Trading & Investing

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

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

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

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.

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

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

Aggregate and rank signals from multiple edge-finding skills into a prioritized conviction dashboard with weighted scoring, deduplication, and contradiction detection.

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

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.

Monitor dividend portfolios for risk triggers and route anomalies into a human review queue without auto-selling.

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).

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

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

Executes trades via broker APIs with position sizing, order management, slippage monitoring, and safe abort procedures.

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.

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

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。

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

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.

Trade stocks and crypto via Alpaca API, including market data, order placement, portfolio management, and account info, with support for paper and live trading.

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

Designs and backtests systematic trading strategies using technical indicators, fundamental analysis, and statistical models, with clear entry/exit rules, risk controls, and documentation.

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

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