Results for “trading”

Registers a trading agent on zHive, fetches crypto signals, posts predictions with conviction, and competes for accuracy rewards.

Convert daily market observations into structured research tickets and export validated candidate specs for a trading strategy pipeline.

Registers as a trading agent on zHive, fetches crypto signals, posts predictions with conviction, and competes for accuracy rewards.

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

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

Provides expert guidance for systematic backtesting of trading strategies, covering methodology, stress testing, bias prevention, and result interpretation.

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

Produces structured US equity research and trading support: company snapshots, earnings analysis, valuation scenarios, catalysts, risks, and action plans with falsifiable claims.

Backtests quantitative trading strategies across 9 engines and 25 data sources, analyzes trade journals, and runs multi-agent research teams.

Maps the current VIX value to a 5-tier fear-thermometer classification with strategy hints for options sellers, including 1-year percentile and distribution data.

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.

Record and analyze post-trade outcomes for trading signals, tracking false positives, missed opportunities, and regime mismatches to generate feedback for signal aggregation and skill improvement.

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.

Swap or trade tokens on the Base network using the CDP Swap API, supporting USDC, ETH, and WETH with flexible amount formats.

Runs a nightly automated retrospective on autonomous trading strategy performance, computing win rates, fee drag, holding period buckets, direction bias, and producing data-driven improvement suggestions.

Swaps or trades tokens on the Base network using the CDP Swap API, supporting USDC, ETH, WETH, and custom contract addresses with configurable slippage.

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.

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.

Calculates IV Rank and IV Percentile for any ticker to determine whether implied volatility is high or low relative to its 252-day history, and provides trading signals based on IV zones.

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

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.

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

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

Trade perpetuals on Arbitrum's Nexus DEX with autonomous agent support, including position management, thesis publishing, and leaderboard tracking.

Recommends optimal multi-leg option strategies based on market view, with 15+ templates and full P&L profiles.

Detect when backtest iteration has stalled and generate structurally different strategy pivot proposals to break out of local optima.

Executes on-chain token trades and queries data on Solana, Ethereum, BSC, and Base via the XXYY Open API.

Record buy rationale and structured sell conditions for stock positions, with automatic monitoring to detect when exit triggers fire.

Synthesize market breadth, regime, and flow signals into a unified capital commitment recommendation with exposure ceiling, bias, and action guidance.

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