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cross-market-strategy

Generate per-symbol trading signals across multiple market types with volatility-adjusted weighting.

Updated May 5, 2026
Search Tags:#trading strategy#signal generation#multi-asset#cross-market#risk allocation#portfolio backtesting#volatility adjustment
One-click install
npx skills add https://github.com/wudye/traderAssistHK --skill cross-market-strategy-wudye
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: cross-market-strategy
Source: https://github.com/wudye/traderAssistHK/tree/main/backend/src/skills/cross-market-strategy
Command: npx skills add https://github.com/wudye/traderAssistHK --skill cross-market-strategy-wudye

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill solves the challenge of generating trading signals for portfolios that include multiple market types with different calendars, rules, and risk profiles.

Core Features & Use Cases

  • Cross-market signal generation: Detects each symbol’s market type and produces per-symbol signals using market-appropriate indicator parameters.
  • Volatility-adjusted weighting: Scales signals using inverse-volatility so higher-volatility assets (e.g., crypto) do not dominate the risk budget.
  • Cross-market behaviors: Supports patterns like momentum spillover, risk-on/risk-off overlays, hedging ideas, and correlation-regime adjustments.
  • Real use case: Backtest a mixed portfolio such as A-shares plus BTC by providing codes like ["000001.SZ", "BTC-USDT"], letting the CompositeEngine handle calendar alignment and per-market trading rules.

Quick Start

Ask the system to backtest a cross-market strategy for codes like 000001.SZ and BTC-USDT from 2024-01-01 to 2025-03-31 at daily frequency with a shared initial cash pool of 1000000.

Frequently Asked Questions about cross-market-strategy

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I backtest a cross-market trading strategy with mixed assets like A-shares and crypto?▼

To backtest a cross-market trading strategy, you provide mixed symbols like 000001.SZ and BTC-USDT, and the system automatically detects market types, applies per-market indicator parameters, and aligns calendars to generate per-symbol signals.

How does volatility adjustment work for multi-asset portfolio signals?▼

Volatility adjustment scales trading signals using inverse-volatility weighting, ensuring higher-volatility assets like crypto do not dominate the risk budget and allowing the CompositeEngine to allocate shared capital correctly across the multi-asset portfolio.

Can I generate trading signals for US equities and forex in the same portfolio backtest?▼

Yes, you can generate trading signals for US equities and forex in the same run. The system supports cross-market signal generation across asset classes like US or HK equities, crypto, and forex by applying market-appropriate rules.

What cross-market behaviors are supported when generating multi-asset trading signals?▼

Supported cross-market behaviors include momentum spillover, risk-on or risk-off overlays, hedging ideas, and correlation-regime adjustments to help manage diversified signal generation across different market types.

Do I need to manually align trading calendars for a cross-market portfolio backtest?▼

No, you do not need to manually align trading calendars. The CompositeEngine automatically handles calendar alignment and applies per-market trading rules when you run a cross-market portfolio backtest.

What is the best way to allocate shared capital across different asset classes in a single backtest?▼

The best way to allocate shared capital is by using volatility-adjusted weighting, which scales signals using inverse-volatility so the CompositeEngine can align calendars, apply market rules, and distribute capital correctly across asset classes.

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