share tech sectors
Risk-on/Risk-off: USD/CNH rate + VIX proxy to reduce equity exposure
Hedging: Long A-shares + short crypto delta as tail hedge
Correlation regime: When rolling correlation > 0.6, reduce to single-market exposure; when < 0.2, maximize diversification

5. What the Engine Handles (Don't Worry About)

Trading calendar alignment: signals are shifted on each symbol's own calendar, then ffill'd to unified dates
Market rules: T+1 for A-shares, funding fees for crypto, swap for forex — all per-symbol
Capital allocation: shared pool, strategy just sets target weights via signals
Commission/slippage: dispatched to correct sub-engine per symbol

config.json for Cross-Market

json

{
  "source": "auto",
  "codes": ["000001.SZ", "BTC-USDT"],
  "start_date": "2024-01-01",
  "end_date": "2025-03-31",
  "interval": "1D",
  "initial_cash": 1000000,
  "engine": "daily"
}

source must be "auto" for cross-market (routes each symbol to its loader)
extra_fields should be null (not all markets support fundamentals)
leverage defaults to 1.0 (CompositeEngine inherits from config)

Market Detection Heuristics

Pattern	Market
`000001.SZ`, `600519.SH`	A-share
`AAPL.US`	US equity
`700.HK`	HK equity
`TD.TO`, `PNG.V`	Canada equity (TSX / TSXV)
`BTC-USDT`	Crypto
`IF2406.CFFEX`	China futures
`ESZ4`	Global futures
`EUR/USD`	Forex

Supporting Files

example_signal_engine.py — complete cross-market strategy example

Files

SKILL.md and 1 other file in agent/src/skills/cross-market-strategy of HKUDS/Vibe-Trading.

SKILL.md
example_signal_engine.py

Open the folder on GitHubat commit 8e43007

Compare with similar skills

Cross-Market Signal Engine 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.

Cross-Market Signal Engine compared with similar skills
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Strategy Performance Reporttradesdontlie/tradingview-mcp	6.8k	2 repos	~591	Automated safety check: Pass	Custom licence	2 mo ago
WorldQuant BRAIN Alpha ResearchQuantML-Research/wq-alpha-research	407	—	~4.9k	Automated safety check: Pass	None	3 mo ago
Regimejackson-video-resources/markov-hedge-fund-method	484	—	~1.6k	Automated safety check: Pass	Custom licence	4 mo ago
Virtuals Protocol AcpVirtual-Protocol/openclaw-acp	168	1 repos	~6.4k	Automated safety check: Pass	None	4 mo ago
lo2cin4bt Backtesting Assistantlo2cin4/lo2cin4bt	289	—	~2.6k	Automated safety check: Pass	Custom licence	2 mo ago

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Questions about Cross-Market Signal Engine

What does Cross-Market Signal Engine do?

Guides writing signal_engine.py for backtests that mix markets such as A-shares, crypto, US equities and forex, with per-market parameters and volatility-adjusted weights. SZ with BTC-USDT, the CompositeEngine handles trading calendar alignment, shared capital, per-market rules and commissions, so the strategy only has to emit per-symbol signals. The skill shows how to group symbols by market inside generate() and apply separate indicator settings, with a table giving A-shares, crypto, US equities and forex their own moving average, RSI and volatility lookback values.

When should I use Cross-Market Signal Engine?

Cross-Market Signal Engine fits situations like: backtesting a portfolio that mixes A-shares with crypto or forex; setting different indicator parameters for each market; weighting positions by volatility across assets with different risk levels; writing the config.json for a cross-market run.

How do I install Cross-Market Signal Engine in Claude Code?

Run `npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a claude-code`. Or copy the skill folder (agent/src/skills/cross-market-strategy in HKUDS/Vibe-Trading) into .claude/skills/cross-market-strategy in your project. Claude Code loads it when a task matches its description.

How do I install Cross-Market Signal Engine in Codex?

Run `npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a codex`. Or copy the skill folder (agent/src/skills/cross-market-strategy in HKUDS/Vibe-Trading) into .agents/skills/cross-market-strategy in your project. Codex loads it when a task matches its description.

Can I use Cross-Market Signal Engine in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add HKUDS/Vibe-Trading --skill cross-market-strategy -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/cross-market-strategy, .gemini/skills/cross-market-strategy, .github/skills/cross-market-strategy and .opencode/skills/cross-market-strategy in your project.

What does Cross-Market Signal Engine need to run?

Going by SKILL.md and its folder, Cross-Market Signal Engine needs Python for the scripts in its folder. Our summary lists: A backtest runner with the CompositeEngine.

Does Cross-Market Signal Engine access the network?

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.

Is Cross-Market Signal Engine safe to install?

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.

What licence does Cross-Market Signal Engine use?

Cross-Market Signal Engine is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Cross-Market Signal Engine use?

About 983 tokens (SKILL.md is roughly 3.9k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Cross-Market Signal Engine?

Skills that share tags, products or a category with Cross-Market Signal Engine: Strategy Performance Report (tradesdontlie/tradingview-mcp, 6.8k stars), WorldQuant BRAIN Alpha Research (QuantML-Research/wq-alpha-research, 407 stars), Regime (jackson-video-resources/markov-hedge-fund-method, 484 stars) and Virtuals Protocol Acp (Virtual-Protocol/openclaw-acp, 168 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Cross-Market Signal Engine?

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.

Install Cross-Market Signal Engine

Facts

At a glance

What it does

When your agent uses it

Example prompts

Requirements

Workflow steps

What it can do on your machine

Tool permissions

Runs code

Network

Credentials

Context cost

Safety

SKILL.md

When to Use

Key Concepts

1. Market Classification in generate()

2. Per-Market Parameter Tables

3. Volatility-Adjusted Weights (Critical)

4. Cross-Market Signal Patterns

5. What the Engine Handles (Don't Worry About)

config.json for Cross-Market

Market Detection Heuristics

Supporting Files

Files

Compare with similar skills

Similar skills

More from HKUDS/Vibe-Trading

Related

Questions about Cross-Market Signal Engine