Results for “e-e-a-t”

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

Analyzes global market conditions across US, European, and Asian indices, forex, commodities, and economic indicators to produce structured market reports with risk sentiment assessment.

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

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.

Analyze Base EVM tokens via the deluagent oracle. Pass a contract address or cashtag to receive a flat decision header (action, conviction, entry/stop/size, read) and a full cognition report. Tiered x402 pricing with sequential calls required.

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

Deposit ERC-20 token supply into a Berry Juicer vault on Base to earn trading fees as USDC, then spend the yield as AI inference across 140+ models.

Analyzes earnings-season implied volatility: historical IV crush, implied move forecast, IV Rank strategy tag, and a priced Iron Condor quote ready to trade.

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.

Execute crypto trading, DeFi operations, and blockchain interactions using natural language through a CLI or REST API.

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

Builds a 3D volatility surface for any optionable ticker, mapping implied volatility across strike price and time to expiration to identify cheap, expensive, or anomalous options.

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.

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

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.

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

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

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.

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

Screen post-earnings gap-up stocks for Post-Earnings Announcement Drift patterns using weekly candle analysis to detect red candle pullbacks and breakout signals.

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

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.

Analyzes DeFi protocol risk before deposit, decomposes headline APY into sustainable yield, emissions, and drag factors, and flags common rug-risk patterns in tokenomics, liquidity, and governance. Advisory only—no wallet access, no private key handling, no transaction signing, no on-chain execution.

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.

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

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

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

Monitor a list of tickers for key changes in price, IV rank, unusual activity, earnings dates, and score changes. Supports custom watchlists and a default hot options list.

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

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