Vibe-Trading is a personal trading agent that gives an AI system tools for market analysis, algorithmic trading, backtesting, and related workflows. It is for users who want an agent to research and evaluate trading strategies or manage simulated and other trading activities. The catalogue contains skills that expose these trading capabilities to compatible agents.
Getting it into your agent
One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.
npx skills add HKUDS/Vibe-Trading --skill cross-market-strategygit clone --depth 1 https://github.com/HKUDS/Vibe-TradingWrote this? Show the measurements
A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.
[](https://agentmods.dev/skills/hkuds/vibe-trading/cross-market-strategy)<a href="https://agentmods.dev/skills/hkuds/vibe-trading/cross-market-strategy"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/cross-market-strategy/github.svg" alt="Measured on agentmods" height="20"></a>Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.
<a href="https://agentmods.dev/skills/hkuds/vibe-trading/cross-market-strategy"><img src="https://agentmods.dev/badge/skills/hkuds/vibe-trading/cross-market-strategy.svg" alt="Reviewed on agentmods" width="80" height="20"></a>- Snyk pass
- NVIDIA SkillSpector pass
What it costs to keep this loaded
Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00027 | $0.01099 |
| Opus 5 | $0.00014 | $0.00549 |
| Sonnet 5 | $0.00005 | $0.00220 |
| Haiku 4.5 | $0.00003 | $0.00110 |
Grade A, and why
cross-market-strategy scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 3d ago.
A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.
Nothing flagged
None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.
Copies of this mod
1 near-identical copy found in the catalogue:
- cross-market-strategy — 97% identical, 5 lines differ
How it starts
The opening of the file, as written. The whole thing — 115 lines — stays where its author put it; the contents beside it link to each section on GitHub.
When to Use
When the user requests a backtest with codes from different markets — e.g. ["000001.SZ", "BTC-USDT"], ["TD.TO", "PNG.V"], or ["AAPL.US", "EUR/USD", "600519.SH"].
The CompositeEngine handles calendar alignment, shared capital, and market rules automatically. The strategy only needs to output per-symbol signals.
Key Concepts
1. Market Classification in generate()
Group symbols by market type and apply market-specific indicator parameters:
def generate(self, data_map):
groups = {}
for code, df in data_map.items():
market = self._detect_market(code)
groups.setdefault(market, {})[code] = df
signals = {}
for market, market_data in groups.items():
params = MARKET_PARAMS[market]
for code, df in market_data.items():
signals[code] = self._market_signal(df, params)
return signals
2. Per-Market Parameter Tables
Different markets have very different dynamics. Using the same parameters everywhere produces poor results.
| Parameter | A-Share | Crypto | US Equity | Forex |
|---|---|---|---|---|
| MA fast | 5 | 7 | 10 | 10 |
| MA slow | 20 | 25 | 50 | 30 |
| RSI period | 14 | 10 | 14 | 14 |
| Vol lookback | 20 | 14 | 20 | 20 |
| Typical daily vol | 1-2% | 3-8% | 1-2% | 0.3-0.8% |
3. Volatility-Adjusted Weights (Critical)
BTC daily vol ~ 5%, A-share daily vol ~ 1.5%. Without vol-adjustment, crypto eats the entire risk budget.
def _vol_adjust(self, signals, data_map):
vols = {}
for code, df in data_map.items():
ret = df["close"].pct_change(fill_method=None).dropna()
vols[code] = ret.rolling(20).std().iloc[-1] if len(ret) > 20 else ret.std()
inv_vols = {c: 1.0 / (v + 1e-10) for c, v in vols.items()}
total_inv = sum(inv_vols.values())
adjusted = {}
for code, sig in signals.items():
weight = inv_vols[code] / total_inv * len(signals)
adjusted[code] = (sig * weight).clip(-1.0, 1.0)
return adjusted
What ships with it
1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.
What this file has done since we first saw it
Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.
- 3d ago Changed 17be6347c28f
- 13d ago First seen · 115 lines · 27 tokens per session scan A 331e78d31e4e
cross-market-strategy is a skill published in the GitHub repository HKUDS/Vibe-Trading (33,258 stars, last pushed today), licensed MIT. It adds 27 tokens to every session and 1,099 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.
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