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Found 217 Skills
Sync dividend data from Fidelity CSV to Dividends sheet. Reads dividend.csv from notebooks/updates/, calculates actual dividends received (shares × amount per share), writes to input area (rows 2-46), then clicks Add Dividend button to process. Triggers on sync dividends, update dividends, dividend tracker, layer 2 income, or monthly dividend analysis.
F# functional-first programming on .NET. Use for .fs files.
Use when "GeoPandas", "geospatial", "GIS", "shapefile", "GeoJSON", or asking about "spatial analysis", "coordinate transformation", "spatial join", "choropleth map", "buffer analysis", "geographic data", "map visualization"
Quantifies market breadth health using TraderMonty's public CSV data. Generates a 0-100 composite score across 6 components (100 = healthy). No API key required. Use when user asks about market breadth, participation rate, advance-decline health, whether the rally is broad-based, or general market health assessment.
Create, edit, and manipulate Excel spreadsheets programmatically using openpyxl
Financial time series analysis method toolkit. Covers stocks / commodity futures / cryptocurrencies / ETFs / foreign exchange / indices, full process from data acquisition to high-level analysis. Built-in 70+ analysis methods, covering 8 major method domains: time series testing, predictive modeling, cross-asset relationships, volatility risk, portfolio optimization, state recognition, commodity-specific analysis and network analysis. Tushare MCP tool (A shares/Hong Kong stocks/US stocks/futures/funds/macro) is preferred for data acquisition, and yfinance scripts are used to supplement assets not covered by tushare such as commodity futures (CL=F) and crypto (BTC-USD).
In-process ClickHouse SQL engine for Python — run ClickHouse SQL queries directly on local files, remote databases, and cloud storage without a server. Use when the user wants to write SQL queries against Parquet/CSV/ JSON files, use ClickHouse table functions (mysql(), s3(), postgresql(), iceberg(), deltaLake() etc.), build stateful analytical pipelines with Session, use parametrized queries, window functions, or other advanced ClickHouse SQL features. Also use when the user explicitly mentions chdb.query(), ClickHouse SQL syntax, or wants cross-source SQL joins. Do NOT use for pandas-style DataFrame operations — use chdb-datastore instead.
Detect IBD-style Distribution Days for QQQ/SPY (close down at least 0.2% on higher volume), track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk (NORMAL/CAUTION/HIGH/SEVERE), and emit TQQQ/QQQ exposure recommendations. Use after market close, before TQQQ exposure changes, or as input to FTD/market-state frameworks. Does not execute trades.
Use this skill when the user wants to build tool/scripts or achieve a task where using data from the Hugging Face API would help. This is especially useful when chaining or combining API calls or the task will be repeated/automated. This Skill creates a reusable script to fetch, enrich or process data.
Construct a business cycle model using leading and coincident indicators, and interpret two business cycle phases: Expansion (Risk-On) and Contraction (Risk-Off), and generate "Iceberg" and "Sinking" event signals based on the theory.
Best practices for NumPy array programming, numerical computing, and performance optimization in Python
Under the assumption that the US dollar or a certain currency loses its reserve status and gold becomes the only anchor, deduce the 'implied gold price that the balance sheet can withstand' by dividing central bank monetary liabilities by gold reserves, and output the leverage level, gap and ranking of each country or currency.