Results for “fr”

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

Aggregate and rank signals from multiple edge-finding skills into a prioritized conviction dashboard with weighted scoring, deduplication, and contradiction detection.

Integrates with the Brighty banking API to open accounts, issue Mastercard cards, trade crypto, and send SEPA/SWIFT payments from a bot or automation.

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

Analysiert Work in Progress nach Alter, Partner, Mandat und Abrechnungsrisiko für deutsche Kanzleien und liefert ein Entscheidungsboard mit Optionen, Fristen und Kommunikationslinie.

Calculates SaaS health metrics like ARR, MRR, churn, LTV, and CAC from raw business numbers, benchmarks them against industry standards, and provides prioritized actionable advice.

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.

Trace a break between two records of the same position or cash — accounting vs custodian, fund vs prime broker, trade vs settlement — from the aggregate difference down to the offending transaction, and classify it for clearing.

Provides strategic financial frameworks for startup CFOs and finance leaders, including financial modeling, unit economics analysis, fundraising strategy, cash management, and board financial packages.

Design or revise a company's commercial policy governing discounts, approver thresholds, exception flows, and deal frameworks using data-backed matrices and linting tools.

Scores any US stock ticker through Warren Buffett's four-lens framework (business simplicity, moat, management, valuation) and returns a weighted HOLDABLE/WATCHABLE/AVOID verdict.

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.

Develops and backtests quantitative trading strategies for the Chinese securities market using the QMT terminal's built-in Python framework, covering data retrieval, order placement, and position management.

Daily overdue-invoice chaser. Pulls receivables from Xero, escalates reminder tone over time per the brand's finance playbook, drafts/sends Gmail reminders, tracks chase state in Notion, and posts a daily Slack digest. Runs daily on cron schedule.

Master the AI tools that transform financial operations. From bookkeeping to forecasting, manage money smarter and make data-driven financial decisions. Use when "finance, accounting, budgeting, forecasting, FP&A, bookkeeping, expense management, finance, accounting, budgeting, forecasting, fpa, expenses" mentioned.

Analyzes 18-month investment scenarios from a news headline by invoking two specialized agents and generating a comprehensive report with sector impacts, stock recommendations, and a critical review.

Analyzes market breadth using Monty's Uptrend Ratio Dashboard data to diagnose the current market environment. Generates a 0-100 composite score from 5 components (breadth, sector participation, rotation, momentum, historical context).

Provides a single 0-100 cycle score blending VIX, SPY IV Rank, Put/Call ratio, and valuation percentile to determine offense vs. defense posture, based on Howard Marks' market cycle framework.

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.

Guides founders through the fundraising lifecycle from pre-seed to Series B, covering stage benchmarks, an 8-week execution timeline, and preparation checklists for pitch decks, financial models, and data rooms.

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.

Calculates a per-ticker panic index (0-100) from six weighted signals including VIX, IV Rank, RSI-14, volume anomaly, put/call ratio, and consecutive down days, triggering Bull Put Spread entry signals at scores ≥60.

Turn a call or meeting into a clean recap and a ready-to-send follow-up. The decisions, the action items with owners and dates, the open questions, and a follow-up note you can send as is. Built for B2B revenue teams, customizable to your notes and your process. Trigger on "recap this call", "meeting notes", "write the follow-up", "what did we agree", "action items from this", or any post-meeting summary request.