Opptrix — AI-driven global multi-market investment research workspace | Open-source LLM research assistant for China A-shares. 170+ MCP tools, factor screening, backtesting, watchlists, and Electron desktop. TypeScript · React · Fastify monorepo.
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A credit-analysis brief focused on debt levels, ability to cover interest payments, and credit-related news, without assigning external rating letters.
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A workflow for comparing stocks, indexes, commodities, currencies, and other markets side by side. It produces descriptive snapshots and charts, not risk-parity portfolio weights; risk parity is a method for balancing portfolio risk across assets.
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A stock-market indicator that compares price volatility with trading activity to estimate whether an index or exchange-traded fund is in a bullish or bearish state.
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A discounted-cash-flow (DCF) valuation workflow, which estimates value by converting expected future free cash flow into today's value.
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A pure-Python differential-evolution optimizer for choosing long-only portfolio weights. Differential evolution is a search method that tests and improves candidate solutions; long-only means no negative holdings.
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A workflow for writing a researched series of three to eight independent long-form articles that explain a company in depth. The series covers the business, important changes, evidence, risks, and decision points.
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A calculation guide for the disposition effect, a tendency to sell investments that have gained value sooner than investments that have lost value. It estimates the CGO factor from trading-volume-weighted reference prices.
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A question-answering style based on Duan Yongping’s simple, long-term approach to business and investing. It emphasizes understanding the business, staying within one’s ability to judge it, and avoiding unsupported certainty.
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An earnings-quality analysis checks whether reported profit is supported by operating cash flow and whether accounting items suggest weaker or less sustainable results. It examines items such as accruals, receivables, inventory, capitalised costs, and one-off events.
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A financial-report reading workflow extracts important figures from a company’s quarterly or annual report and explains what changed. It separates reported facts from possible explanations and risks.
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A workflow for closely reading one original company filing or earnings-call transcript. It summarizes the results, examines management commentary and notes, and compares the update with an investment thesis, meaning the reasons for owning the stock.
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A team workflow for reading company earnings reports and producing a finished Chinese-language article. It assigns research, financial, competition, risk, editing, and reader-review roles, then combines their work.
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A workflow for researching one company or stock in depth. It gathers market data, company information, financial results, money flows, charts, and relevant news before separating facts, assumptions, and risks in a report.
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An ESG scan collects sourced environmental, social, and governance topics and controversy events about an investment. ESG means how a company affects the environment and society and how it is governed.
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A workflow for studying whether an exchange-traded fund, or ETF, shows intraday momentum by detecting breaks outside a calculated noise area. An ETF is a traded fund that holds a basket of investments; intraday means within the same trading day.
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A research workflow for exchange-traded funds (ETFs), which are investment funds traded on a stock exchange and holding a basket of assets.
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An analysis workflow for estimating trading costs such as commissions, taxes, assumed slippage, and market impact. Slippage is the difference between an expected trading price and the price actually obtained; it does not provide full professional-level transaction-cost analysis.
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An institutional-view summary compares public ratings and research points from investment firms. It distinguishes reported opinions from a true market consensus, which requires enough supporting data.
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A portfolio factor-exposure review describes how a portfolio is distributed across industries, individual holdings, styles, and concentration. It is a structural review, not the official Barra risk model.
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A workflow for testing whether an investment factor has shown useful historical results. A factor is a rule used to rank or select investments, and a backtest applies that rule to past market data.
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A factor-timing method applies a rolling-average and threshold rule to existing factor-return data. A factor is switched on when its recent average return is above the chosen threshold.
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A timing guide based on unusual trading-volume levels. Trading volume is the amount of an asset changing hands, and the guide treats extremely high volume as a possible reversal warning.
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A feature-distribution timing method watches a time series of measured features and calculates rolling percentiles, which show how unusual the latest value is. Crossing upper or lower thresholds can switch between long and short signals.
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A financial-data checking guide for verifying figures such as revenue, profit, market value, and valuation ratios. It uses financial statements and market quotes, then checks calculations with a second source when available.
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: