Trading & Investing Agent Skills

Convert daily market observations and news reactions into structured edge hints, with optional LLM augmentation, outputting a canonical hints.yaml for downstream concept synthesis.

Analyzes recent market-moving news events and their impact on US equity markets and commodities, producing impact-ranked reports using web search and fetch tools.

Identifies and analyzes statistical arbitrage opportunities through pair trading, using correlation analysis, cointegration testing, and z-score calculations to generate entry/exit signals for market-neutral strategies.

Detect structural macro regime transitions (1-2 year horizon) using cross-asset ratio analysis, analyzing RSP/SPY concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation to identify regime shifts.

Generate Minervini-style breakout trade plans from VCP screener output with risk calculation, portfolio heat management, and Alpaca-compatible order templates.

Converts abstract edge concepts into concrete strategy draft variants with configurable risk profiles and optional exportable ticket YAMLs for downstream validation.

Reviews trading strategy drafts for edge plausibility, overfitting risk, sample size adequacy, and execution realism, outputting PASS/REVISE/REJECT verdicts with confidence scores.

Screens recent post-earnings stocks using a 5-factor scoring system (Gap Size, Pre-Earnings Trend, Volume Trend, MA200 Position, MA50 Position) and assigns A/B/C/D grades to identify momentum trade candidates.

Screen US stocks for high-quality dividend opportunities combining value characteristics, attractive yields, and consistent growth using a two-stage screening approach with FINVIZ Elite and FMP APIs.

Evaluates account-level drawdown and losing-streak rules from local thesis files to decide whether new trade risk is allowed, without external APIs.

Analyze and simulate options trading strategies using Black-Scholes pricing, Greeks calculation, and risk management guidance.

Generate falsifiable trade strategy hypotheses from market data, trade logs, and journal snippets, with ranked hypothesis cards, experiment designs, kill criteria, and optional strategy.yaml export.

Evaluates a local pre-trade checklist before manual order entry, blocking planless, oversized, revenge-risk, market-regime-blocked, or circuit-breaker-blocked entries while journaling the decision for later review.

Evaluates US market bubble risk through quantitative data analysis using the Minsky/Kindleberger framework, scoring indicators like Put/Call ratio, VIX, margin debt, breadth, and IPO data.

Aggregate closed trades from trader-memory-core into a weekly performance report with win rate, expectancy, profit factor, R-multiple, MAE/MFE, and pattern breakdowns by source skill, exit reason, sector, and mechanism.

Analyze historical downtrend durations and generate interactive HTML histograms showing typical correction lengths by sector and market cap.

Analyzes global market conditions across US, European, and Asian indices, forex, commodities, and economic indicators to produce structured market reports with risk sentiment assessment.

Detect IBD-style Distribution Days for QQQ/SPY, track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk, and emit TQQQ/QQQ exposure recommendations.

Screen US equities for parabolic exhaustion patterns, generate conditional pre-market short plans, and monitor intraday trigger signals using 5-min bars.

Synthesizes outputs from 8 upstream market analysis skills into a unified conviction score (0-100), pattern classification, and allocation recommendation for Druckenmiller-style portfolio positioning.

Classify US dividend tax treatment, validate holding periods, and recommend account placement for dividend income portfolios.

Screen US stocks for Stockbee-style selling-exhaustion hammer setups using prior momentum, pullback depth, undercut/reclaim, long lower-wick geometry, close-location, volume confirmation, quality/liquidity gates, and risk-distance scoring.

Manage a Public.com brokerage account: view portfolios, quotes, orders, and history, and place trades via the Public.com API.

Interact with the Taco crypto trading platform via API to fetch market data, manage positions, and compute technical indicators across multiple exchanges.

Provides 25 paid HTTP endpoints on Base mainnet that bill agents per call in USDC for web search, AI analysis, crypto and stock data, SEC filings, company intelligence, news, sentiment scoring, and a macro dashboard, returning structured JSON.

Builds systematic factor-based investment strategies following AQR Capital Management's methodology, covering factor construction, portfolio optimization, and risk management.

Executes Binance Spot API requests, including authenticated order management, with support for testnet and mainnet.

Track crypto prices, wallet balances, portfolio values, CEX holdings, and Polymarket predictions via a command-line interface.

Develop quantitative trading strategies with the vn.py framework, covering CTA, spread, and options strategies with support for 20+ broker gateways.

Analyzes DeFi protocol risk before deposit, decomposes headline APY into sustainable yield, emissions, and drag factors, and flags common rug-risk patterns in tokenomics, liquidity, and governance. Advisory only—no wallet access, no private key handling, no transaction signing, no on-chain execution.

Builds a non-advisory prediction-market trade planning worksheet for Itô or venue workflows, inspecting venues, underliers, constraints, and manual execution steps without placing trades or recommending positions.

Provides guidance on using the QMT quantitative trading terminal, including strategy development, backtesting, and live trading for Chinese securities markets.

Explains bonds across financial, legal, and contractual contexts, covering bond investing, surety and performance bonds, bail bonds, and contract bond obligations in plain language.

Tracks crypto prices, wallet balances, portfolio values, CEX holdings, and Polymarket predictions via a CLI.

Analyzes institutional order flow, dark pool prints, and options flow sweeps to generate trade setups with defined entry, stop-loss, and target levels.

Queries prediction market data from Polymarket's public API and provides market analysis with risk management guidance.