stock-deep-research-analysis-skills

Creates high-density A-share stock research reports with explicit confidence levels and gaps.

2|Updated Apr 21, 2026
One-click install
npx skills add https://github.com/aierwiki/stock_deep_research_analysis_skills --skill stock-deep-research-analysis-skills
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: stock-deep-research-analysis-skills
Source: https://github.com/aierwiki/stock_deep_research_analysis_skills/tree/main
Command: npx skills add https://github.com/aierwiki/stock_deep_research_analysis_skills --skill stock-deep-research-analysis-skills

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill enables analysts to conduct structured, high-quality deep-dive research on A-share stocks by standardizing inputs, first-round exploration dimensions, evidence standards, and reporting formats, ensuring timely and evidence-based conclusions.

Core Features & Use Cases

  • Define initialization inputs: current time, stock name, stock code, benchmark date, and user requirements to ensure context is current.
  • Execute first-round exploration using fixed dimensions from config/queries.json, producing action-oriented insights with explicit evidence and uncertainties.
  • Generate high-information-density stock research reports with explicit timelines, confidence levels, and gaps, while supporting both fundamental and technical evidence.
  • The approach emphasizes applying the 唐氏 deep research method via the deep-research skill to ensure serial, convergent/divergent exploration across dimensions.

Quick Start

Load the deep-research skill first, then apply this skill's SKILL.md and proceed with the serial, iterative rounds to produce a high-density stock research report.

Frequently Asked Questions about stock-deep-research-analysis-skills

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

FAQPage Schema
How do I conduct a structured deep-dive research analysis on an A-share stock?

A-share stock deep-dive analysis standardizes inputs like stock code and benchmark date to execute serial, iterative dimension exploration. This builds a high-density research thesis with explicit evidence standards and confidence levels.

What is the 唐氏 deep research method for stock evidence gathering?

The 唐氏 deep research method applies serial, convergent and divergent exploration across fixed dimensions to gather evidence fast. It validates source credibility and clearly states confidence levels alongside evidence gaps when data is incomplete.

How do I generate a high-density stock research report with explicit timelines and confidence levels?

High-density stock research reports are generated by ingesting latest stock-specific information through first-round exploration dimensions. The output integrates fundamental and technical evidence while explicitly stating timelines, confidence levels, and data gaps.

Can I use this deep-dive analysis skill if my stock data is incomplete or missing sources?

Yes, the deep-dive analysis skill is designed to handle incomplete data by validating source credibility and clearly stating confidence levels and evidence gaps. It requires initializing current time and benchmark dates to ensure context timeliness.

What inputs do I need to initialize before running A-share stock deep-dive research?

You must initialize current time, stock name, stock code, benchmark date, and user requirements to ensure context is current. These initialization inputs define the scope before executing first-round exploration dimensions.

Does the stock deep-dive research skill integrate technical and fundamental evidence?

Yes, the stock deep-dive research skill supports integrating both fundamental and technical evidence to produce action-oriented insights. It standardizes evidence gathering to ensure conclusions are timely and evidence-based.