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Found 59 Skills
Conduct compensation benchmarking analysis to position salaries against market data. Use this skill when the user needs to assess pay competitiveness, build salary bands, or analyze pay equity — even if they say 'are we paying market rate', 'salary benchmarking', or 'compensation analysis'.
Query Polymarket: markets, prices, orderbooks, history.
Track crypto options flow to identify institutional positioning and market sentiment. Use when tracking institutional options flow. Trigger with phrases like "track options flow", "analyze derivatives", or "check institutional".
Researches SEC filings, earnings calls, analyst reports, and market data. Use when the album subject involves financial crimes, corporate stories, or market events.
Trend and technical analysis. Use this skill whenever the user asks for technical or trend analysis of one coin. Trigger phrases include: technical analysis, K-line, RSI, MACD, trend, support, resistance. MCP tools: info_markettrend_get_kline, info_markettrend_get_indicator_history, info_markettrend_get_technical_analysis, info_marketsnapshot_get_market_snapshot.
Operate KuCoin public exchange market APIs through UXC with a curated OpenAPI schema, market-first discovery, and explicit private-auth boundary notes.
Train neural models (LSTM, Transformer, N-BEATS) on market data using npx neural-trader with confidence intervals
A股数据：行情、财务、股东、资金流、K线、概念板块、龙虎榜、市场异动。 当用户查询沪深北 A 股时使用（例如：603186 华正新材、300476 胜宏科技、000001 平安银行、龙虎榜、北向资金）。
MiniQMT Xuntou Quantitative Trading Interface, based on the XtQuant Python library, supports market data acquisition (K-line, tick data, financial data, etc.) and trading operations (order placement, order cancellation, querying assets/orders/positions) for A-shares, futures, and options. It is used when users need to obtain real-time/historical market data from MiniQMT, conduct quantitative trading, or perform backtesting.
Guide for Using RQData Data API. Used when you need to query RQData data interfaces and obtain financial data. Supports data queries for markets such as A-shares, Hong Kong stocks, futures, options, indices, funds, and convertible bonds, including HTTP API and Python API documentation.
Guide the design and management of trading venue connectivity and market data infrastructure. Use when building or troubleshooting FIX sessions for order routing or drop copy, integrating exchange protocols like OUCH, ITCH, PITCH, or Pillar, designing market data feed architecture, handling trading halts or circuit breakers or LULD bands, mapping symbology across CUSIP/ISIN/SEDOL/FIGI, planning co-location or proximity hosting, designing failover and DR for exchange connectivity, implementing Rule 15c3-5 market access controls, building session scheduling for pre-market and post-market windows, resolving FIX sequence number gaps, or planning CAT reporting infrastructure.