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hades

Synchronize KRX stock data and run backtests via a Rust CLI.

Updated Aug 23, 2026
Search Tags:#backtesting#ohlcv#foreign-flow#hades#korean-stock#krx
One-click install
npx skills add https://github.com/jihwan97-hash/jino-memory --skill hades
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: hades
Source: https://github.com/jihwan97-hash/jino-memory/tree/main/skills/hades
Command: npx skills add https://github.com/jihwan97-hash/jino-memory --skill hades

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

Korean stock data access and backtesting was traditionally fragmented, making it difficult to fetch historical prices, ticker information, and market rules in a single workflow. Hades provides a unified CLI toolkit to synchronize KRX data (KOSPI/KOSDAQ), retrieve OHLCV data, inspect foreign-flow trends, and execute backtests, with a built-in reference for tax rules.

Core Features & Use Cases

  • Data synchronization for KRX markets (OHLCV, tickers, and metadata)
  • Ticker lookups and quick access to market rules and references
  • Backtesting execution across strategies (e.g., momentum, mean reversion) with configurable parameters
  • Use case: a quant analyst fetches 5 years of OHLCV for a bucket of stocks and runs a momentum backtest to evaluate performance

Quick Start

Install and run the hades CLI to synchronize data and perform a backtest for your chosen market and strategy.

Frequently Asked Questions about hades

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

FAQPage Schema
How do I backtest Korean stock strategies using KRX historical data?▼

You can backtest Korean stock strategies by using a CLI toolkit to synchronize KRX historical data, retrieve OHLCV prices, and execute momentum or mean reversion backtests across configurable parameters for KOSPI and KOSDAQ markets.

What is the best way to fetch OHLCV data and foreign-flow trends for KOSPI stocks?▼

Fetching OHLCV data and foreign-flow trends for KOSPI stocks is done via a unified CLI that synchronizes KRX metadata, enabling you to retrieve historical prices and inspect foreign-flow insights within a single workflow.

Do I need Rust and Python to run KRX data synchronization and backtesting?▼

Yes, running KRX data synchronization and backtesting requires a Rust CLI for execution and Python scripts for data sync, all guided by a frontmatter-driven SKILL.md entry point.

Can I run momentum and mean reversion backtests with configurable parameters for KOSDAQ?▼

Yes, you can run momentum and mean reversion backtests with configurable parameters for KOSDAQ. The CLI toolkit supports backtesting execution across multiple strategies specifically tailored for KOSDAQ and KOSPI markets.

Does this backtesting toolkit include references for Korean stock market tax rules?▼

Yes, the backtesting toolkit includes a dedicated references folder containing Korean stock market tax rules and market regulations to inform your KRX data analysis and trading strategies.

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