Results for “ma”

Analyze historical downtrend durations and generate interactive HTML histograms showing typical correction lengths by sector and market cap.

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

Provides notes and a workflow for opening a brokerage account online from mainland China, including required documents and funding details.

Tracks crypto prices, wallet balances, portfolio values, and CEX history via a command-line interface, with support for Polymarket prediction markets.

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

Analyzes institutional order flow, dark pool prints, and options flow sweeps to generate trade setups with defined entry, stop-loss, and target levels.

Convert daily market observations and news reactions into structured edge hints, with optional LLM augmentation, outputting a canonical hints.yaml for downstream concept synthesis.

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

Screen US equities for parabolic exhaustion patterns, generate conditional pre-market short plans, and monitor intraday trigger signals using 5-min bars.

Compare Itô prediction-market baskets against a user's knowledge base, portfolio notes, financial context, watchlist, or research thesis for read-only gap analysis.

Analyzes stocks using the AlphaGBM Five Pillars framework, returning a composite score, risk assessment, target price, and AI-generated report from real market data.

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.

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.

Generates at most one token recommendation and one prediction-market pick per run, each with a falsifiable thesis, entry, sizing, and kill criterion. Returns NO_PICK when no candidate meets the bar.

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.

Fetch upcoming economic events and data releases using the FMP API, including central bank decisions, employment reports, inflation data, GDP releases, and other market-moving indicators for specified date ranges.

Detect IBD-style Distribution Days for QQQ/SPY, track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk, and emit TQQQ/QQQ exposure recommendations.

Screens recent post-earnings stocks using a 5-factor scoring system (Gap Size, Pre-Earnings Trend, Volume Trend, MA200 Position, MA50 Position) and assigns A/B/C/D grades to identify momentum trade candidates.

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.

Track investment theses across their lifecycle — from screening idea to closed position with postmortem. Register theses from screener outputs, manage state transitions, attach position sizing, review due dates, and generate postmortem reports with P&L and MAE/MFE analysis.

Tracks crypto portfolio values, wallet balances, market prices, CEX history, and Polymarket predictions from the command line.

Automate financial data retrieval and analysis using Alpha Vantage via Composio's Rube MCP toolkit.

Set price, IV rank, unusual activity, earnings, and VRP alerts with contextual notifications and management commands.

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

Provides guidance on using the QMT quantitative trading terminal, including strategy development, backtesting, and live trading for Chinese securities markets.

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

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

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.

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

Launch and trade tokens on hood.markets (Robinhood Chain) via the agent API, including deploy, buy, sell, and fee claiming.

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

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

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

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

Screen US stocks using William O'Neil's CANSLIM growth stock methodology with composite scoring and weighted components.