vibe-trading - Finance Research, Backtesting, and Swarm Analysis
Provides finance research tools for backtesting, market data, factor analysis, options pricing, trade journals, shadow strategies, and multi-agent teams.
Tags
Updated: 2026-10-04Capabilities
Typical Inputs
Typical Outputs
What this skill does
- Run quantitative backtests
- Analyze factors and alphas
- Price options and calculate Greeks
- Fetch multi-source market data
- Analyze trade journals
- Extract and backtest shadow strategies
- Run multi-agent research teams
- Search and read research sources
- Create auditable research goals
- Read and write research files
Inputs
- Strategy configurations
- Market symbols and date ranges
- Trade journal CSV exports
- Research queries
- Local CSV or Parquet bars
- Research goal evidence
- Optional API credentials
Outputs
- Backtest metrics
- Factor analysis results
- Options prices and Greeks
- Market data and research results
- Shadow strategy reports
- Matching shadow signals
- Research goal state changes
- Written strategy and configuration files
- Multi-agent research results
Requirements
- Python 3.11 or later
- vibe-trading-ai package
- OpenAI-compatible API key and model name for run_swarm
- Local TWS or IB Gateway for IBKR tools
- Provider-specific API keys for premium data sources