Best trading and backtesting skills, page 5

Fetches public crypto market data (candles, tickers, order books, trades) from 100+ exchanges through CCXT, and serves as the fallback when OKX is unavailable.

HKUDS/Vibe-Trading

Analyzes crude oil, gold and copper through supply-demand balance, pricing models, inventory cycles and futures structure, and outputs directional signals suitable for backtesting.

HKUDS/Vibe-Trading

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.

HKUDS/Vibe-Trading

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.

HKUDS/Vibe-Trading

Covers three crypto-derivatives approaches: perpetual funding-rate arbitrage, futures term-structure trading in contango and backwardation, and options volatility and Greeks analysis.

HKUDS/Vibe-Trading

Scores news, announcements and macro events with the LLM, stores them in an event CSV and blends the decaying event signal with technical signals in signal_engine.py.

HKUDS/Vibe-Trading

Adds realistic execution assumptions to backtests: fixed, linear and square-root slippage, delayed fills, VWAP and TWAP logic and market-impact cost estimates; never for live orders.

HKUDS/Vibe-Trading

Evaluates factors across many instruments with IC and IR statistics and quantile backtests, then guides screening and weighting; uses the factor_analysis tool with factor and return CSVs.

HKUDS/Vibe-Trading

Builds value or growth stock screens from PE, PB, ROE and financial statement fields for backtests, using tushare data for A-shares and yfinance for Hong Kong and US stocks.

HKUDS/Vibe-Trading

Harmonic Patterns signal engine. Identifies XABCD five-point structures such as Gartley/Bat/Butterfly/Crab based on Fibonacci geometry, and…

HKUDS/Vibe-Trading

Generates trading signals from the Ichimoku five-line system using Tenkan and Kijun crossovers, cloud position and cloud direction, implemented in pandas.

HKUDS/Vibe-Trading

Reads open-position data and liquidation heatmaps to find liquidation clusters, cascade risk and stop-hunt zones, and uses them as support and resistance signals.

HKUDS/Vibe-Trading

Measures spreads, order-flow toxicity (VPIN, Kyle's lambda) and liquidity (Amihud, Roll) to improve cost estimates and execution, including China A-share auction and block trade mechanics.

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

Trains scikit-learn models with walk-forward validation on features from OHLCV data to predict return direction and turn the predictions into trading signals.

HKUDS/Vibe-Trading

Ranks stocks by standardized factor scores (momentum, reversal, volatility, volume and valuation) and builds an equal-weight TopN portfolio with periodic rebalancing.

HKUDS/Vibe-Trading

Covers volatility-surface modeling (SABR, local volatility), dynamic Greeks management, calendar spreads, skew and volatility arbitrage, and market-making basics for options.

HKUDS/Vibe-Trading

Backtests multi-leg option strategies by synthesizing Black-Scholes prices from the underlying, simulating PnL, Greeks exposure and expiration for crypto and equity options.

HKUDS/Vibe-Trading

Trades mean reversion between two correlated instruments using the Z-score of their price ratio, going long one leg and short the other when the ratio stretches.

HKUDS/Vibe-Trading

Analyzes perpetual futures funding rates and spot-futures basis to find carry trades, crowded positioning and sentiment signals, including funding arbitrage between exchanges.

HKUDS/Vibe-Trading

Translates a Python backtest strategy or a plain description into Pine Script v6, TDX formulas and MQL5 code for TradingView, Chinese broker terminals and MetaTrader 5.

HKUDS/Vibe-Trading

Guides your agent through unit-root, cointegration, GARCH, bootstrap and regression-diagnostic tests on financial time series, using a tested helper module.

HKUDS/Vibe-Trading

Reference of market rules for quant strategies: A-share price limits and T+1, Hong Kong and US trading rules, crypto policy and cross-border tax basics.

HKUDS/Vibe-Trading

Measures portfolio and backtest risk with VaR, CVaR, maximum drawdown, Monte Carlo simulation, tail modeling and stress tests, using one tested risk module.

HKUDS/Vibe-Trading

Generates long, short or flat trading signals from calendar patterns such as month-of-year and day-of-week effects, for any OHLCV price data.

HKUDS/Vibe-Trading

Learns profit patterns from your own trade journal, backtests them across A-share, Hong Kong, US and crypto markets, and explains the gap against real results.

HKUDS/Vibe-Trading

Signal engine for Smart Money Concepts trading that reads structure breaks, fair value gaps and order blocks to output long, short or flat signals.

HKUDS/Vibe-Trading

Answers which trading strategies exist and what state they are in, with per-regime backtest evidence and a freshness report on every row.

HKUDS/Vibe-Trading

Takes a trading idea from request to backtest: pins down instruments and dates, writes config.json and a signal engine, runs the backtest and iterates on the metrics.

HKUDS/Vibe-Trading

Builds a composite trading signal from three groups of classic indicators (trend, mean reversion, volume) voting long, short or flat, in plain pandas for OHLCV data.

HKUDS/Vibe-Trading

Reads a broker export of your trades (CSV or Excel), builds a trading profile and runs four behavior checks: disposition effect, overtrading, chasing and anchoring.

HKUDS/Vibe-Trading

Mean-reversion signal engine that ranks historical volatility against its own recent history, going long in quiet regimes and exiting or shorting when volatility is high.

HKUDS/Vibe-Trading

Test conventions for the indicator library — base class and test interface per style, required test methods, MethodNameStateUnderTestExpectedBehavior naming, shared bar fixtures, FluentAssertions…

facioquo/stock-indicators-dotnet

Minimize trading fees through maker orders, volume tiers, and fee-aware execution.

krakenfx/kraken-cli

Router skill for LLMQuant hedge-fund and PM strategy workflows.

LLMQuant/skills

Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation…

helsome/folio

Automated trading with strategy execution, risk management, position sizing, and stop-loss/take-profit.

Signal-Execution-Labs/forex-trading-ai-agent

Generate a source-backed weekly financial trading outlook from daily-finance, finance-core-analysis, and finance-explosive-article outputs plus fresh authoritative market data.

digoal/blog

Write and save Chinese beginner-friendly paid manual subsections for "全品种操盘手册", a retail-investor education/subscription product covering the full 17-chapter + appendix outline from digoal's…

digoal/blog

Factor reports. An agent skill from VernonOY/alpha-skills.

VernonOY/alpha-skills

Explains profit and loss composition and attribution for paper accounts using engine-calculated breakdowns

YicunAI/Pnlclaw-community

Agent skill for trading-predictor - invoke with $agent-trading-predictor

ruvnet/ruflo

Finds co-moving assets and tests them for cointegration, with workflows for correlation studies, sector clustering, hedge ratios and pair-trading signals.

HKUDS/Vibe-Trading

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

HKUDS/Vibe-Trading

Social media intelligence: financial signal extraction from Twitter/X, Telegram, Discord, and Reddit for sentiment-driven trading strategies.

HKUDS/Vibe-Trading

Runs a declarative strategy spec over OHLCV bars with the manifoldbt Rust engine, pairs the fill log into round trips, and emits the eight inputs the backtest-expert skill scores.

tradermonty/claude-trading-skills

Separate a strategy return series into declared baseline exposure and residual edge with returns-based OLS attribution, HAC inference, rolling stability, alternate-baseline sensitivity, and regime…

tradermonty/claude-trading-skills

Sentiment & Momentum Analysis Agent — news sentiment, social media buzz, analyst ratings, institutional activity, insider trading, and short interest with Sentiment Score (0-100)

zubair-trabzada/ai-trading-claude