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Found 9 Skills
You must use this when selecting statistical tests, interpreting effect sizes, or conducting power analysis.
Expert-level algorithmic trading, market systems, quantitative analysis, and trading platforms
R statistical analysis for publication-ready sociology research. Guides you through phased workflows for DiD, IV, matching, panel methods, and more. Use when doing quantitative analysis in R for academic papers.
Identify, analyze, and prioritize project risks using qualitative and quantitative methods. Develop mitigation strategies to minimize impact and maximize project success probability.
Financial time series analysis method toolkit. Covers stocks / commodity futures / cryptocurrencies / ETFs / foreign exchange / indices, full process from data acquisition to high-level analysis. Built-in 70+ analysis methods, covering 8 major method domains: time series testing, predictive modeling, cross-asset relationships, volatility risk, portfolio optimization, state recognition, commodity-specific analysis and network analysis. Tushare MCP tool (A shares/Hong Kong stocks/US stocks/futures/funds/macro) is preferred for data acquisition, and yfinance scripts are used to supplement assets not covered by tushare such as commodity futures (CL=F) and crypto (BTC-USD).
OpenAlgo indicator expert. Use when user asks about technical indicators, charting, plotting indicators, creating custom indicators, building dashboards, real-time feeds, scanning stocks, indicator combinations, or using openalgo.ta. Also triggers for indicator functions (sma, ema, rsi, macd, supertrend, bollinger, atr, adx, ichimoku, stochastic, obv, vwap, crossover, crossunder, exrem).
Screens and selects stocks based on customizable quantitative criteria including value, growth, quality, and momentum factors
Perform quantitative analysis of returns, correlations, risk factors, and portfolio optimization. Statistical modeling with institutional-grade rigor.
Manages financial risks through quantitative analysis, modeling, and mitigation strategies.