「liquidity」の検索結果

Score ETF trend, risk, liquidity, cost and available tracking and theme signals while preserving data gaps. Use when the user asks to etf strategy with AlphaGBM. Use the bundled Python runner; never silently replace real results with demos.

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Query the OFR (Office of Financial Research) Hedge Fund Monitor API for hedge fund data including SEC Form PF aggregated statistics, CFTC Traders in Financial Futures, FICC Sponsored Repo volumes, and FRB SCOOS dealer financing terms. Access time series data on hedge fund size, leverage, counterparties, liquidity, complexity, and risk management. No API key or registration required. Use when working with hedge fund data, systemic risk monitoring, financial stability research, hedge fund leverage or leverage ratios, counterparty concentration, Form PF statistics, repo market data, or OFR financial research data.

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Access DeFi data from DexPaprika: token prices, liquidity pools, OHLCV, transactions across 34+ blockchains and 30M+ pools. Free, no API key needed. Install MCP: add https://mcp.dexpaprika.com/sse as SSE server, or install plugin: /plugin marketplace add coinpaprika/claude-marketplace

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Fetch financial and market data with the yfinance Python library (Yahoo Finance). Use this skill whenever the user wants stock data: current quotes and price history, financial statements (income statement, balance sheet, cash flow), options chains, dividends and splits, earnings and analyst estimates, price targets and ratings, institutional and insider holdings, news, multi-ticker comparisons, stock screens, or sector and industry data. Use it even when the user gives only a ticker symbol (AAPL, MSFT, TSLA) and the intent has to be inferred. For earnings previews or recaps, estimate revisions, valuation, correlation, liquidity, or ETF premium analysis, prefer the dedicated skill.

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Analyze Stockbee-style Day 1 Episodic Pivot candidates from earnings, guidance raises, M&A, FDA/regulatory approvals, analyst actions, major contracts, product launches, short-squeeze catalysts, or theme/story events. Scores catalyst quality together with gap/range expansion, volume shock, neglect/revaluation context, liquidity, and risk to the EP-day low. Use when the user asks for EP candidates, episodic pivots, Day 1 catalyst trades, game-changing news reactions, delayed EP watchlists, or handoffs into PEAD monitoring.

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Screen US stocks for Stockbee-style selling-exhaustion hammer setups using prior momentum, pullback depth, undercut/reclaim, long lower-wick geometry, close-location, volume confirmation, quality/liquidity gates, and risk-distance scoring. Use when the user asks for Stockbee, Pradeep Bonde, exhaustion setup, selling exhaustion, hammer reversal, undercut reclaim, near-close reversal candidates, or pullback entries in high-quality funds-owned stocks.

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Screen US equities for parabolic exhaustion patterns and generate conditional pre-market short plans, then evaluate intraday trigger fires from live 5-min bars. Phase 1 daily 5-factor scorer (MA extension / acceleration / volume climax / range expansion / liquidity), Phase 2 per-candidate plans for ORL break / first-red 5-min / VWAP fail with explicit borrow / SSR / manual-confirmation gating, Phase 3 one-shot intraday FSM that detects trigger fires and resolves concrete share counts. Covers Phase 1 + Phase 2 + Phase 3.

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Start and scale networked products using Andrew Chen's "The Cold Start Problem" framework for network effects. Use when the user mentions "network effects", "chicken and egg", "cold start", "two-sided marketplace", "atomic network", "hard side", "liquidity", "critical mass", "invite-only launch", "how do I get my first users", or "the marketplace has no buyers or sellers". Also trigger when launching a marketplace, social, or collaboration product that is worthless without other users, deciding launch sequencing and seeding tactics, or diagnosing stalled network growth at scale. Covers the five stages: cold start, tipping point, escape velocity, hitting the ceiling, and the moat. For word-of-mouth virality, see contagious. For habit-driven retention, see hooked-ux.

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Reads a set of financial statements and establishes what changed and why — fluctuation analysis against prior period and against budget, profitability, liquidity, solvency and efficiency ratios, benchmarking, and the non-GAAP measures presented alongside them. Use this to interpret results, review a counterparty's or target's financials, diagnose a deteriorating trend, explain a variance to someone who will act on it, or test whether an adjusted number is honest.

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Use when evaluating top-down macro trades, liquidity regimes, currency/rates/equity themes, concentrated risk-taking, and quick loss-cutting in a Stanley Druckenmiller style.

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Use when evaluating Seth Klarman-style deep value and distressed opportunities: extreme margin of safety, forced sellers, liquidity discounts, complexity, downside protection, and patience.

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Use when evaluating Paul Tudor Jones-style macro trend trades: major turning points, trend confirmation, risk control, stop discipline, liquidity, and not losing big.

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Publish finished creatives as live Meta (Facebook/Instagram) ads via the Meta Marketing API, plus research and ad-copy support. Uploads an image or video, builds a multi-variant TEXT_LIQUIDITY creative, and creates a PAUSED ad in an existing ad set. Also pulls top-performing ads (ranked by ROAS) and competitor ads from the Ad Library to inform copy. Use when the user asks to deploy / publish / launch a creative as a Meta or Facebook ad, build a Meta ad, push a video or image into an ad set, pull their top ads, or research competitor ads. Not for generating creative (use the image/video skills) and not for writing AdTable/Airtable rows (use adtable-light).

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Help users identify whether supply or demand is their primary growth bottleneck and apply tactical levers to achieve marketplace liquidity and long-term health.

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Free, no-auth multi-chain DEX pair data — prices, volume, liquidity, transactions, and token profiles

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Impermanent loss calculation, modeling, and breakeven analysis for AMM liquidity provision across pool types

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Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth

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Trade sizing methods including fixed fractional, volatility-adjusted, Kelly criterion, and liquidity-constrained sizing

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Scan stocks for Poor Man's Covered Call (PMCC) suitability. Analyzes LEAPS and short call options for delta, liquidity, spread, IV, yield, trend direction, and earnings proximity. Use when user asks about PMCC candidates, diagonal spreads, or LEAPS strategies.

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Risk Assessment & Position Sizing — analyzes volatility, drawdown scenarios, correlation, liquidity, and provides position sizing calculators (Kelly Criterion, fixed percentage, volatility-adjusted) with a composite Risk Score (0-100) for any publicly traded stock.

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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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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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Create a 30/60/90-day cash-flow forecast from AR, AP, opening cash, payment timing, and fixed-cost data. Use when asked about runway, payroll coverage, liquidity risks, or a near-term cash crunch.

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Use when building DeFi protocols, implementing AMMs, yield farming strategies, or integrating with Ethereum/L2s - covers smart contract patterns, liquidity pools, and security considerationsUse when ", " mentioned.

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