Measured market statistics for equities, index futures and options positioning: rolling Brooks price-action events with pre-registered outcome rates plus a calibrated day-type probability read and an arithmetic shape description, Weis volume-price wave events with pre-registered win rates, options max pain computed…
Gemini CLI instructions for celineycn/quantdata-plugin, covering quant data, authentication and pricing, resolving what the user said into a symbol, get /v1/weis/{symbol} — weis wave volume-price events and where this fails — say so out loud.
Measured market statistics for equities, index futures and options positioning: rolling Brooks price-action events with pre-registered outcome rates and a calibrated breakout estimate, a calibrated five-class day-type probability read for the US day session, a plain-arithmetic description of the shape the bars already.
Reads rolling Brooks price-action events for a stock, ETF, futures contract, FX pair or crypto pair from the Quant Data Brooks Events API — range breakouts with measured failure rates and a calibrated per-event estimate, breakout follow-through, range position, long-range breakouts and climactic spikes — together with…
Looks up options positioning for US stocks and ETFs — max pain, open-interest call and put walls, put/call ratio, and estimated dealer gamma exposure (GEX) with the zero gamma flip level. Reads Quant Data's free public pages when no API key is set, and prefers the JSON endpoints /v1/maxpain and /v1/gamma when…
Reads Weis Wave volume-price structure for a symbol from the Quant Data Weis Wave API — current wave direction and volume, recent completed waves, and detected events (climax-into-buying, no-supply, no-demand, sign-of-thrust) each carrying its pre-registered measured win rate. Use when the user asks about volume…