vibe-trading

Orchestrate multi-market trading research with MCP tools and swarm workflows.

Updated Apr 9, 2026
One-click install
npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill vibe-trading-jacobhsu
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: vibe-trading
Source: https://github.com/JacobHsu/vibe-trading-agent/tree/main/agent
Command: npx skills add https://github.com/JacobHsu/vibe-trading-agent --skill vibe-trading-jacobhsu

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Finance researchers struggle to coordinate multi-market backtests, data sourcing, and multi-agent analysis in a single conversational workflow, so this Skill packages tools and research skills into one MCP-driven interface.

Core Features & Use Cases

  • Unified MCP Tools: 16 deterministic tools cover backtesting, factor analysis, options pricing, pattern recognition, document ingestion, and swarm orchestration, all orchestrated from the vibe-trading-mcp server.
  • Multi-Agent Swarm Teams: 29 preset research teams (investment committees, risk desks, commodity labs, etc.) deliver structured workflows for complex hypotheses, debates, and strategy validation.
  • Finance Skills Library: 64 specialized finance skills provide deep methodology, signal templates, and code snippets for strategy generation, risk analysis, macro research, and commodity or credit insights.

Quick Start

Tell the agent "Backtest AAPL with MACD crossover for 2024" after installing vibe-trading-ai.

Frequently Asked Questions about vibe-trading

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

FAQPage Schema
How do I backtest multi-market trading strategies across A-share, HK/US equity, and crypto?

Multi-market backtesting is automated through deterministic MCP tools that cover A-share, HK/US equity, and crypto markets. The built-in backtest engine validates strategies while keeping HK/US/crypto use cases key-free. You can trigger it with a simple command like backtesting a specific stock with an indicator for a set year.

Can I run options pricing and factor analysis within a single AI workflow?

You can run options pricing and factor analysis within a single AI workflow using the 16 deterministic MCP tools provided. These integrated tools cover pattern recognition and document ingestion, enabling comprehensive finance research from one conversational interface.

How do I set up multi-agent swarm workflows for investment committee research?

Multi-agent swarm workflows for investment committee research are set up using 29 preset research teams. These structured teams deliver coordinated workflows for complex hypotheses, debates, and strategy validation across risk desks and commodity labs.

Do I need data tokens or API keys for crypto and HK/US equity backtesting?

No, you do not need data tokens or API keys for crypto and HK/US equity backtesting. The system explicitly keeps HK/US/crypto use cases key-free, though optional data tokens are supported for extended or specialized research.

What's the best way to generate trading strategies using AI agents?

The best way to generate trading strategies using AI agents is leveraging the finance skills library containing 64 specialized skills. These provide deep methodology, signal templates, and code snippets for strategy generation, risk analysis, and macro research.