Results for “order”

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.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.

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

Extract, validate, and categorize invoice data against purchase orders and GL codes. Use when the user requests invoice processing or provides relevant inputs for this workflow.

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

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

Compress selected context to a target token budget while preserving decisions, evidence, constraints, and unresolved questions. Use when relevant material is already selected but too long; use context-optimization when selection, deduplication, and ordering are also required.

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.

Optimize a complete candidate context package by deduplicating, filtering, ordering, and allocating its token budget. Use when retrieved or assembled material is noisy or exceeds the useful context budget; use context-ranking for scoring chunks and context-compression for shrinking selected content.