81건(agentii-ai의 저장소) · 인기순
Scaffold and amend the L1 Investment Constitution — [ALL_CAPS] placeholder bootstrap, SemVer bump rules, Sync Impact Report, MINOR/MAJOR re-examination dispatch after the gate-5 budget confirm. Thesis creation stays refused until ratification (Q83).
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Price action market structure analysis, trend vs trading range classification, Always In directional framework, buying/selling pressure analysis, market cycle phase identification, the price action methodology
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long short equity strategy, pair trade construction, market neutral portfolio, net exposure management, factor neutrality, equity long short, hedge fund strategy, alpha generation, stock picking portfolio construction, long short position management
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Adversarial verification of research theses — cross-run/cross-thesis contradiction via the entity index, pre-mortem (Klarman/Kahneman: assume the loss already happened, reverse the path), inversion (Munger: invert, always invert), and wrong_if falsifiability review. ≈50-finding cap sorted by severity; content-derived finding IDs; incremental scoping with three backstops; lifecycle hooks at pillar-complete / thesis-complete / pre-reduction.
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Create a research thesis — theses/{nnn}-{slug}/ via mkdir-as-CAS, pillar-prioritized spec.md, initialized thesis.md, and the thesis-quality checklist. Refuses creation while the workspace constitution is unratified (spec 046 Q83 A+).
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Options trade execution, directional strategies long call covered call collar, spread strategies bull call bear put ratio ladder, volatility strategies straddle strangle strap strip, liquidity cost and implied volatility filters, integration with gold.technical_setups for options setup matching
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Options price action strategy, volatility-aware entries, options structure selection by market regime, delta and gamma positioning, options overlay on directional views, expiry selection
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Long short portfolio construction, market neutral positioning, factor-balanced book, gross and net exposure management, pair selection, beta hedging, portfolio construction methodology
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PEG valuation, Price Earnings to Growth ratio, Peter Lynch PEG methodology, growth-adjusted valuation, earnings growth rate, PE ratio valuation, PEG sector comparison, undervalued growth stocks, fair value PEG
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Trading psychology, risk management discipline, position sizing psychology, drawdown management, behavioral bias mitigation, emotional discipline framework, loss aversion control
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The Auto 档 scenario — a soft-plan orchestrator for a complete fundamental equity research thesis: understand → financials → valuation → synthesize. The body is a soft plan (stages), not a rigid DAG; correctness is enforced by each referenced skill's own requires: preconditions, never by this plan's rigidity (Q2).
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Author the research plan — fundamentals first, trade ideas last; Constitution Check evaluated twice; Deviation Register with mandatory Expiry; emits the four side artifacts (brief/entities/reproduce/contracts). Technical (market_data_stage: early) theses MUST emit the entities.md bars schema before implement (Q42).
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Decompose the plan into research tasks — one task per ticker × skill × mode, grouped by pillar, [P]-marked by the different-files-and-no-incomplete-deps rule, with source-refs. mode: all expands to N tasks at generation, never exists as one task (Q79).
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Chart pattern recognition, price action patterns, candlestick signal bars, pullback bar counting H1/H2/H3/H4, trend channels, micro channels, trading ranges, breakouts, major trend reversals 5-step sequence, wedges, double tops and bottoms, triangles, head and shoulders, climaxes, measured moves, support and resistance
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Produce formatted .xlsx financial statement workbooks from XBRL statement data. Uses Bash + openpyxl (Python) following Anthropic FSI xlsx-author conventions for professional Excel output with calculation arc cross-validation.
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options income, covered call strategy, cash secured puts, credit spreads, iron condor, wheel strategy, premium selling, yield enhancement, defined risk income, monthly income options
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Technical execution timing, entry exit signals, price action analysis, volume profile, market structure, support resistance levels, trend identification, Wyckoff method, auction market theory, trade management timing, position entry exit optimization
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volatility trading, VIX products, straddle strangle, vol arbitrage, volatility surface trading, variance swap, gamma scalping, implied vs realized volatility, vol of vol, earnings volatility play
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position sizing, Kelly criterion, risk budgeting, volatility targeting, portfolio allocation, bet sizing, capital allocation, drawdown management, position management, risk parity sizing
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Dividend Discount Model, DDM valuation, multi-stage dividend model, Gordon Growth Model, dividend growth valuation, mature company valuation, income stock valuation, dividend yield analysis
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Financial ratio analysis, profitability ratios ROE ROA ROIC, liquidity ratios current quick cash, leverage ratios debt-to-equity interest coverage, efficiency ratios asset turnover inventory turnover DSO, valuation ratios PE PB EV/EBITDA, cross-company ratio comparison, DuPont analysis
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Reverse DCF valuation, implied growth rate, market expectations analysis, reverse discounted cash flow, implied valuation assumptions, market-implied projections, DCF sanity check
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Append-only gap closure and the cadence engine for research theses. Evaluates artifact CURRENT state (never git history, never task checkboxes) against current pins and wrong_if falsifiers, then appends a Convergence section to tasks.md re-proposing the gaps. A clean run leaves tasks.md byte-identical. Deterministic gaps (stale, invalidated) are uncapped; judgment-class gaps are capped per spec 046 Q40.
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Trade execution using price action setups, major trend reversal trading top and bottom, MTR failure continuation, strong bull and bear breakout trading, strong and weak channel trading strategies, trading range strategies, opening range swings, integration with gold.technical_setups for setup matching and execution planning
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