Results for “market-neutral”

Aggregates market-wide sentiment indicators including VIX, Put/Call ratio, Fear & Greed Index, market breadth, and sector rotation to classify the current regime as risk-on, risk-off, or neutral.

Monitors a watchlist of Polymarket markets and surfaces meaningful shifts in price, volume, comments, or resolution proximity, with position context and optional Bankr integration.

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

Track legislation, regulatory actions, and legal developments affecting prediction markets, crypto, and AI agents, with stage, impact, affected protocols, and operator actions.

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

Publish and consume blockchain-verified trading signals on Base. Register as a signal provider, publish trades with transaction hash proof, and subscribe to top performers via REST API.

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.

Quantifies market breadth health using public CSV data, generating a 0-100 composite score across six components to assess market participation and rally breadth.

Monitors a watchlist of Kalshi prediction markets for price moves, volume spikes, resolution proximity, and kill-criterion triggers, with cross-venue arbitrage detection against paired Polymarket markets adjusted for fees and slippage.

用 Serenity 的供应链卡点逆向投资逻辑分析美股/AI 供应链标的,产出专业投研报告,包含逆向链显形、卡点判据、估值与证伪门。

Evaluates pricing, packaging, plan structure, and monetization tradeoffs against positioning, conversion, and margin.

Transforms Chan Theory technical analysis into an executable, reproducible research workflow with strict level, structure, and invalidation gates for A-shares, Hong Kong stocks, ETFs, indices, and futures. For research and study only; never issues stock tips or promises returns.

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.

Delivers a daily DeFi regime verdict (RISK-ON/NEUTRAL/RISK-OFF) from five named inputs, top TVL movers with causal reasoning, and a sustainable-vs-incentive yield split to distinguish real product-market fit from emissions-pumped APY.