Convert trade journals into if-then shadow rules and backtest them across markets.
npx skills add https://github.com/wudye/traderAssistHK --skill vibe-trading-wudye
Please help me install this Agent Skill. Skill: vibe-trading Source: https://github.com/wudye/traderAssistHK/tree/main/backend Command: npx skills add https://github.com/wudye/traderAssistHK --skill vibe-trading-wudye
Vibe-Trading converts your trading journal into a structured “shadow strategy” and then objectively backtests it across multiple markets, so you can find which parts of your behavior actually produce edge instead of relying on memory or anecdotes.
Ask the agent to run the Shadow Account loop on your uploaded broker CSV (analyze_trade_journal → extract_shadow_strategy → run_shadow_backtest → render_shadow_report) to generate your HTML/PDF report.
High-intent search queries and answers about installing and using this skill.
Extracting shadow rules from a trading journal converts your trade history into 3-5 human-readable if-then conditions derived from profitable roundtrips. This mechanism transforms subjective trading instincts into testable rules for objective delta-PnL attribution.
Converting trade journal instincts into a shadow strategy involves analyzing roundtrips to extract human-readable if-then rules, then running multi-market backtests to compute delta-PnL. This approach replaces anecdotal memory with objective behavior profiling.
Yes, multi-market backtesting supports A-shares, HK/US equities, crypto, futures, forex, and options pricing. It uses multiple backtest engines alongside a benchmark comparison panel to evaluate extracted shadow strategies across these asset classes.
You need an LLM key to coordinate multi-agent swarm research teams for deeper factor analysis and options pricing. Without an LLM configuration, you can still run the standard shadow-account pipeline for backtesting and report generation.
Generating a report for trading strategy refinement uses the render_shadow_report component after backtesting. It outputs a formatted HTML or PDF document detailing delta-PnL attribution and behavior profiling to guide strategy adjustments.
GGwujunAnalyze broker-export trade journals to generate trading profiles and behavior diagnostics.
wudyeDerive rule-based shadow strategies from trade journals and generate differential attribution reports.
0xZKnwBacktest quantitative strategies across global equities, crypto, and futures markets.
day18708433173-cryptoRun quantitative backtests and factor analysis across 18 global market-data sources.
