Results for “e-e-a-t”

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.

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

Automate financial data operations from Twelve Data through Rube MCP and Composio, including tool discovery, connection management, and execution.

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

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.

Enables agents to place pre-launch buy orders for Bankr tokens on Base and to launch new tokens with coordinated demand and distribution via the AutoBoy REST API.

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.

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.

Scans CoinGecko for top movers, losers, and trending coins, enriched with pump-risk flags for pre-trade screening.

Analyzes the volatility smile and skew for a single options expiration, providing implied volatility curves, skew metrics, and shape classification to reveal market pricing of tail risk and directional fear.

Convert Kanchi-style dividend investing into a repeatable US-stock operating procedure covering screening, deep dive, entry planning, and post-purchase monitoring.

Creates a structured, non-advisory planning worksheet for prediction-market trade ideas, venue inspection, and manual execution steps.

Simulates profit and loss for option positions across underlying price, implied volatility, and time to expiration, generating diagrams, breakeven analysis, and probability distributions.

Screens for dividend growth stocks with 12%+ annual dividend growth and 1.5%+ yield that are experiencing temporary pullbacks identified by RSI oversold conditions (RSI ≤40).

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.

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.

Deposit Base USDC into PMFI pARBITRAGE vault for prediction market arbitrage exposure, and withdraw pARB back to USDC through Bankr.

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.

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 frameworks for both acquiring companies and being acquired, covering strategic rationale, due diligence, valuation, integration, and negotiation.

Compares prediction market probabilities from Polymarket with options-implied probabilities to identify mispricing signals and potential arbitrage opportunities.

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.

Generates a three-panel analysis for any ticker following Duan Yongping's seller-only options strategy: Sell Put at a willing-buy price, Covered Call for yield, and a VIX-based panic-buy signal.

Explains term sheet key terms, SAFE/convertible note structures, cap table dilution calculations, and negotiation red flags for startup fundraising.

Analyze URLs or text to discover ranked Polymarket, Hyperliquid, and Deribit markets with Quotient edge scores, paid via on-chain x402 settlement.

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.

Search real-time news with bias scoring, get live stock/ETF/crypto data with AI analysis, ML options pricing, balanced news synthesis, and meme search via the Helium MCP server.

Translate natural-language stock screening requests into FinViz screener filter codes, build the URL, and open it in Chrome.

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.

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.