Skill Claude CodeCodex
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.
Skill Claude CodeCodex
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.
Skill Claude CodeCodex
Machine-learning predictive strategy based on sklearn walk-forward training, feature engineering, and signal generation. Suitable for any OHLCV data.
Skill Claude CodeCodex
MooTDX — TCP direct connection to TDX (通达信) for A-share K-line data. Free, no API key, no IP blocking. Supports daily/weekly/monthly/minute OHLCV + level-2 order book + tick-by-tick trades.
Skill Claude CodeCodex
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.
Skill Claude CodeCodex
Financial news aggregation — search via DuckDuckGo, sector-specific queries, stock-specific news, economic calendar. Free, no API key.
Skill Claude CodeCodex
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.
Skill Claude CodeCodex
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.
Skill Claude CodeCodex
Advanced options strategies: volatility-surface modeling (SABR / Local Vol), dynamic Greeks rebalancing, calendar spreads, volatility arbitrage and skew trading, and option market-making basics.
Skill Claude CodeCodex
Option P&L analysis methodology: payoff diagrams, breakeven calculation, multi-leg strategy visualization, and Greeks-based scenario analysis.
Skill Claude CodeCodex
Options strategy framework supporting Black-Scholes pricing, Greeks analysis, and multi-leg backtesting. Suitable for cryptocurrency and equity options.
Skill Claude CodeCodex
Pair trading strategy. Trades mean reversion using the spread/ratio Z-score of two correlated instruments. Requires at least two instruments.