Claude Skills by gabrielmoreira

SEC EDGAR filing analysis — 10-K, 10-Q, 8-K, proxy statements, insider Form 4. Extract key financials, risk factors, management discussion, and generate investment signals from US public company filings.

Elliott Wave Theory signal engine. Detects swing points through Zigzag, matches 5-wave impulse and 3-wave corrective structures, validates them with Fibonacci wave relationships, and generates trend-top / correction-complete signals. Pure in-house pandas implementation.

ETF分析：产品筛选、费率对比、跟踪误差、流动性评估、策略应用与中国市场ETF量化配置框架。

Event-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.

Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.

Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.

财报三表深度解读——三表勾稽关系、盈利质量(应计vs现金流)分析、杜邦分解、10+财务造假红旗指标

基金分析与筛选：晨星评级/夏普比率/信息比率、Sharpe风格箱分析、风格漂移检测、基金经理评价、FOF组合构建、ETF选择

Fundamental factor screening — filter stocks by PE/PB/ROE, financial statement fields, and other metrics for value or growth selection. Supports A-shares (via tushare extra_fields or fundamental_fields) and HK/US stocks (via yfinance Ticker info).

Geopolitical risk analysis: quantify crisis signals, identify precursors, and build event-driven strategies for war, sanctions, and supply disruption scenarios.

Global macro analysis framework (central bank policy transmission / FX forecasting / geopolitical risk / capital flows), used to build macro factor signals that drive cross-asset allocation.

Harmonic 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).

Hedging strategy design (beta hedge / option protection / tail risk / cross-asset hedging), including hedge-ratio calculation and cost evaluation.

Stock Connect (Shanghai/Shenzhen-Hong Kong) fund flow analysis — Northbound (foreign into A-shares), Southbound (mainland into HK), sector allocation tracking, and cross-border arbitrage signals.

Ichimoku Kinko Hyo five-line system signal engine. A standalone Japanese technical-analysis school that generates trading signals from Tenkan/Kijun crossovers, cloud position, and Chikou confirmation. Pure pandas implementation.

Liquidation level analysis and heatmap interpretation — identify leveraged position concentration, liquidation cascades, stop-hunt zones, and use liquidation data as support/resistance signals.

Macroeconomic cycle positioning and central-bank policy interpretation, including GDP/CPI/PMI/rates/FX analysis, with output in the form of major-asset allocation tilts.

Market 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.

Minute-level data analysis and backtesting. Retrieves minute candlesticks through OKX/Tushare/yfinance and can be used both for analysis and as input to the backtest engine.

Machine-learning predictive strategy based on sklearn walk-forward training, feature engineering, and signal generation. Suitable for any OHLCV data.

Multi-factor cross-sectional stock ranking. Combines factor standardization, equal-weight or IC-weighted scoring, and TopN portfolio construction. Suitable for multi-instrument portfolio strategies.

OKX 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.

On-chain data analysis — active addresses / whale tracking / TVL / DEX liquidity, interpretation and signal generation using on-chain valuation metrics such as MVRV / NVT / SOPR.

Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.

Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.

Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.

Pair trading strategy. Trades mean reversion using the spread/ratio Z-score of two correlated instruments. Requires at least two instruments.

Performance attribution analysis — Brinson sector/stock-selection attribution, factor alpha/beta decomposition, market-timing evaluation, and benchmark comparison framework.

Perpetual futures funding rate analysis and cash-carry basis trading — funding rate regimes, annualized basis signals, carry trade construction, and funding rate arbitrage between exchanges.

Export backtest strategies to indicator/strategy code for major trading platforms — TradingView, 通达信, 同花顺, 东方财富, MT5.

Quantitative statistical methods: ADF unit-root / cointegration tests, GARCH volatility modeling, regression diagnostics (heteroskedasticity / autocorrelation), Bootstrap, and hypothesis testing.

金融监管知识库：A股涨跌停/ST退市新规/融券、港股T+0/做空机制、美股PDT/熔断、加密监管政策、跨境税务基础

Professional financial research report generation — standard structure (summary / views / main body / risks / recommendation), Markdown formatting standards, rating system, and terminology guide.

Goal-driven finance research workflow: attach a research-only objective, track criteria, and add evidence while avoiding live trading execution.

Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.

Seasonal/calendar-effect strategy. Generates trading signals from time-based patterns such as month-of-year effects and day-of-week effects. Suitable for any OHLCV data.

行业轮动分析——申万行业景气度评分、行业动量排名、产业链传导、估值/盈利/资金流多维比较框架

市场情绪分析——恐贪指数/Put-Call Ratio/融资融券/北向资金信号解读、社交媒体舆情量化框架

Shadow Account — 从用户交割单提炼盈利模式（3-5 条人话规则）→ 跨 A股/港股/美股/crypto 多市场回测 → 差值归因 → 8-section PDF 报告。叙事：你的影子，没有情绪噪音。

Smart Money Concepts (ICT) signal engine. Uses the smartmoneyconcepts library to implement institutional-trading-school analysis of BOS, ChoCH, FVG, and order blocks (OB).

Social media intelligence: financial signal extraction from Twitter/X, Telegram, Discord, and Reddit for sentiment-driven trading strategies.

Stablecoin supply and flow analysis — USDT/USDC mint-burn signals, exchange stablecoin reserves, on-chain stablecoin velocity, and capital rotation indicators for crypto market timing.

Create, modify, and optimize quantitative trading strategies, then backtest and evaluate them.

Core technical indicator collection (trend EMA/ADX + mean-reversion BB/RSI + volume-price OBV/volume ratio), generates a composite signal via three-dimensional voting. Pure pandas implementation for any OHLCV data.

Token unlock schedule analysis and project treasury tracking — vesting cliffs, linear unlocks, team/investor/ecosystem token releases, treasury diversification, and sell pressure forecasting.

Analyze a user's trade journal (CSV/Excel broker export). Parses 同花顺/东方财富/富途/generic formats, produces a trading profile and 4 behavior diagnostics (disposition effect, overtrading, chasing, anchoring). Use the `analyze_trade_journal` tool.

tushare是一个财经数据接口包，拥有丰富的数据内容，如股票、基金、期货、数字货币等行情数据，公司财务、基金经理等基本面数据。该模块通过标准化API方式统一了数据资产的对外服务方式，以帮助有需要的技术用户更实时、简洁、轻量的使用相关数据。

US ETF fund flow analysis, sector rotation breadth, and style factor flows — track institutional capital movement via ETF creation/redemption, sector breadth signals, and thematic momentum.

Valuation methodology — absolute valuation with DCF / DDM / SOTP, relative valuation with PE-Band / PB-ROE / EV-EBITDA, sensitivity analysis, and valuation-trap detection.

Export a Vibe-Trading backtest strategy to a runnable vnpy CtaTemplate Python class — supports A-share equities, futures, and crypto via BarGenerator + ArrayManager.