StockPursue — AI Quantitative Trading Research Platform
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Read any common document/data file — PDF, Word (.docx), Excel (.xlsx/.xls), PowerPoint (.pptx), images (OCR), CSV/TSV, plain text, JSON/YAML/TOML, HTML/XML, and most source-code files. Use the readdocument tool.
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An earnings and analyst-expectation analysis workflow for estimating company results and studying how markets react to surprises.
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Earnings estimate revisions, guidance analysis, and post-earnings drift (PEAD) — track analyst consensus changes, earnings surprise patterns, and management guidance shifts for US/HK equities.
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A skill for retrieving Chinese A-share stock price data from EastMoney. A-shares are mainland Chinese company shares traded mainly in renminbi; the data includes daily and minute-by-minute open, high, low, close, and volume values.
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SEC EDGAR filing analysis — 10-K, 10-Q, 8-K, proxy statements, insider Form 4. Extract key financials, risk factors, management discussion, and generate investment signals from US public company filings.
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Elliott Wave Theory signal engine. Detects swing points through Zigzag, matches 5-wave impulse and 3-wave corrective structures, validates them with Fibonacci wave relationships, and generates trend-top / correction-complete signals. Pure in-house pandas implementation.
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An ETF analysis guide for exchange-traded funds, which are investment funds traded on stock exchanges. It covers product selection, fees, tracking error, liquidity, strategies, and quantitative allocation in China’s ETF market.
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Event-driven strategy based on sentiment-scored signals from news, announcements, and macro events. The LLM acts as the NLP engine, and event data follows a CSV schema.
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Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.
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Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.
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An in-depth method for reading a company’s three main financial reports: the income statement, balance sheet, and cash-flow statement.
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A method for comparing and selecting investment funds, including mutual funds and exchange-traded funds, using risk, performance, style, and manager analysis.
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Fundamental factor screening — filter stocks by PE/PB/ROE, financial statement fields, and other metrics for value or growth selection. Supports A-shares (via tushare extrafields or fundamentalfields) and HK/US stocks (via yfinance Ticker info).
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Enhanced fundamentals data — A-share and HK stock financial statements, PE/PB/ROE, growth metrics via AKShare (Eastmoney). Free, no API key.
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Geopolitical risk analysis: quantify crisis signals, identify precursors, and build event-driven strategies for war, sanctions, and supply disruption scenarios.
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Global stock index data — S&P 500, DJI, NASDAQ, DAX, FTSE, Nikkei 225, Hang Seng, KOSPI, and more. Free via yfinance.
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Global macro analysis framework (central bank policy transmission / FX forecasting / geopolitical risk / capital flows), used to build macro factor signals that drive cross-asset allocation.
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Harmonic Patterns signal engine. Identifies XABCD five-point structures such as Gartley/Bat/Butterfly/Crab based on Fibonacci geometry, and generates trading signals in the PRZ (Potential Reversal Zone).
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Hedging strategy design (beta hedge / option protection / tail risk / cross-asset hedging), including hedge-ratio calculation and cost evaluation.
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Stock Connect (Shanghai/Shenzhen-Hong Kong) fund flow analysis — Northbound (foreign into A-shares), Southbound (mainland into HK), sector allocation tracking, and cross-border arbitrage signals.
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Ichimoku Kinko Hyo five-line system signal engine. A standalone Japanese technical-analysis school that generates trading signals from Tenkan/Kijun crossovers, cloud position, and Chikou confirmation. Pure pandas implementation.
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Liquidation level analysis and heatmap interpretation — identify leveraged position concentration, liquidation cascades, stop-hunt zones, and use liquidation data as support/resistance signals.
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Macroeconomic cycle positioning and central-bank policy interpretation, including GDP/CPI/PMI/rates/FX analysis, with output in the form of major-asset allocation tilts.
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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.
At most 3 mods per repository are shown here, and a mod shipped inside a plugin is left to that plugin's page — the rest are on their repository pages: