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Found 45 Skills
Act as a Renaissance Tech-level quantitative systems engineer. Build unified feature engines instead of isolated strategies, rigorously test predictive variables, and assemble scoring models.
Market structure analysis with Wyckoff, SMC/ICT, Al Brooks, and classical price action — outputs structured trade scripts with levels, entry, stop, R:R. Use when the user wants real technical analysis on a ticker (e.g. "market structure analysis on NVDA", "Wyckoff phase for BTC", "where's the order block on SOL", "SMC analysis").
Trade mean reversion setups in the style of Scarface Trades, the mean reversion specialist known for mathematical precision and statistical edge. Emphasizes standard deviation bands, RSI extremes, and calculated entries with defined risk. Use when trading overextended moves, fading extremes, or building systematic reversion strategies.
BISON v1.1 — Conviction holder for top 10 Hyperliquid assets by volume. Enters on 4h trend structure + 1h momentum + SM alignment convergence. Holds through pullbacks with DSL High Water Mode (mandatory). Re-evaluates thesis every 5 min — exits when conviction breaks, not when price retraces. Wide Phase 1 floors, no time-based exits, infinite trailing at 85% of peak. v1.1: daily entry cap only enforced when day PnL is negative. When profitable, reloads in batches of 3 — BISON keeps trading as long as it's making money.
Apply the Efficient Market Hypothesis (Fama, 1970) to evaluate information incorporation in asset prices across weak, semi-strong, and strong forms. Use this skill when the user needs to assess market efficiency, determine if a trading strategy can generate abnormal returns, evaluate event studies, or when they ask 'can technical analysis work', 'does the market already know this', or 'is this anomaly exploitable'.
Identify candidate stocks with sufficient pullbacks but intact trends and acceptable support structures, and output observation ranges, reversal signals, and invalidation conditions. Suitable for scenarios such as bargain-hunting opportunity screening, secondary entry for strong stocks, and pullback observation for trend stocks.
Auto-mirror top Discovery traders on Hyperliquid. Scans top 50 traders, scores on PnL rank (35%), win rate (25%), consistency (20%), hold time (10%), drawdown (10%). Creates 2-5 mirror strategies with overlap checks. Daily rebalance with 2-day watch period before swaps. Use when setting up trader mirroring, copy trading, or portfolio auto-rebalancing based on Discovery leaderboard performance.
Build, test, and deploy DeFi trading strategies using the Almanak SDK. ALWAYS use this skill when the user mentions almanak, DeFi strategy, trading strategy, yield farming, liquidity provision, token swap, borrowing, lending, perpetuals, staking, vault deposit, bridging tokens, backtesting, paper trading, or on-chain execution. Use for writing strategy.py files, composing intents (Swap, LP, Borrow, Supply, Perp, Bridge, Stake, Vault, Prediction), working with config.json strategy parameters, running almanak strat or almanak gateway CLI commands, or debugging strategy execution on Anvil forks. Do NOT use for general smart contract development, Solidity code, or non-strategy SDK internals.
A comprehensive stock deep analysis tool that combines real-time quotes, fundamental metrics, technical indicators, and growth analysis into a single professional report. Supports A-share, US stocks, HK stocks. Generates detailed investment recommendations with risk assessment and actionable trading strategies.