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stock-analyst

Generate a pre-market brief from indicators, portfolio JSON, and quant simulations.

6|2|Updated Mar 11, 2026
Search Tags:#pre-market#particle filter#market indicators#quant brief#copula var#monte carlo options#portfolio pnl
One-click install
npx skills add https://github.com/BENZEMA216/stock-analyst --skill stock-analyst-benzema216
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: stock-analyst
Source: https://github.com/BENZEMA216/stock-analyst/tree/main
Command: npx skills add https://github.com/BENZEMA216/stock-analyst --skill stock-analyst-benzema216

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires yfinance, akshare, numpy, pandas, scipy, requests, and includes scripts (resource) components.

What problem does it solve?

It reduces pre-market decision fatigue by turning scattered market signals and your positions into a structured, probability-aware briefing you can act on consistently.

Core Features & Use Cases

  • Five pre-market observation indicators: VIX, IGV, MAGS, MEME, and Brent oil with predefined “danger/health” thresholds for risk-on/risk-off framing.
  • Position tracking with structured JSON: Maintains stocks and options-related positions in portfolio/portfolio.json and computes floating P&L to show what the market is doing to your book.
  • Quant risk & event probability modules: Runs Monte Carlo option pricing, particle-filter based event probability tracking, and Copula-based portfolio tail-risk (VaR/ES) to quantify extreme scenarios.
  • News verification guardrail: Validates geopolitical “signal” consistency across oil, VIX change, and index futures reaction before trading.
  • Use Case: Before the open, you review indicator signals, check key support/resistance for tickers you hold, and update event probabilities (e.g., NVDA reaching a target) to decide whether to adjust or wait.

Quick Start

Use the stock-analyst skill to produce a pre-market report by pulling the five indicators and your configured portfolio from portfolio/portfolio.json, then running Monte Carlo + Copula VaR + event probability status in one workflow.

Frequently Asked Questions about stock-analyst

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

FAQPage Schema
How do I generate a pre-market quantitative brief for US and HK stock tickers?▼

A pre-market quantitative brief combines five macro indicators like VIX and Brent oil with real-time quotes and portfolio exposure to produce a structured, probability-aware report for US and HK tickers.

How does Monte Carlo option pricing and Copula VaR estimate portfolio tail-risk?▼

Monte Carlo option pricing and Copula VaR estimate portfolio tail-risk by simulating correlated crash scenarios across your positions, calculating Value at Risk and Expected Shortfall to quantify extreme market outcomes.

Can I track event probabilities using a particle filter for my stock portfolio?▼

Yes, you can track event probabilities using a particle filter by updating particle state files, which estimates the likelihood of specific events like a stock reaching a target price before market open.

Do I need a specific portfolio JSON file to calculate floating P&L and run risk simulations?▼

Yes, you need a structured portfolio JSON file containing your stocks and options positions to accurately calculate floating P&L and run Copula VaR and Monte Carlo risk simulations.

What's the best way to validate geopolitical risk signals before the market opens?▼

The best way to validate geopolitical risk signals is by checking consistency across Brent oil movements, VIX changes, and index futures reactions before executing pre-market trades.

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