charliedream1
- 34 skills
- 0 followers
- 5 hours ago last updated
- ▌ Social Media Intelligence · charliedream1Social media intelligence: financial signal extraction from Twitter/X, Telegram, Discord, and Reddit for sentiment-driven trading strategies.
- ▌ Broker Research Analyst · charliedream1 bundle券商研报分析助手,聚焦"研报获取→结构化提取→多机构观点对比→风险识别→决策辅助"。使用时机:汇总个股券商研报、追踪行业研报、对比多机构观点、识别卖方利益冲突、验证研报时效性。默认数据源为东方财富研报中心公开接口(无需 API Key)。
- ▌ Smc · charliedream1 bundleSmart Money Concepts (ICT) signal engine. Uses the smartmoneyconcepts library to implement institutional-trading-school analysis of BOS, ChoCH, FVG, and order blocks (OB).
- ▌ Ccxt · charliedream1CCXT unified crypto exchange library (100+ exchanges). Free public market data. Fallback when OKX is unavailable.
- ▌ Chanlun · charliedream1 bundle基于缠论(缠中说禅)的形态识别引擎,使用czsc库自动检测K线分型、笔、中枢,并生成一买/一卖/二买/二卖/三买/三卖等买卖点信号。支持多周期分析和形态分类(3/5/7/9/11笔形态)。
- ▌ Harmonic · charliedream1 bundleHarmonic Patterns signal engine. Identifies XABCD five-point structures such as Gartley/Bat/Butterfly/Crab based on Fibonacci geometry, and generates trading signals in the PRZ (Potential Reversal Zone).
- ▌ Yfinance · charliedream1yfinance global market data interface — retrieve OHLCV, financials, insider transactions, and institutional holdings for US stocks, HK stocks, ETFs, and indices via Yahoo Finance. Free, no API key required.
- ▌ Doc Reader · charliedream1Read any common document/data file — PDF, Word (.docx), Excel (.xlsx/.xls), PowerPoint (.pptx), images (OCR), CSV/TSV, plain text, JSON/YAML/TOML, HTML/XML, and most source-code files. Use the `read_document` tool.
- ▌ Okx Market · charliedream1 bundleOKX cryptocurrency market data interface. Uses the OKX V5 REST API to retrieve spot, derivatives, index, and other crypto market data, including real-time prices, candlesticks, funding rates, open interest, and more. No authentication required, free to use.
- ▌ Web Reader · charliedream1Read web pages, articles, and document links by converting URLs into Markdown text. Use the `read_url` tool directly, without bash.
- ▌ Ml Strategy · charliedream1Machine-learning predictive strategy based on sklearn walk-forward training, feature engineering, and signal generation. Suitable for any OHLCV data.
- ▌ Pine Script · charliedream1Export backtest strategies to indicator/strategy code for major trading platforms — TradingView, 通达信, 同花顺, 东方财富, MT5.
- ▌ Vnpy Export · charliedream1 bundleExport a Vibe-Trading backtest strategy to a runnable vnpy CtaTemplate Python class — supports A-share equities, futures, and crypto via BarGenerator + ArrayManager.
- ▌ Data Routing · charliedream1Data source selection decision tree. Load this skill BEFORE any backtest or data-fetching task to choose the best available data source.
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- ▌ Event Driven · charliedream1Event-driven strategy based on sentiment-scored signals from news, announcements, and macro events. The LLM acts as the NLP engine, and event data follows a CSV schema.
- ▌ Multi Factor · charliedream1 bundleMulti-factor cross-sectional stock ranking. Combines factor standardization, equal-weight or IC-weighted scoring, and TopN portfolio construction. Suitable for multi-instrument portfolio strategies.
- ▌ Risk Analysis · charliedream1Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.
- ▌ Options Payoff · charliedream1Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.
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- ▌ Execution Model · charliedream1Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.
- ▌ Factor Research · charliedream1Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.
- ▌ Asset Allocation · charliedream1Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 4 optimizers and rebalancing rules.
- ▌ Options Strategy · charliedream1Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.
- ▌ Quant Statistics · charliedream1Quantitative statistical methods: ADF unit-root / cointegration tests, GARCH volatility modeling, regression diagnostics (heteroskedasticity / autocorrelation), Bootstrap, and hypothesis testing.
- ▌ Backtest Diagnose · charliedream1Diagnose failed or underperforming backtests, locate the root cause, and fix the issue
- ▌ Strategy Generate · charliedream1 bundleCreate, modify, and optimize quantitative trading strategies, then backtest and evaluate them.
- ▌ Fundamental Filter · charliedream1 bundleFundamental factor screening — filter stocks by PE/PB/ROE and other financial metrics for value or growth selection. Supports A-shares (via tushare extra_fields) and HK/US stocks (via yfinance Ticker info).
- ▌ Perp Funding Basis · charliedream1Perpetual futures funding rate analysis and cash-carry basis trading — funding rate regimes, annualized basis signals, carry trade construction, and funding rate arbitrage between exchanges.
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- ▌ Correlation Analysis · charliedream1Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation
- ▌ Cross Market Strategy · charliedream1 bundleWrite signal_engine.py for portfolios spanning multiple markets (A-shares + crypto, equity + forex, etc.)
- ▌ Market Microstructure · charliedream1Market microstructure: bid-ask spread analysis, order-flow toxicity metrics (VPIN / Kyle lambda), liquidity measures (Amihud / Roll), price-impact models, limit-order-book analysis, and China A-share call auction / block trade mechanics.
- ▌ Performance Attribution · charliedream1Performance attribution analysis — Brinson sector/stock-selection attribution, factor alpha/beta decomposition, market-timing evaluation, and benchmark comparison framework.